Euro Bund Future June 2012
| Trading Metrics calculated at close of trading on 31-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
144.25 |
145.34 |
1.09 |
0.8% |
143.41 |
| High |
145.47 |
146.08 |
0.61 |
0.4% |
144.55 |
| Low |
144.24 |
144.97 |
0.73 |
0.5% |
143.03 |
| Close |
145.47 |
145.92 |
0.45 |
0.3% |
144.23 |
| Range |
1.23 |
1.11 |
-0.12 |
-9.8% |
1.52 |
| ATR |
0.76 |
0.79 |
0.02 |
3.2% |
0.00 |
| Volume |
1,201,664 |
1,146,181 |
-55,483 |
-4.6% |
3,783,667 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.99 |
148.56 |
146.53 |
|
| R3 |
147.88 |
147.45 |
146.23 |
|
| R2 |
146.77 |
146.77 |
146.12 |
|
| R1 |
146.34 |
146.34 |
146.02 |
146.56 |
| PP |
145.66 |
145.66 |
145.66 |
145.76 |
| S1 |
145.23 |
145.23 |
145.82 |
145.45 |
| S2 |
144.55 |
144.55 |
145.72 |
|
| S3 |
143.44 |
144.12 |
145.61 |
|
| S4 |
142.33 |
143.01 |
145.31 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.50 |
147.88 |
145.07 |
|
| R3 |
146.98 |
146.36 |
144.65 |
|
| R2 |
145.46 |
145.46 |
144.51 |
|
| R1 |
144.84 |
144.84 |
144.37 |
145.15 |
| PP |
143.94 |
143.94 |
143.94 |
144.09 |
| S1 |
143.32 |
143.32 |
144.09 |
143.63 |
| S2 |
142.42 |
142.42 |
143.95 |
|
| S3 |
140.90 |
141.80 |
143.81 |
|
| S4 |
139.38 |
140.28 |
143.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146.08 |
143.63 |
2.45 |
1.7% |
0.88 |
0.6% |
93% |
True |
False |
939,292 |
| 10 |
146.08 |
143.03 |
3.05 |
2.1% |
0.78 |
0.5% |
95% |
True |
False |
812,328 |
| 20 |
146.08 |
141.26 |
4.82 |
3.3% |
0.73 |
0.5% |
97% |
True |
False |
748,575 |
| 40 |
146.08 |
137.60 |
8.48 |
5.8% |
0.74 |
0.5% |
98% |
True |
False |
736,537 |
| 60 |
146.08 |
135.27 |
10.81 |
7.4% |
0.76 |
0.5% |
99% |
True |
False |
734,519 |
| 80 |
146.08 |
135.22 |
10.86 |
7.4% |
0.77 |
0.5% |
99% |
True |
False |
557,005 |
| 100 |
146.08 |
135.22 |
10.86 |
7.4% |
0.76 |
0.5% |
99% |
True |
False |
445,783 |
| 120 |
146.08 |
133.50 |
12.58 |
8.6% |
0.74 |
0.5% |
99% |
True |
False |
371,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150.80 |
|
2.618 |
148.99 |
|
1.618 |
147.88 |
|
1.000 |
147.19 |
|
0.618 |
146.77 |
|
HIGH |
146.08 |
|
0.618 |
145.66 |
|
0.500 |
145.53 |
|
0.382 |
145.39 |
|
LOW |
144.97 |
|
0.618 |
144.28 |
|
1.000 |
143.86 |
|
1.618 |
143.17 |
|
2.618 |
142.06 |
|
4.250 |
140.25 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
145.79 |
145.63 |
| PP |
145.66 |
145.34 |
| S1 |
145.53 |
145.05 |
|