Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 30-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
142.15 |
141.98 |
-0.17 |
-0.1% |
140.14 |
High |
142.62 |
142.53 |
-0.09 |
-0.1% |
142.38 |
Low |
141.69 |
141.90 |
0.21 |
0.1% |
139.47 |
Close |
141.86 |
142.43 |
0.57 |
0.4% |
142.28 |
Range |
0.93 |
0.63 |
-0.30 |
-32.3% |
2.91 |
ATR |
0.85 |
0.83 |
-0.01 |
-1.5% |
0.00 |
Volume |
33,738 |
24,843 |
-8,895 |
-26.4% |
74,600 |
|
Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.18 |
143.93 |
142.78 |
|
R3 |
143.55 |
143.30 |
142.60 |
|
R2 |
142.92 |
142.92 |
142.55 |
|
R1 |
142.67 |
142.67 |
142.49 |
142.80 |
PP |
142.29 |
142.29 |
142.29 |
142.35 |
S1 |
142.04 |
142.04 |
142.37 |
142.17 |
S2 |
141.66 |
141.66 |
142.31 |
|
S3 |
141.03 |
141.41 |
142.26 |
|
S4 |
140.40 |
140.78 |
142.08 |
|
|
Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150.11 |
149.10 |
143.88 |
|
R3 |
147.20 |
146.19 |
143.08 |
|
R2 |
144.29 |
144.29 |
142.81 |
|
R1 |
143.28 |
143.28 |
142.55 |
143.79 |
PP |
141.38 |
141.38 |
141.38 |
141.63 |
S1 |
140.37 |
140.37 |
142.01 |
140.88 |
S2 |
138.47 |
138.47 |
141.75 |
|
S3 |
135.56 |
137.46 |
141.48 |
|
S4 |
132.65 |
134.55 |
140.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
142.62 |
141.69 |
0.93 |
0.7% |
0.60 |
0.4% |
80% |
False |
False |
16,569 |
10 |
142.62 |
139.47 |
3.15 |
2.2% |
0.72 |
0.5% |
94% |
False |
False |
15,279 |
20 |
143.19 |
139.30 |
3.89 |
2.7% |
0.78 |
0.6% |
80% |
False |
False |
8,649 |
40 |
144.49 |
139.30 |
5.19 |
3.6% |
0.73 |
0.5% |
60% |
False |
False |
4,611 |
60 |
144.49 |
138.26 |
6.23 |
4.4% |
0.68 |
0.5% |
67% |
False |
False |
3,096 |
80 |
144.49 |
138.26 |
6.23 |
4.4% |
0.56 |
0.4% |
67% |
False |
False |
2,337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.21 |
2.618 |
144.18 |
1.618 |
143.55 |
1.000 |
143.16 |
0.618 |
142.92 |
HIGH |
142.53 |
0.618 |
142.29 |
0.500 |
142.22 |
0.382 |
142.14 |
LOW |
141.90 |
0.618 |
141.51 |
1.000 |
141.27 |
1.618 |
140.88 |
2.618 |
140.25 |
4.250 |
139.22 |
|
|
Fisher Pivots for day following 30-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
142.36 |
142.34 |
PP |
142.29 |
142.25 |
S1 |
142.22 |
142.16 |
|