Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 26-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
140.41 |
140.69 |
0.28 |
0.2% |
138.82 |
High |
140.95 |
141.73 |
0.78 |
0.6% |
140.35 |
Low |
139.96 |
140.62 |
0.66 |
0.5% |
138.41 |
Close |
140.06 |
141.63 |
1.57 |
1.1% |
140.00 |
Range |
0.99 |
1.11 |
0.12 |
12.1% |
1.94 |
ATR |
0.89 |
0.94 |
0.06 |
6.3% |
0.00 |
Volume |
884,298 |
610,158 |
-274,140 |
-31.0% |
3,350,579 |
|
Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.66 |
144.25 |
142.24 |
|
R3 |
143.55 |
143.14 |
141.94 |
|
R2 |
142.44 |
142.44 |
141.83 |
|
R1 |
142.03 |
142.03 |
141.73 |
142.24 |
PP |
141.33 |
141.33 |
141.33 |
141.43 |
S1 |
140.92 |
140.92 |
141.53 |
141.13 |
S2 |
140.22 |
140.22 |
141.43 |
|
S3 |
139.11 |
139.81 |
141.32 |
|
S4 |
138.00 |
138.70 |
141.02 |
|
|
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 |
141.73 |
139.60 |
2.13 |
1.5% |
0.76 |
0.5% |
95% |
True |
False |
711,267 |
10 |
141.73 |
138.41 |
3.32 |
2.3% |
0.86 |
0.6% |
97% |
True |
False |
727,294 |
20 |
142.62 |
138.41 |
4.21 |
3.0% |
0.91 |
0.6% |
76% |
False |
False |
651,150 |
40 |
143.35 |
138.41 |
4.94 |
3.5% |
0.88 |
0.6% |
65% |
False |
False |
328,441 |
60 |
144.49 |
138.41 |
6.08 |
4.3% |
0.78 |
0.5% |
53% |
False |
False |
219,149 |
80 |
144.49 |
138.26 |
6.23 |
4.4% |
0.73 |
0.5% |
54% |
False |
False |
164,380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.45 |
2.618 |
144.64 |
1.618 |
143.53 |
1.000 |
142.84 |
0.618 |
142.42 |
HIGH |
141.73 |
0.618 |
141.31 |
0.500 |
141.18 |
0.382 |
141.04 |
LOW |
140.62 |
0.618 |
139.93 |
1.000 |
139.51 |
1.618 |
138.82 |
2.618 |
137.71 |
4.250 |
135.90 |
|
|
Fisher Pivots for day following 26-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
141.48 |
141.37 |
PP |
141.33 |
141.10 |
S1 |
141.18 |
140.84 |
|