Euro Bund Future June 2012
Trading Metrics calculated at close of trading on 17-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
Open |
143.45 |
143.18 |
-0.27 |
-0.2% |
142.32 |
High |
143.69 |
144.03 |
0.34 |
0.2% |
143.09 |
Low |
142.83 |
143.10 |
0.27 |
0.2% |
141.77 |
Close |
143.37 |
143.67 |
0.30 |
0.2% |
142.90 |
Range |
0.86 |
0.93 |
0.07 |
8.1% |
1.32 |
ATR |
0.73 |
0.75 |
0.01 |
1.9% |
0.00 |
Volume |
1,027,896 |
680,763 |
-347,133 |
-33.8% |
3,092,103 |
|
Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.39 |
145.96 |
144.18 |
|
R3 |
145.46 |
145.03 |
143.93 |
|
R2 |
144.53 |
144.53 |
143.84 |
|
R1 |
144.10 |
144.10 |
143.76 |
144.32 |
PP |
143.60 |
143.60 |
143.60 |
143.71 |
S1 |
143.17 |
143.17 |
143.58 |
143.39 |
S2 |
142.67 |
142.67 |
143.50 |
|
S3 |
141.74 |
142.24 |
143.41 |
|
S4 |
140.81 |
141.31 |
143.16 |
|
|
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 |
144.03 |
142.49 |
1.54 |
1.1% |
0.75 |
0.5% |
77% |
True |
False |
772,042 |
10 |
144.03 |
141.47 |
2.56 |
1.8% |
0.72 |
0.5% |
86% |
True |
False |
687,819 |
20 |
144.03 |
140.04 |
3.99 |
2.8% |
0.73 |
0.5% |
91% |
True |
False |
705,398 |
40 |
144.03 |
135.30 |
8.73 |
6.1% |
0.76 |
0.5% |
96% |
True |
False |
716,047 |
60 |
144.03 |
135.27 |
8.76 |
6.1% |
0.76 |
0.5% |
96% |
True |
False |
617,906 |
80 |
144.03 |
135.22 |
8.81 |
6.1% |
0.77 |
0.5% |
96% |
True |
False |
464,112 |
100 |
144.03 |
135.22 |
8.81 |
6.1% |
0.74 |
0.5% |
96% |
True |
False |
371,361 |
120 |
144.03 |
133.03 |
11.00 |
7.7% |
0.71 |
0.5% |
97% |
True |
False |
309,476 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.98 |
2.618 |
146.46 |
1.618 |
145.53 |
1.000 |
144.96 |
0.618 |
144.60 |
HIGH |
144.03 |
0.618 |
143.67 |
0.500 |
143.57 |
0.382 |
143.46 |
LOW |
143.10 |
0.618 |
142.53 |
1.000 |
142.17 |
1.618 |
141.60 |
2.618 |
140.67 |
4.250 |
139.15 |
|
|
Fisher Pivots for day following 17-May-2012 |
Pivot |
1 day |
3 day |
R1 |
143.64 |
143.59 |
PP |
143.60 |
143.51 |
S1 |
143.57 |
143.43 |
|