Euro Bund Future December 2012
| Trading Metrics calculated at close of trading on 24-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
139.82 |
140.18 |
0.36 |
0.3% |
138.82 |
| High |
140.21 |
140.49 |
0.28 |
0.2% |
140.35 |
| Low |
139.60 |
139.95 |
0.35 |
0.3% |
138.41 |
| Close |
140.00 |
140.40 |
0.40 |
0.3% |
140.00 |
| Range |
0.61 |
0.54 |
-0.07 |
-11.5% |
1.94 |
| ATR |
0.91 |
0.88 |
-0.03 |
-2.9% |
0.00 |
| Volume |
489,218 |
828,934 |
339,716 |
69.4% |
3,350,579 |
|
| Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.90 |
141.69 |
140.70 |
|
| R3 |
141.36 |
141.15 |
140.55 |
|
| R2 |
140.82 |
140.82 |
140.50 |
|
| R1 |
140.61 |
140.61 |
140.45 |
140.72 |
| PP |
140.28 |
140.28 |
140.28 |
140.33 |
| S1 |
140.07 |
140.07 |
140.35 |
140.18 |
| S2 |
139.74 |
139.74 |
140.30 |
|
| S3 |
139.20 |
139.53 |
140.25 |
|
| S4 |
138.66 |
138.99 |
140.10 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.41 |
144.64 |
141.07 |
|
| R3 |
143.47 |
142.70 |
140.53 |
|
| R2 |
141.53 |
141.53 |
140.36 |
|
| R1 |
140.76 |
140.76 |
140.18 |
141.15 |
| PP |
139.59 |
139.59 |
139.59 |
139.78 |
| S1 |
138.82 |
138.82 |
139.82 |
139.21 |
| S2 |
137.65 |
137.65 |
139.64 |
|
| S3 |
135.71 |
136.88 |
139.47 |
|
| S4 |
133.77 |
134.94 |
138.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140.49 |
139.01 |
1.48 |
1.1% |
0.66 |
0.5% |
94% |
True |
False |
702,878 |
| 10 |
140.98 |
138.41 |
2.57 |
1.8% |
0.84 |
0.6% |
77% |
False |
False |
711,318 |
| 20 |
142.62 |
138.41 |
4.21 |
3.0% |
0.85 |
0.6% |
47% |
False |
False |
577,189 |
| 40 |
143.35 |
138.41 |
4.94 |
3.5% |
0.86 |
0.6% |
40% |
False |
False |
291,182 |
| 60 |
144.49 |
138.41 |
6.08 |
4.3% |
0.76 |
0.5% |
33% |
False |
False |
194,243 |
| 80 |
144.49 |
138.26 |
6.23 |
4.4% |
0.72 |
0.5% |
34% |
False |
False |
145,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.79 |
|
2.618 |
141.90 |
|
1.618 |
141.36 |
|
1.000 |
141.03 |
|
0.618 |
140.82 |
|
HIGH |
140.49 |
|
0.618 |
140.28 |
|
0.500 |
140.22 |
|
0.382 |
140.16 |
|
LOW |
139.95 |
|
0.618 |
139.62 |
|
1.000 |
139.41 |
|
1.618 |
139.08 |
|
2.618 |
138.54 |
|
4.250 |
137.66 |
|
|
| Fisher Pivots for day following 24-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
140.34 |
140.28 |
| PP |
140.28 |
140.16 |
| S1 |
140.22 |
140.05 |
|