Euro Bund Future September 2012
| Trading Metrics calculated at close of trading on 04-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
| Open |
140.37 |
140.41 |
0.04 |
0.0% |
139.36 |
| High |
140.47 |
140.79 |
0.32 |
0.2% |
140.79 |
| Low |
140.00 |
140.16 |
0.16 |
0.1% |
139.30 |
| Close |
140.39 |
140.74 |
0.35 |
0.2% |
140.74 |
| Range |
0.47 |
0.63 |
0.16 |
34.0% |
1.49 |
| ATR |
0.67 |
0.67 |
0.00 |
-0.4% |
0.00 |
| Volume |
7,556 |
4,144 |
-3,412 |
-45.2% |
22,635 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.45 |
142.23 |
141.09 |
|
| R3 |
141.82 |
141.60 |
140.91 |
|
| R2 |
141.19 |
141.19 |
140.86 |
|
| R1 |
140.97 |
140.97 |
140.80 |
141.08 |
| PP |
140.56 |
140.56 |
140.56 |
140.62 |
| S1 |
140.34 |
140.34 |
140.68 |
140.45 |
| S2 |
139.93 |
139.93 |
140.62 |
|
| S3 |
139.30 |
139.71 |
140.57 |
|
| S4 |
138.67 |
139.08 |
140.39 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.75 |
144.23 |
141.56 |
|
| R3 |
143.26 |
142.74 |
141.15 |
|
| R2 |
141.77 |
141.77 |
141.01 |
|
| R1 |
141.25 |
141.25 |
140.88 |
141.51 |
| PP |
140.28 |
140.28 |
140.28 |
140.41 |
| S1 |
139.76 |
139.76 |
140.60 |
140.02 |
| S2 |
138.79 |
138.79 |
140.47 |
|
| S3 |
137.30 |
138.27 |
140.33 |
|
| S4 |
135.81 |
136.78 |
139.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140.79 |
139.30 |
1.49 |
1.1% |
0.68 |
0.5% |
97% |
True |
False |
6,036 |
| 10 |
140.79 |
138.84 |
1.95 |
1.4% |
0.64 |
0.5% |
97% |
True |
False |
3,688 |
| 20 |
140.79 |
136.40 |
4.39 |
3.1% |
0.62 |
0.4% |
99% |
True |
False |
2,106 |
| 40 |
140.79 |
133.95 |
6.84 |
4.9% |
0.58 |
0.4% |
99% |
True |
False |
1,158 |
| 60 |
140.79 |
133.95 |
6.84 |
4.9% |
0.39 |
0.3% |
99% |
True |
False |
791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.47 |
|
2.618 |
142.44 |
|
1.618 |
141.81 |
|
1.000 |
141.42 |
|
0.618 |
141.18 |
|
HIGH |
140.79 |
|
0.618 |
140.55 |
|
0.500 |
140.48 |
|
0.382 |
140.40 |
|
LOW |
140.16 |
|
0.618 |
139.77 |
|
1.000 |
139.53 |
|
1.618 |
139.14 |
|
2.618 |
138.51 |
|
4.250 |
137.48 |
|
|
| Fisher Pivots for day following 04-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
140.65 |
140.53 |
| PP |
140.56 |
140.31 |
| S1 |
140.48 |
140.10 |
|