Euro Bund Future December 2012
| Trading Metrics calculated at close of trading on 10-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
140.17 |
140.52 |
0.35 |
0.2% |
141.83 |
| High |
140.77 |
140.93 |
0.16 |
0.1% |
142.17 |
| Low |
139.43 |
140.13 |
0.70 |
0.5% |
139.43 |
| Close |
140.65 |
140.32 |
-0.33 |
-0.2% |
140.65 |
| Range |
1.34 |
0.80 |
-0.54 |
-40.3% |
2.74 |
| ATR |
0.94 |
0.93 |
-0.01 |
-1.1% |
0.00 |
| Volume |
583,995 |
579,888 |
-4,107 |
-0.7% |
3,656,538 |
|
| Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.86 |
142.39 |
140.76 |
|
| R3 |
142.06 |
141.59 |
140.54 |
|
| R2 |
141.26 |
141.26 |
140.47 |
|
| R1 |
140.79 |
140.79 |
140.39 |
140.63 |
| PP |
140.46 |
140.46 |
140.46 |
140.38 |
| S1 |
139.99 |
139.99 |
140.25 |
139.83 |
| S2 |
139.66 |
139.66 |
140.17 |
|
| S3 |
138.86 |
139.19 |
140.10 |
|
| S4 |
138.06 |
138.39 |
139.88 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.97 |
147.55 |
142.16 |
|
| R3 |
146.23 |
144.81 |
141.40 |
|
| R2 |
143.49 |
143.49 |
141.15 |
|
| R1 |
142.07 |
142.07 |
140.90 |
141.41 |
| PP |
140.75 |
140.75 |
140.75 |
140.42 |
| S1 |
139.33 |
139.33 |
140.40 |
138.67 |
| S2 |
138.01 |
138.01 |
140.15 |
|
| S3 |
135.27 |
136.59 |
139.90 |
|
| S4 |
132.53 |
133.85 |
139.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142.17 |
139.43 |
2.74 |
2.0% |
1.01 |
0.7% |
32% |
False |
False |
847,285 |
| 10 |
142.62 |
139.43 |
3.19 |
2.3% |
0.86 |
0.6% |
28% |
False |
False |
443,059 |
| 20 |
142.62 |
139.30 |
3.32 |
2.4% |
0.84 |
0.6% |
31% |
False |
False |
226,000 |
| 40 |
144.49 |
139.30 |
5.19 |
3.7% |
0.82 |
0.6% |
20% |
False |
False |
113,495 |
| 60 |
144.49 |
138.26 |
6.23 |
4.4% |
0.72 |
0.5% |
33% |
False |
False |
75,708 |
| 80 |
144.49 |
138.26 |
6.23 |
4.4% |
0.63 |
0.5% |
33% |
False |
False |
56,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144.33 |
|
2.618 |
143.02 |
|
1.618 |
142.22 |
|
1.000 |
141.73 |
|
0.618 |
141.42 |
|
HIGH |
140.93 |
|
0.618 |
140.62 |
|
0.500 |
140.53 |
|
0.382 |
140.44 |
|
LOW |
140.13 |
|
0.618 |
139.64 |
|
1.000 |
139.33 |
|
1.618 |
138.84 |
|
2.618 |
138.04 |
|
4.250 |
136.73 |
|
|
| Fisher Pivots for day following 10-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
140.53 |
140.36 |
| PP |
140.46 |
140.34 |
| S1 |
140.39 |
140.33 |
|