Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 01-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
138.25 |
138.16 |
-0.09 |
-0.1% |
136.52 |
High |
138.52 |
138.30 |
-0.22 |
-0.2% |
137.46 |
Low |
137.75 |
137.41 |
-0.34 |
-0.2% |
136.04 |
Close |
138.13 |
137.58 |
-0.55 |
-0.4% |
137.32 |
Range |
0.77 |
0.89 |
0.12 |
15.6% |
1.42 |
ATR |
0.81 |
0.82 |
0.01 |
0.7% |
0.00 |
Volume |
38,235 |
95,371 |
57,136 |
149.4% |
64,788 |
|
Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.43 |
139.90 |
138.07 |
|
R3 |
139.54 |
139.01 |
137.82 |
|
R2 |
138.65 |
138.65 |
137.74 |
|
R1 |
138.12 |
138.12 |
137.66 |
137.94 |
PP |
137.76 |
137.76 |
137.76 |
137.68 |
S1 |
137.23 |
137.23 |
137.50 |
137.05 |
S2 |
136.87 |
136.87 |
137.42 |
|
S3 |
135.98 |
136.34 |
137.34 |
|
S4 |
135.09 |
135.45 |
137.09 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.20 |
140.68 |
138.10 |
|
R3 |
139.78 |
139.26 |
137.71 |
|
R2 |
138.36 |
138.36 |
137.58 |
|
R1 |
137.84 |
137.84 |
137.45 |
138.10 |
PP |
136.94 |
136.94 |
136.94 |
137.07 |
S1 |
136.42 |
136.42 |
137.19 |
136.68 |
S2 |
135.52 |
135.52 |
137.06 |
|
S3 |
134.10 |
135.00 |
136.93 |
|
S4 |
132.68 |
133.58 |
136.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
138.52 |
137.10 |
1.42 |
1.0% |
0.75 |
0.5% |
34% |
False |
False |
46,804 |
10 |
138.52 |
136.04 |
2.48 |
1.8% |
0.71 |
0.5% |
62% |
False |
False |
27,076 |
20 |
138.52 |
135.22 |
3.30 |
2.4% |
0.83 |
0.6% |
72% |
False |
False |
15,709 |
40 |
138.52 |
135.22 |
3.30 |
2.4% |
0.75 |
0.5% |
72% |
False |
False |
8,263 |
60 |
138.52 |
133.50 |
5.02 |
3.6% |
0.74 |
0.5% |
81% |
False |
False |
5,524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142.08 |
2.618 |
140.63 |
1.618 |
139.74 |
1.000 |
139.19 |
0.618 |
138.85 |
HIGH |
138.30 |
0.618 |
137.96 |
0.500 |
137.86 |
0.382 |
137.75 |
LOW |
137.41 |
0.618 |
136.86 |
1.000 |
136.52 |
1.618 |
135.97 |
2.618 |
135.08 |
4.250 |
133.63 |
|
|
Fisher Pivots for day following 01-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
137.86 |
137.97 |
PP |
137.76 |
137.84 |
S1 |
137.67 |
137.71 |
|