Euro Bund Future December 2012
| Trading Metrics calculated at close of trading on 12-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
140.81 |
140.32 |
-0.49 |
-0.3% |
141.83 |
| High |
140.98 |
140.50 |
-0.48 |
-0.3% |
142.17 |
| Low |
140.33 |
139.24 |
-1.09 |
-0.8% |
139.43 |
| Close |
140.38 |
139.55 |
-0.83 |
-0.6% |
140.65 |
| Range |
0.65 |
1.26 |
0.61 |
93.8% |
2.74 |
| ATR |
0.91 |
0.94 |
0.02 |
2.7% |
0.00 |
| Volume |
579,888 |
754,815 |
174,927 |
30.2% |
3,656,538 |
|
| Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.54 |
142.81 |
140.24 |
|
| R3 |
142.28 |
141.55 |
139.90 |
|
| R2 |
141.02 |
141.02 |
139.78 |
|
| R1 |
140.29 |
140.29 |
139.67 |
140.03 |
| PP |
139.76 |
139.76 |
139.76 |
139.63 |
| S1 |
139.03 |
139.03 |
139.43 |
138.77 |
| S2 |
138.50 |
138.50 |
139.32 |
|
| S3 |
137.24 |
137.77 |
139.20 |
|
| S4 |
135.98 |
136.51 |
138.86 |
|
|
| 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 |
141.28 |
139.24 |
2.04 |
1.5% |
1.04 |
0.7% |
15% |
False |
True |
689,780 |
| 10 |
142.62 |
139.24 |
3.38 |
2.4% |
0.97 |
0.7% |
9% |
False |
True |
575,005 |
| 20 |
142.62 |
139.24 |
3.38 |
2.4% |
0.86 |
0.6% |
9% |
False |
True |
292,680 |
| 40 |
144.49 |
139.24 |
5.25 |
3.8% |
0.85 |
0.6% |
6% |
False |
True |
146,862 |
| 60 |
144.49 |
138.26 |
6.23 |
4.5% |
0.73 |
0.5% |
21% |
False |
False |
97,953 |
| 80 |
144.49 |
138.26 |
6.23 |
4.5% |
0.64 |
0.5% |
21% |
False |
False |
73,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145.86 |
|
2.618 |
143.80 |
|
1.618 |
142.54 |
|
1.000 |
141.76 |
|
0.618 |
141.28 |
|
HIGH |
140.50 |
|
0.618 |
140.02 |
|
0.500 |
139.87 |
|
0.382 |
139.72 |
|
LOW |
139.24 |
|
0.618 |
138.46 |
|
1.000 |
137.98 |
|
1.618 |
137.20 |
|
2.618 |
135.94 |
|
4.250 |
133.89 |
|
|
| Fisher Pivots for day following 12-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
139.87 |
140.11 |
| PP |
139.76 |
139.92 |
| S1 |
139.66 |
139.74 |
|