Euro Bund Future June 2012
| Trading Metrics calculated at close of trading on 05-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
137.84 |
138.56 |
0.72 |
0.5% |
137.46 |
| High |
138.74 |
139.38 |
0.64 |
0.5% |
138.58 |
| Low |
137.80 |
138.37 |
0.57 |
0.4% |
136.59 |
| Close |
138.51 |
139.34 |
0.83 |
0.6% |
138.02 |
| Range |
0.94 |
1.01 |
0.07 |
7.4% |
1.99 |
| ATR |
0.84 |
0.85 |
0.01 |
1.5% |
0.00 |
| Volume |
820,927 |
748,110 |
-72,817 |
-8.9% |
3,391,856 |
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.06 |
141.71 |
139.90 |
|
| R3 |
141.05 |
140.70 |
139.62 |
|
| R2 |
140.04 |
140.04 |
139.53 |
|
| R1 |
139.69 |
139.69 |
139.43 |
139.87 |
| PP |
139.03 |
139.03 |
139.03 |
139.12 |
| S1 |
138.68 |
138.68 |
139.25 |
138.86 |
| S2 |
138.02 |
138.02 |
139.15 |
|
| S3 |
137.01 |
137.67 |
139.06 |
|
| S4 |
136.00 |
136.66 |
138.78 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.70 |
142.85 |
139.11 |
|
| R3 |
141.71 |
140.86 |
138.57 |
|
| R2 |
139.72 |
139.72 |
138.38 |
|
| R1 |
138.87 |
138.87 |
138.20 |
139.30 |
| PP |
137.73 |
137.73 |
137.73 |
137.94 |
| S1 |
136.88 |
136.88 |
137.84 |
137.31 |
| S2 |
135.74 |
135.74 |
137.66 |
|
| S3 |
133.75 |
134.89 |
137.47 |
|
| S4 |
131.76 |
132.90 |
136.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139.38 |
137.60 |
1.78 |
1.3% |
0.85 |
0.6% |
98% |
True |
False |
692,220 |
| 10 |
139.38 |
136.59 |
2.79 |
2.0% |
0.86 |
0.6% |
99% |
True |
False |
702,327 |
| 20 |
139.38 |
135.27 |
4.11 |
2.9% |
0.86 |
0.6% |
99% |
True |
False |
720,506 |
| 40 |
139.38 |
135.27 |
4.11 |
2.9% |
0.80 |
0.6% |
99% |
True |
False |
448,216 |
| 60 |
139.38 |
135.22 |
4.16 |
3.0% |
0.79 |
0.6% |
99% |
True |
False |
299,209 |
| 80 |
139.38 |
135.09 |
4.29 |
3.1% |
0.74 |
0.5% |
99% |
True |
False |
224,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.67 |
|
2.618 |
142.02 |
|
1.618 |
141.01 |
|
1.000 |
140.39 |
|
0.618 |
140.00 |
|
HIGH |
139.38 |
|
0.618 |
138.99 |
|
0.500 |
138.88 |
|
0.382 |
138.76 |
|
LOW |
138.37 |
|
0.618 |
137.75 |
|
1.000 |
137.36 |
|
1.618 |
136.74 |
|
2.618 |
135.73 |
|
4.250 |
134.08 |
|
|
| Fisher Pivots for day following 05-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
139.19 |
139.06 |
| PP |
139.03 |
138.77 |
| S1 |
138.88 |
138.49 |
|