Euro Bund Future June 2012
| Trading Metrics calculated at close of trading on 24-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
| Open |
143.57 |
143.83 |
0.26 |
0.2% |
143.04 |
| High |
144.28 |
144.55 |
0.27 |
0.2% |
144.06 |
| Low |
143.35 |
143.83 |
0.48 |
0.3% |
142.83 |
| Close |
143.90 |
143.97 |
0.07 |
0.0% |
143.70 |
| Range |
0.93 |
0.72 |
-0.21 |
-22.6% |
1.23 |
| ATR |
0.72 |
0.72 |
0.00 |
0.0% |
0.00 |
| Volume |
857,107 |
931,644 |
74,537 |
8.7% |
3,818,271 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.28 |
145.84 |
144.37 |
|
| R3 |
145.56 |
145.12 |
144.17 |
|
| R2 |
144.84 |
144.84 |
144.10 |
|
| R1 |
144.40 |
144.40 |
144.04 |
144.62 |
| PP |
144.12 |
144.12 |
144.12 |
144.23 |
| S1 |
143.68 |
143.68 |
143.90 |
143.90 |
| S2 |
143.40 |
143.40 |
143.84 |
|
| S3 |
142.68 |
142.96 |
143.77 |
|
| S4 |
141.96 |
142.24 |
143.57 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147.22 |
146.69 |
144.38 |
|
| R3 |
145.99 |
145.46 |
144.04 |
|
| R2 |
144.76 |
144.76 |
143.93 |
|
| R1 |
144.23 |
144.23 |
143.81 |
144.50 |
| PP |
143.53 |
143.53 |
143.53 |
143.66 |
| S1 |
143.00 |
143.00 |
143.59 |
143.27 |
| S2 |
142.30 |
142.30 |
143.47 |
|
| S3 |
141.07 |
141.77 |
143.36 |
|
| S4 |
139.84 |
140.54 |
143.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144.55 |
143.03 |
1.52 |
1.1% |
0.64 |
0.4% |
62% |
True |
False |
735,540 |
| 10 |
144.55 |
142.49 |
2.06 |
1.4% |
0.70 |
0.5% |
72% |
True |
False |
753,791 |
| 20 |
144.55 |
140.20 |
4.35 |
3.0% |
0.72 |
0.5% |
87% |
True |
False |
697,615 |
| 40 |
144.55 |
136.63 |
7.92 |
5.5% |
0.73 |
0.5% |
93% |
True |
False |
710,209 |
| 60 |
144.55 |
135.27 |
9.28 |
6.4% |
0.75 |
0.5% |
94% |
True |
False |
677,506 |
| 80 |
144.55 |
135.22 |
9.33 |
6.5% |
0.76 |
0.5% |
94% |
True |
False |
510,067 |
| 100 |
144.55 |
135.22 |
9.33 |
6.5% |
0.75 |
0.5% |
94% |
True |
False |
408,137 |
| 120 |
144.55 |
133.50 |
11.05 |
7.7% |
0.74 |
0.5% |
95% |
True |
False |
340,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147.61 |
|
2.618 |
146.43 |
|
1.618 |
145.71 |
|
1.000 |
145.27 |
|
0.618 |
144.99 |
|
HIGH |
144.55 |
|
0.618 |
144.27 |
|
0.500 |
144.19 |
|
0.382 |
144.11 |
|
LOW |
143.83 |
|
0.618 |
143.39 |
|
1.000 |
143.11 |
|
1.618 |
142.67 |
|
2.618 |
141.95 |
|
4.250 |
140.77 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
144.19 |
143.91 |
| PP |
144.12 |
143.85 |
| S1 |
144.04 |
143.79 |
|