Euro Bund Future June 2012
| Trading Metrics calculated at close of trading on 17-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
140.39 |
140.30 |
-0.09 |
-0.1% |
139.90 |
| High |
140.56 |
140.41 |
-0.15 |
-0.1% |
140.44 |
| Low |
140.09 |
139.82 |
-0.27 |
-0.2% |
139.45 |
| Close |
140.18 |
140.03 |
-0.15 |
-0.1% |
140.36 |
| Range |
0.47 |
0.59 |
0.12 |
25.5% |
0.99 |
| ATR |
0.81 |
0.79 |
-0.02 |
-1.9% |
0.00 |
| Volume |
620,108 |
672,552 |
52,444 |
8.5% |
3,034,657 |
|
| Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.86 |
141.53 |
140.35 |
|
| R3 |
141.27 |
140.94 |
140.19 |
|
| R2 |
140.68 |
140.68 |
140.14 |
|
| R1 |
140.35 |
140.35 |
140.08 |
140.22 |
| PP |
140.09 |
140.09 |
140.09 |
140.02 |
| S1 |
139.76 |
139.76 |
139.98 |
139.63 |
| S2 |
139.50 |
139.50 |
139.92 |
|
| S3 |
138.91 |
139.17 |
139.87 |
|
| S4 |
138.32 |
138.58 |
139.71 |
|
|
| 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 |
140.56 |
139.49 |
1.07 |
0.8% |
0.60 |
0.4% |
50% |
False |
False |
706,962 |
| 10 |
140.56 |
137.60 |
2.96 |
2.1% |
0.77 |
0.5% |
82% |
False |
False |
716,548 |
| 20 |
140.56 |
135.27 |
5.29 |
3.8% |
0.80 |
0.6% |
90% |
False |
False |
721,979 |
| 40 |
140.56 |
135.27 |
5.29 |
3.8% |
0.77 |
0.5% |
90% |
False |
False |
555,532 |
| 60 |
140.56 |
135.22 |
5.34 |
3.8% |
0.79 |
0.6% |
90% |
False |
False |
371,277 |
| 80 |
140.56 |
135.22 |
5.34 |
3.8% |
0.74 |
0.5% |
90% |
False |
False |
278,533 |
| 100 |
140.56 |
133.03 |
7.53 |
5.4% |
0.70 |
0.5% |
93% |
False |
False |
222,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.92 |
|
2.618 |
141.95 |
|
1.618 |
141.36 |
|
1.000 |
141.00 |
|
0.618 |
140.77 |
|
HIGH |
140.41 |
|
0.618 |
140.18 |
|
0.500 |
140.12 |
|
0.382 |
140.05 |
|
LOW |
139.82 |
|
0.618 |
139.46 |
|
1.000 |
139.23 |
|
1.618 |
138.87 |
|
2.618 |
138.28 |
|
4.250 |
137.31 |
|
|
| Fisher Pivots for day following 17-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
140.12 |
140.18 |
| PP |
140.09 |
140.13 |
| S1 |
140.06 |
140.08 |
|