Euro Bund Future September 2012
| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
144.57 |
143.50 |
-1.07 |
-0.7% |
142.96 |
| High |
144.78 |
143.69 |
-1.09 |
-0.8% |
145.97 |
| Low |
143.24 |
142.55 |
-0.69 |
-0.5% |
142.80 |
| Close |
143.30 |
143.06 |
-0.24 |
-0.2% |
145.40 |
| Range |
1.54 |
1.14 |
-0.40 |
-26.0% |
3.17 |
| ATR |
0.83 |
0.86 |
0.02 |
2.6% |
0.00 |
| Volume |
1,380,145 |
1,124,811 |
-255,334 |
-18.5% |
914,727 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.52 |
145.93 |
143.69 |
|
| R3 |
145.38 |
144.79 |
143.37 |
|
| R2 |
144.24 |
144.24 |
143.27 |
|
| R1 |
143.65 |
143.65 |
143.16 |
143.38 |
| PP |
143.10 |
143.10 |
143.10 |
142.96 |
| S1 |
142.51 |
142.51 |
142.96 |
142.24 |
| S2 |
141.96 |
141.96 |
142.85 |
|
| S3 |
140.82 |
141.37 |
142.75 |
|
| S4 |
139.68 |
140.23 |
142.43 |
|
|
| 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 |
142.55 |
3.42 |
2.4% |
1.05 |
0.7% |
15% |
False |
True |
782,031 |
| 10 |
145.97 |
142.52 |
3.45 |
2.4% |
0.96 |
0.7% |
16% |
False |
False |
445,248 |
| 20 |
145.97 |
141.25 |
4.72 |
3.3% |
0.81 |
0.6% |
38% |
False |
False |
226,765 |
| 40 |
145.97 |
138.28 |
7.69 |
5.4% |
0.69 |
0.5% |
62% |
False |
False |
114,834 |
| 60 |
145.97 |
133.95 |
12.02 |
8.4% |
0.68 |
0.5% |
76% |
False |
False |
76,653 |
| 80 |
145.97 |
133.95 |
12.02 |
8.4% |
0.52 |
0.4% |
76% |
False |
False |
57,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148.54 |
|
2.618 |
146.67 |
|
1.618 |
145.53 |
|
1.000 |
144.83 |
|
0.618 |
144.39 |
|
HIGH |
143.69 |
|
0.618 |
143.25 |
|
0.500 |
143.12 |
|
0.382 |
142.99 |
|
LOW |
142.55 |
|
0.618 |
141.85 |
|
1.000 |
141.41 |
|
1.618 |
140.71 |
|
2.618 |
139.57 |
|
4.250 |
137.71 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
143.12 |
143.99 |
| PP |
143.10 |
143.68 |
| S1 |
143.08 |
143.37 |
|