Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 31-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2012 |
31-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
141.98 |
142.47 |
0.49 |
0.3% |
142.13 |
High |
142.53 |
142.58 |
0.05 |
0.0% |
142.62 |
Low |
141.90 |
141.45 |
-0.45 |
-0.3% |
141.45 |
Close |
142.43 |
142.30 |
-0.13 |
-0.1% |
142.30 |
Range |
0.63 |
1.13 |
0.50 |
79.4% |
1.17 |
ATR |
0.83 |
0.85 |
0.02 |
2.5% |
0.00 |
Volume |
24,843 |
120,348 |
95,505 |
384.4% |
194,169 |
|
Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.50 |
145.03 |
142.92 |
|
R3 |
144.37 |
143.90 |
142.61 |
|
R2 |
143.24 |
143.24 |
142.51 |
|
R1 |
142.77 |
142.77 |
142.40 |
142.44 |
PP |
142.11 |
142.11 |
142.11 |
141.95 |
S1 |
141.64 |
141.64 |
142.20 |
141.31 |
S2 |
140.98 |
140.98 |
142.09 |
|
S3 |
139.85 |
140.51 |
141.99 |
|
S4 |
138.72 |
139.38 |
141.68 |
|
|
Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.63 |
145.14 |
142.94 |
|
R3 |
144.46 |
143.97 |
142.62 |
|
R2 |
143.29 |
143.29 |
142.51 |
|
R1 |
142.80 |
142.80 |
142.41 |
143.05 |
PP |
142.12 |
142.12 |
142.12 |
142.25 |
S1 |
141.63 |
141.63 |
142.19 |
141.88 |
S2 |
140.95 |
140.95 |
142.09 |
|
S3 |
139.78 |
140.46 |
141.98 |
|
S4 |
138.61 |
139.29 |
141.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
142.62 |
141.45 |
1.17 |
0.8% |
0.70 |
0.5% |
73% |
False |
True |
38,833 |
10 |
142.62 |
139.47 |
3.15 |
2.2% |
0.78 |
0.5% |
90% |
False |
False |
26,876 |
20 |
142.62 |
139.30 |
3.32 |
2.3% |
0.73 |
0.5% |
90% |
False |
False |
14,635 |
40 |
144.49 |
139.30 |
5.19 |
3.6% |
0.74 |
0.5% |
58% |
False |
False |
7,618 |
60 |
144.49 |
138.26 |
6.23 |
4.4% |
0.69 |
0.5% |
65% |
False |
False |
5,101 |
80 |
144.49 |
138.26 |
6.23 |
4.4% |
0.58 |
0.4% |
65% |
False |
False |
3,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.38 |
2.618 |
145.54 |
1.618 |
144.41 |
1.000 |
143.71 |
0.618 |
143.28 |
HIGH |
142.58 |
0.618 |
142.15 |
0.500 |
142.02 |
0.382 |
141.88 |
LOW |
141.45 |
0.618 |
140.75 |
1.000 |
140.32 |
1.618 |
139.62 |
2.618 |
138.49 |
4.250 |
136.65 |
|
|
Fisher Pivots for day following 31-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
142.21 |
142.21 |
PP |
142.11 |
142.12 |
S1 |
142.02 |
142.04 |
|