Euro Bund Future September 2012
| Trading Metrics calculated at close of trading on 30-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
| Open |
143.10 |
143.18 |
0.08 |
0.1% |
142.25 |
| High |
143.46 |
144.50 |
1.04 |
0.7% |
143.40 |
| Low |
142.88 |
143.16 |
0.28 |
0.2% |
141.87 |
| Close |
143.18 |
144.31 |
1.13 |
0.8% |
143.10 |
| Range |
0.58 |
1.34 |
0.76 |
131.0% |
1.53 |
| ATR |
0.68 |
0.73 |
0.05 |
6.9% |
0.00 |
| Volume |
84,766 |
179,092 |
94,326 |
111.3% |
60,572 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.01 |
147.50 |
145.05 |
|
| R3 |
146.67 |
146.16 |
144.68 |
|
| R2 |
145.33 |
145.33 |
144.56 |
|
| R1 |
144.82 |
144.82 |
144.43 |
145.08 |
| PP |
143.99 |
143.99 |
143.99 |
144.12 |
| S1 |
143.48 |
143.48 |
144.19 |
143.74 |
| S2 |
142.65 |
142.65 |
144.06 |
|
| S3 |
141.31 |
142.14 |
143.94 |
|
| S4 |
139.97 |
140.80 |
143.57 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147.38 |
146.77 |
143.94 |
|
| R3 |
145.85 |
145.24 |
143.52 |
|
| R2 |
144.32 |
144.32 |
143.38 |
|
| R1 |
143.71 |
143.71 |
143.24 |
144.02 |
| PP |
142.79 |
142.79 |
142.79 |
142.94 |
| S1 |
142.18 |
142.18 |
142.96 |
142.49 |
| S2 |
141.26 |
141.26 |
142.82 |
|
| S3 |
139.73 |
140.65 |
142.68 |
|
| S4 |
138.20 |
139.12 |
142.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144.50 |
142.52 |
1.98 |
1.4% |
0.77 |
0.5% |
90% |
True |
False |
64,829 |
| 10 |
144.50 |
141.87 |
2.63 |
1.8% |
0.71 |
0.5% |
93% |
True |
False |
35,719 |
| 20 |
144.50 |
140.00 |
4.50 |
3.1% |
0.67 |
0.5% |
96% |
True |
False |
20,675 |
| 40 |
144.50 |
136.34 |
8.16 |
5.7% |
0.66 |
0.5% |
98% |
True |
False |
11,145 |
| 60 |
144.50 |
133.95 |
10.55 |
7.3% |
0.59 |
0.4% |
98% |
True |
False |
7,469 |
| 80 |
144.50 |
133.95 |
10.55 |
7.3% |
0.44 |
0.3% |
98% |
True |
False |
5,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150.20 |
|
2.618 |
148.01 |
|
1.618 |
146.67 |
|
1.000 |
145.84 |
|
0.618 |
145.33 |
|
HIGH |
144.50 |
|
0.618 |
143.99 |
|
0.500 |
143.83 |
|
0.382 |
143.67 |
|
LOW |
143.16 |
|
0.618 |
142.33 |
|
1.000 |
141.82 |
|
1.618 |
140.99 |
|
2.618 |
139.65 |
|
4.250 |
137.47 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
144.15 |
144.09 |
| PP |
143.99 |
143.87 |
| S1 |
143.83 |
143.65 |
|