Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 02-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
138.16 |
137.76 |
-0.40 |
-0.3% |
137.34 |
High |
138.30 |
138.44 |
0.14 |
0.1% |
138.52 |
Low |
137.41 |
137.68 |
0.27 |
0.2% |
137.12 |
Close |
137.58 |
138.35 |
0.77 |
0.6% |
138.35 |
Range |
0.89 |
0.76 |
-0.13 |
-14.6% |
1.40 |
ATR |
0.82 |
0.82 |
0.00 |
0.4% |
0.00 |
Volume |
95,371 |
176,774 |
81,403 |
85.4% |
381,343 |
|
Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.44 |
140.15 |
138.77 |
|
R3 |
139.68 |
139.39 |
138.56 |
|
R2 |
138.92 |
138.92 |
138.49 |
|
R1 |
138.63 |
138.63 |
138.42 |
138.78 |
PP |
138.16 |
138.16 |
138.16 |
138.23 |
S1 |
137.87 |
137.87 |
138.28 |
138.02 |
S2 |
137.40 |
137.40 |
138.21 |
|
S3 |
136.64 |
137.11 |
138.14 |
|
S4 |
135.88 |
136.35 |
137.93 |
|
|
Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.20 |
141.67 |
139.12 |
|
R3 |
140.80 |
140.27 |
138.74 |
|
R2 |
139.40 |
139.40 |
138.61 |
|
R1 |
138.87 |
138.87 |
138.48 |
139.14 |
PP |
138.00 |
138.00 |
138.00 |
138.13 |
S1 |
137.47 |
137.47 |
138.22 |
137.74 |
S2 |
136.60 |
136.60 |
138.09 |
|
S3 |
135.20 |
136.07 |
137.97 |
|
S4 |
133.80 |
134.67 |
137.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
138.52 |
137.12 |
1.40 |
1.0% |
0.84 |
0.6% |
88% |
False |
False |
76,268 |
10 |
138.52 |
136.04 |
2.48 |
1.8% |
0.74 |
0.5% |
93% |
False |
False |
44,613 |
20 |
138.52 |
135.22 |
3.30 |
2.4% |
0.80 |
0.6% |
95% |
False |
False |
24,462 |
40 |
138.52 |
135.22 |
3.30 |
2.4% |
0.75 |
0.5% |
95% |
False |
False |
12,678 |
60 |
138.52 |
133.50 |
5.02 |
3.6% |
0.73 |
0.5% |
97% |
False |
False |
8,469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141.67 |
2.618 |
140.43 |
1.618 |
139.67 |
1.000 |
139.20 |
0.618 |
138.91 |
HIGH |
138.44 |
0.618 |
138.15 |
0.500 |
138.06 |
0.382 |
137.97 |
LOW |
137.68 |
0.618 |
137.21 |
1.000 |
136.92 |
1.618 |
136.45 |
2.618 |
135.69 |
4.250 |
134.45 |
|
|
Fisher Pivots for day following 02-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
138.25 |
138.22 |
PP |
138.16 |
138.09 |
S1 |
138.06 |
137.97 |
|