Euro Bund Future September 2012
| Trading Metrics calculated at close of trading on 05-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
145.40 |
144.72 |
-0.68 |
-0.5% |
142.96 |
| High |
145.42 |
145.43 |
0.01 |
0.0% |
145.97 |
| Low |
144.68 |
144.67 |
-0.01 |
0.0% |
142.80 |
| Close |
144.85 |
144.86 |
0.01 |
0.0% |
145.40 |
| Range |
0.74 |
0.76 |
0.02 |
2.7% |
3.17 |
| ATR |
0.78 |
0.77 |
0.00 |
-0.1% |
0.00 |
| Volume |
404,931 |
610,709 |
205,778 |
50.8% |
914,727 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147.27 |
146.82 |
145.28 |
|
| R3 |
146.51 |
146.06 |
145.07 |
|
| R2 |
145.75 |
145.75 |
145.00 |
|
| R1 |
145.30 |
145.30 |
144.93 |
145.53 |
| PP |
144.99 |
144.99 |
144.99 |
145.10 |
| S1 |
144.54 |
144.54 |
144.79 |
144.77 |
| S2 |
144.23 |
144.23 |
144.72 |
|
| S3 |
143.47 |
143.78 |
144.65 |
|
| S4 |
142.71 |
143.02 |
144.44 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154.23 |
152.99 |
147.14 |
|
| R3 |
151.06 |
149.82 |
146.27 |
|
| R2 |
147.89 |
147.89 |
145.98 |
|
| R1 |
146.65 |
146.65 |
145.69 |
147.27 |
| PP |
144.72 |
144.72 |
144.72 |
145.04 |
| S1 |
143.48 |
143.48 |
145.11 |
144.10 |
| S2 |
141.55 |
141.55 |
144.82 |
|
| S3 |
138.38 |
140.31 |
144.53 |
|
| S4 |
135.21 |
137.14 |
143.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145.97 |
143.16 |
2.81 |
1.9% |
1.01 |
0.7% |
60% |
False |
False |
365,072 |
| 10 |
145.97 |
142.19 |
3.78 |
2.6% |
0.85 |
0.6% |
71% |
False |
False |
198,151 |
| 20 |
145.97 |
140.98 |
4.99 |
3.4% |
0.74 |
0.5% |
78% |
False |
False |
102,278 |
| 40 |
145.97 |
138.00 |
7.97 |
5.5% |
0.67 |
0.5% |
86% |
False |
False |
52,217 |
| 60 |
145.97 |
133.95 |
12.02 |
8.3% |
0.64 |
0.4% |
91% |
False |
False |
34,906 |
| 80 |
145.97 |
133.95 |
12.02 |
8.3% |
0.49 |
0.3% |
91% |
False |
False |
26,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148.66 |
|
2.618 |
147.42 |
|
1.618 |
146.66 |
|
1.000 |
146.19 |
|
0.618 |
145.90 |
|
HIGH |
145.43 |
|
0.618 |
145.14 |
|
0.500 |
145.05 |
|
0.382 |
144.96 |
|
LOW |
144.67 |
|
0.618 |
144.20 |
|
1.000 |
143.91 |
|
1.618 |
143.44 |
|
2.618 |
142.68 |
|
4.250 |
141.44 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
145.05 |
145.32 |
| PP |
144.99 |
145.17 |
| S1 |
144.92 |
145.01 |
|