Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 13-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
139.83 |
139.91 |
0.08 |
0.1% |
139.90 |
High |
140.05 |
140.42 |
0.37 |
0.3% |
140.44 |
Low |
139.49 |
139.79 |
0.30 |
0.2% |
139.45 |
Close |
139.71 |
140.36 |
0.65 |
0.5% |
140.36 |
Range |
0.56 |
0.63 |
0.07 |
12.5% |
0.99 |
ATR |
0.84 |
0.83 |
-0.01 |
-1.1% |
0.00 |
Volume |
745,167 |
649,950 |
-95,217 |
-12.8% |
3,034,657 |
|
Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.08 |
141.85 |
140.71 |
|
R3 |
141.45 |
141.22 |
140.53 |
|
R2 |
140.82 |
140.82 |
140.48 |
|
R1 |
140.59 |
140.59 |
140.42 |
140.71 |
PP |
140.19 |
140.19 |
140.19 |
140.25 |
S1 |
139.96 |
139.96 |
140.30 |
140.08 |
S2 |
139.56 |
139.56 |
140.24 |
|
S3 |
138.93 |
139.33 |
140.19 |
|
S4 |
138.30 |
138.70 |
140.01 |
|
|
Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.05 |
142.70 |
140.90 |
|
R3 |
142.06 |
141.71 |
140.63 |
|
R2 |
141.07 |
141.07 |
140.54 |
|
R1 |
140.72 |
140.72 |
140.45 |
140.90 |
PP |
140.08 |
140.08 |
140.08 |
140.17 |
S1 |
139.73 |
139.73 |
140.27 |
139.91 |
S2 |
139.09 |
139.09 |
140.18 |
|
S3 |
138.10 |
138.74 |
140.09 |
|
S4 |
137.11 |
137.75 |
139.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
140.44 |
138.37 |
2.07 |
1.5% |
0.79 |
0.6% |
96% |
False |
False |
756,553 |
10 |
140.44 |
137.60 |
2.84 |
2.0% |
0.79 |
0.6% |
97% |
False |
False |
716,268 |
20 |
140.44 |
135.27 |
5.17 |
3.7% |
0.84 |
0.6% |
98% |
False |
False |
746,037 |
40 |
140.44 |
135.27 |
5.17 |
3.7% |
0.78 |
0.6% |
98% |
False |
False |
523,457 |
60 |
140.44 |
135.22 |
5.22 |
3.7% |
0.80 |
0.6% |
98% |
False |
False |
349,769 |
80 |
140.44 |
135.09 |
5.35 |
3.8% |
0.75 |
0.5% |
99% |
False |
False |
262,379 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.10 |
2.618 |
142.07 |
1.618 |
141.44 |
1.000 |
141.05 |
0.618 |
140.81 |
HIGH |
140.42 |
0.618 |
140.18 |
0.500 |
140.11 |
0.382 |
140.03 |
LOW |
139.79 |
0.618 |
139.40 |
1.000 |
139.16 |
1.618 |
138.77 |
2.618 |
138.14 |
4.250 |
137.11 |
|
|
Fisher Pivots for day following 13-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
140.28 |
140.23 |
PP |
140.19 |
140.09 |
S1 |
140.11 |
139.96 |
|