Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 22-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
136.09 |
136.13 |
0.04 |
0.0% |
136.43 |
High |
136.56 |
137.31 |
0.75 |
0.5% |
137.85 |
Low |
136.04 |
136.05 |
0.01 |
0.0% |
135.94 |
Close |
136.26 |
136.84 |
0.58 |
0.4% |
136.72 |
Range |
0.52 |
1.26 |
0.74 |
142.3% |
1.91 |
ATR |
0.83 |
0.86 |
0.03 |
3.8% |
0.00 |
Volume |
5,341 |
2,778 |
-2,563 |
-48.0% |
33,338 |
|
Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.51 |
139.94 |
137.53 |
|
R3 |
139.25 |
138.68 |
137.19 |
|
R2 |
137.99 |
137.99 |
137.07 |
|
R1 |
137.42 |
137.42 |
136.96 |
137.71 |
PP |
136.73 |
136.73 |
136.73 |
136.88 |
S1 |
136.16 |
136.16 |
136.72 |
136.45 |
S2 |
135.47 |
135.47 |
136.61 |
|
S3 |
134.21 |
134.90 |
136.49 |
|
S4 |
132.95 |
133.64 |
136.15 |
|
|
Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.57 |
141.55 |
137.77 |
|
R3 |
140.66 |
139.64 |
137.25 |
|
R2 |
138.75 |
138.75 |
137.07 |
|
R1 |
137.73 |
137.73 |
136.90 |
138.24 |
PP |
136.84 |
136.84 |
136.84 |
137.09 |
S1 |
135.82 |
135.82 |
136.54 |
136.33 |
S2 |
134.93 |
134.93 |
136.37 |
|
S3 |
133.02 |
133.91 |
136.19 |
|
S4 |
131.11 |
132.00 |
135.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
137.85 |
136.04 |
1.81 |
1.3% |
0.72 |
0.5% |
44% |
False |
False |
3,635 |
10 |
137.85 |
135.22 |
2.63 |
1.9% |
0.85 |
0.6% |
62% |
False |
False |
4,471 |
20 |
138.10 |
135.22 |
2.88 |
2.1% |
0.81 |
0.6% |
56% |
False |
False |
3,104 |
40 |
138.51 |
135.22 |
3.29 |
2.4% |
0.75 |
0.5% |
49% |
False |
False |
1,745 |
60 |
138.51 |
133.03 |
5.48 |
4.0% |
0.69 |
0.5% |
70% |
False |
False |
1,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142.67 |
2.618 |
140.61 |
1.618 |
139.35 |
1.000 |
138.57 |
0.618 |
138.09 |
HIGH |
137.31 |
0.618 |
136.83 |
0.500 |
136.68 |
0.382 |
136.53 |
LOW |
136.05 |
0.618 |
135.27 |
1.000 |
134.79 |
1.618 |
134.01 |
2.618 |
132.75 |
4.250 |
130.70 |
|
|
Fisher Pivots for day following 22-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
136.79 |
136.79 |
PP |
136.73 |
136.73 |
S1 |
136.68 |
136.68 |
|