Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 26-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
140.52 |
140.34 |
-0.18 |
-0.1% |
140.39 |
High |
140.61 |
141.07 |
0.46 |
0.3% |
140.86 |
Low |
140.04 |
140.20 |
0.16 |
0.1% |
139.82 |
Close |
140.30 |
140.81 |
0.51 |
0.4% |
140.60 |
Range |
0.57 |
0.87 |
0.30 |
52.6% |
1.04 |
ATR |
0.75 |
0.76 |
0.01 |
1.1% |
0.00 |
Volume |
862,880 |
799,945 |
-62,935 |
-7.3% |
3,530,130 |
|
Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.30 |
142.93 |
141.29 |
|
R3 |
142.43 |
142.06 |
141.05 |
|
R2 |
141.56 |
141.56 |
140.97 |
|
R1 |
141.19 |
141.19 |
140.89 |
141.38 |
PP |
140.69 |
140.69 |
140.69 |
140.79 |
S1 |
140.32 |
140.32 |
140.73 |
140.51 |
S2 |
139.82 |
139.82 |
140.65 |
|
S3 |
138.95 |
139.45 |
140.57 |
|
S4 |
138.08 |
138.58 |
140.33 |
|
|
Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.55 |
143.11 |
141.17 |
|
R3 |
142.51 |
142.07 |
140.89 |
|
R2 |
141.47 |
141.47 |
140.79 |
|
R1 |
141.03 |
141.03 |
140.70 |
141.25 |
PP |
140.43 |
140.43 |
140.43 |
140.54 |
S1 |
139.99 |
139.99 |
140.50 |
140.21 |
S2 |
139.39 |
139.39 |
140.41 |
|
S3 |
138.35 |
138.95 |
140.31 |
|
S4 |
137.31 |
137.91 |
140.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
141.37 |
140.04 |
1.33 |
0.9% |
0.72 |
0.5% |
58% |
False |
False |
763,246 |
10 |
141.37 |
139.79 |
1.58 |
1.1% |
0.67 |
0.5% |
65% |
False |
False |
732,143 |
20 |
141.37 |
137.12 |
4.25 |
3.0% |
0.74 |
0.5% |
87% |
False |
False |
726,350 |
40 |
141.37 |
135.27 |
6.10 |
4.3% |
0.77 |
0.5% |
91% |
False |
False |
686,609 |
60 |
141.37 |
135.22 |
6.15 |
4.4% |
0.78 |
0.6% |
91% |
False |
False |
460,814 |
80 |
141.37 |
135.22 |
6.15 |
4.4% |
0.76 |
0.5% |
91% |
False |
False |
345,767 |
100 |
141.37 |
133.50 |
7.87 |
5.6% |
0.75 |
0.5% |
93% |
False |
False |
276,622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.77 |
2.618 |
143.35 |
1.618 |
142.48 |
1.000 |
141.94 |
0.618 |
141.61 |
HIGH |
141.07 |
0.618 |
140.74 |
0.500 |
140.64 |
0.382 |
140.53 |
LOW |
140.20 |
0.618 |
139.66 |
1.000 |
139.33 |
1.618 |
138.79 |
2.618 |
137.92 |
4.250 |
136.50 |
|
|
Fisher Pivots for day following 26-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
140.75 |
140.75 |
PP |
140.69 |
140.68 |
S1 |
140.64 |
140.62 |
|