Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 04-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
142.47 |
141.83 |
-0.64 |
-0.4% |
142.13 |
High |
142.58 |
141.95 |
-0.63 |
-0.4% |
142.62 |
Low |
141.45 |
141.28 |
-0.17 |
-0.1% |
141.45 |
Close |
142.30 |
141.76 |
-0.54 |
-0.4% |
142.30 |
Range |
1.13 |
0.67 |
-0.46 |
-40.7% |
1.17 |
ATR |
0.85 |
0.87 |
0.01 |
1.4% |
0.00 |
Volume |
120,348 |
1,171,915 |
1,051,567 |
873.8% |
194,169 |
|
Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.67 |
143.39 |
142.13 |
|
R3 |
143.00 |
142.72 |
141.94 |
|
R2 |
142.33 |
142.33 |
141.88 |
|
R1 |
142.05 |
142.05 |
141.82 |
141.86 |
PP |
141.66 |
141.66 |
141.66 |
141.57 |
S1 |
141.38 |
141.38 |
141.70 |
141.19 |
S2 |
140.99 |
140.99 |
141.64 |
|
S3 |
140.32 |
140.71 |
141.58 |
|
S4 |
139.65 |
140.04 |
141.39 |
|
|
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 |
141.28 |
1.34 |
0.9% |
0.75 |
0.5% |
36% |
False |
True |
272,149 |
10 |
142.62 |
139.60 |
3.02 |
2.1% |
0.76 |
0.5% |
72% |
False |
False |
142,711 |
20 |
142.62 |
139.30 |
3.32 |
2.3% |
0.74 |
0.5% |
74% |
False |
False |
73,230 |
40 |
144.49 |
139.30 |
5.19 |
3.7% |
0.75 |
0.5% |
47% |
False |
False |
36,914 |
60 |
144.49 |
138.26 |
6.23 |
4.4% |
0.68 |
0.5% |
56% |
False |
False |
24,633 |
80 |
144.49 |
138.26 |
6.23 |
4.4% |
0.58 |
0.4% |
56% |
False |
False |
18,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.80 |
2.618 |
143.70 |
1.618 |
143.03 |
1.000 |
142.62 |
0.618 |
142.36 |
HIGH |
141.95 |
0.618 |
141.69 |
0.500 |
141.62 |
0.382 |
141.54 |
LOW |
141.28 |
0.618 |
140.87 |
1.000 |
140.61 |
1.618 |
140.20 |
2.618 |
139.53 |
4.250 |
138.43 |
|
|
Fisher Pivots for day following 04-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
141.71 |
141.93 |
PP |
141.66 |
141.87 |
S1 |
141.62 |
141.82 |
|