Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 16-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
Open |
143.39 |
143.45 |
0.06 |
0.0% |
142.32 |
High |
143.53 |
143.69 |
0.16 |
0.1% |
143.09 |
Low |
142.89 |
142.83 |
-0.06 |
0.0% |
141.77 |
Close |
143.42 |
143.37 |
-0.05 |
0.0% |
142.90 |
Range |
0.64 |
0.86 |
0.22 |
34.4% |
1.32 |
ATR |
0.73 |
0.73 |
0.01 |
1.3% |
0.00 |
Volume |
877,720 |
1,027,896 |
150,176 |
17.1% |
3,092,103 |
|
Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.88 |
145.48 |
143.84 |
|
R3 |
145.02 |
144.62 |
143.61 |
|
R2 |
144.16 |
144.16 |
143.53 |
|
R1 |
143.76 |
143.76 |
143.45 |
143.53 |
PP |
143.30 |
143.30 |
143.30 |
143.18 |
S1 |
142.90 |
142.90 |
143.29 |
142.67 |
S2 |
142.44 |
142.44 |
143.21 |
|
S3 |
141.58 |
142.04 |
143.13 |
|
S4 |
140.72 |
141.18 |
142.90 |
|
|
Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.55 |
146.04 |
143.63 |
|
R3 |
145.23 |
144.72 |
143.26 |
|
R2 |
143.91 |
143.91 |
143.14 |
|
R1 |
143.40 |
143.40 |
143.02 |
143.66 |
PP |
142.59 |
142.59 |
142.59 |
142.71 |
S1 |
142.08 |
142.08 |
142.78 |
142.34 |
S2 |
141.27 |
141.27 |
142.66 |
|
S3 |
139.95 |
140.76 |
142.54 |
|
S4 |
138.63 |
139.44 |
142.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
143.69 |
142.26 |
1.43 |
1.0% |
0.72 |
0.5% |
78% |
True |
False |
800,824 |
10 |
143.69 |
141.26 |
2.43 |
1.7% |
0.68 |
0.5% |
87% |
True |
False |
684,822 |
20 |
143.69 |
139.82 |
3.87 |
2.7% |
0.71 |
0.5% |
92% |
True |
False |
708,636 |
40 |
143.69 |
135.27 |
8.42 |
5.9% |
0.76 |
0.5% |
96% |
True |
False |
715,308 |
60 |
143.69 |
135.27 |
8.42 |
5.9% |
0.75 |
0.5% |
96% |
True |
False |
606,567 |
80 |
143.69 |
135.22 |
8.47 |
5.9% |
0.77 |
0.5% |
96% |
True |
False |
455,617 |
100 |
143.69 |
135.22 |
8.47 |
5.9% |
0.74 |
0.5% |
96% |
True |
False |
364,553 |
120 |
143.69 |
133.03 |
10.66 |
7.4% |
0.71 |
0.5% |
97% |
True |
False |
303,803 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.35 |
2.618 |
145.94 |
1.618 |
145.08 |
1.000 |
144.55 |
0.618 |
144.22 |
HIGH |
143.69 |
0.618 |
143.36 |
0.500 |
143.26 |
0.382 |
143.16 |
LOW |
142.83 |
0.618 |
142.30 |
1.000 |
141.97 |
1.618 |
141.44 |
2.618 |
140.58 |
4.250 |
139.18 |
|
|
Fisher Pivots for day following 16-May-2012 |
Pivot |
1 day |
3 day |
R1 |
143.33 |
143.33 |
PP |
143.30 |
143.30 |
S1 |
143.26 |
143.26 |
|