Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 09-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
138.48 |
138.46 |
-0.02 |
0.0% |
138.23 |
High |
138.64 |
138.58 |
-0.06 |
0.0% |
138.78 |
Low |
138.03 |
138.14 |
0.11 |
0.1% |
138.00 |
Close |
138.46 |
138.48 |
0.02 |
0.0% |
138.48 |
Range |
0.61 |
0.44 |
-0.17 |
-27.9% |
0.78 |
ATR |
0.75 |
0.73 |
-0.02 |
-3.0% |
0.00 |
Volume |
781,961 |
491,712 |
-290,249 |
-37.1% |
3,529,434 |
|
Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.72 |
139.54 |
138.72 |
|
R3 |
139.28 |
139.10 |
138.60 |
|
R2 |
138.84 |
138.84 |
138.56 |
|
R1 |
138.66 |
138.66 |
138.52 |
138.75 |
PP |
138.40 |
138.40 |
138.40 |
138.45 |
S1 |
138.22 |
138.22 |
138.44 |
138.31 |
S2 |
137.96 |
137.96 |
138.40 |
|
S3 |
137.52 |
137.78 |
138.36 |
|
S4 |
137.08 |
137.34 |
138.24 |
|
|
Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.76 |
140.40 |
138.91 |
|
R3 |
139.98 |
139.62 |
138.69 |
|
R2 |
139.20 |
139.20 |
138.62 |
|
R1 |
138.84 |
138.84 |
138.55 |
139.02 |
PP |
138.42 |
138.42 |
138.42 |
138.51 |
S1 |
138.06 |
138.06 |
138.41 |
138.24 |
S2 |
137.64 |
137.64 |
138.34 |
|
S3 |
136.86 |
137.28 |
138.27 |
|
S4 |
136.08 |
136.50 |
138.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
138.78 |
138.00 |
0.78 |
0.6% |
0.53 |
0.4% |
62% |
False |
False |
705,886 |
10 |
138.78 |
137.12 |
1.66 |
1.2% |
0.69 |
0.5% |
82% |
False |
False |
391,077 |
20 |
138.78 |
135.94 |
2.84 |
2.1% |
0.70 |
0.5% |
89% |
False |
False |
200,445 |
40 |
138.78 |
135.22 |
3.56 |
2.6% |
0.74 |
0.5% |
92% |
False |
False |
100,846 |
60 |
138.78 |
135.09 |
3.69 |
2.7% |
0.70 |
0.5% |
92% |
False |
False |
67,289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.45 |
2.618 |
139.73 |
1.618 |
139.29 |
1.000 |
139.02 |
0.618 |
138.85 |
HIGH |
138.58 |
0.618 |
138.41 |
0.500 |
138.36 |
0.382 |
138.31 |
LOW |
138.14 |
0.618 |
137.87 |
1.000 |
137.70 |
1.618 |
137.43 |
2.618 |
136.99 |
4.250 |
136.27 |
|
|
Fisher Pivots for day following 09-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
138.44 |
138.46 |
PP |
138.40 |
138.43 |
S1 |
138.36 |
138.41 |
|