Euro Bund Future December 2012
| Trading Metrics calculated at close of trading on 18-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
138.82 |
139.23 |
0.41 |
0.3% |
140.52 |
| High |
139.15 |
139.67 |
0.52 |
0.4% |
140.98 |
| Low |
138.41 |
139.01 |
0.60 |
0.4% |
138.60 |
| Close |
139.00 |
139.46 |
0.46 |
0.3% |
138.74 |
| Range |
0.74 |
0.66 |
-0.08 |
-10.8% |
2.38 |
| ATR |
0.98 |
0.95 |
-0.02 |
-2.2% |
0.00 |
| Volume |
665,119 |
708,784 |
43,665 |
6.6% |
3,513,564 |
|
| Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.36 |
141.07 |
139.82 |
|
| R3 |
140.70 |
140.41 |
139.64 |
|
| R2 |
140.04 |
140.04 |
139.58 |
|
| R1 |
139.75 |
139.75 |
139.52 |
139.90 |
| PP |
139.38 |
139.38 |
139.38 |
139.45 |
| S1 |
139.09 |
139.09 |
139.40 |
139.24 |
| S2 |
138.72 |
138.72 |
139.34 |
|
| S3 |
138.06 |
138.43 |
139.28 |
|
| S4 |
137.40 |
137.77 |
139.10 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.58 |
145.04 |
140.05 |
|
| R3 |
144.20 |
142.66 |
139.39 |
|
| R2 |
141.82 |
141.82 |
139.18 |
|
| R1 |
140.28 |
140.28 |
138.96 |
139.86 |
| PP |
139.44 |
139.44 |
139.44 |
139.23 |
| S1 |
137.90 |
137.90 |
138.52 |
137.48 |
| S2 |
137.06 |
137.06 |
138.30 |
|
| S3 |
134.68 |
135.52 |
138.09 |
|
| S4 |
132.30 |
133.14 |
137.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140.50 |
138.41 |
2.09 |
1.5% |
1.03 |
0.7% |
50% |
False |
False |
745,538 |
| 10 |
142.17 |
138.41 |
3.76 |
2.7% |
1.02 |
0.7% |
28% |
False |
False |
737,209 |
| 20 |
142.62 |
138.41 |
4.21 |
3.0% |
0.89 |
0.6% |
25% |
False |
False |
439,960 |
| 40 |
143.65 |
138.41 |
5.24 |
3.8% |
0.89 |
0.6% |
20% |
False |
False |
221,163 |
| 60 |
144.49 |
138.26 |
6.23 |
4.5% |
0.74 |
0.5% |
19% |
False |
False |
147,487 |
| 80 |
144.49 |
138.26 |
6.23 |
4.5% |
0.69 |
0.5% |
19% |
False |
False |
110,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.48 |
|
2.618 |
141.40 |
|
1.618 |
140.74 |
|
1.000 |
140.33 |
|
0.618 |
140.08 |
|
HIGH |
139.67 |
|
0.618 |
139.42 |
|
0.500 |
139.34 |
|
0.382 |
139.26 |
|
LOW |
139.01 |
|
0.618 |
138.60 |
|
1.000 |
138.35 |
|
1.618 |
137.94 |
|
2.618 |
137.28 |
|
4.250 |
136.21 |
|
|
| Fisher Pivots for day following 18-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
139.42 |
139.39 |
| PP |
139.38 |
139.32 |
| S1 |
139.34 |
139.25 |
|