Euro Bund Future September 2012
| Trading Metrics calculated at close of trading on 08-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
143.50 |
143.41 |
-0.09 |
-0.1% |
145.40 |
| High |
143.69 |
144.18 |
0.49 |
0.3% |
145.43 |
| Low |
142.55 |
143.26 |
0.71 |
0.5% |
142.55 |
| Close |
143.06 |
143.48 |
0.42 |
0.3% |
143.48 |
| Range |
1.14 |
0.92 |
-0.22 |
-19.3% |
2.88 |
| ATR |
0.86 |
0.88 |
0.02 |
2.2% |
0.00 |
| Volume |
1,124,811 |
859,101 |
-265,710 |
-23.6% |
4,379,697 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.40 |
145.86 |
143.99 |
|
| R3 |
145.48 |
144.94 |
143.73 |
|
| R2 |
144.56 |
144.56 |
143.65 |
|
| R1 |
144.02 |
144.02 |
143.56 |
144.29 |
| PP |
143.64 |
143.64 |
143.64 |
143.78 |
| S1 |
143.10 |
143.10 |
143.40 |
143.37 |
| S2 |
142.72 |
142.72 |
143.31 |
|
| S3 |
141.80 |
142.18 |
143.23 |
|
| S4 |
140.88 |
141.26 |
142.97 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152.46 |
150.85 |
145.06 |
|
| R3 |
149.58 |
147.97 |
144.27 |
|
| R2 |
146.70 |
146.70 |
144.01 |
|
| R1 |
145.09 |
145.09 |
143.74 |
144.46 |
| PP |
143.82 |
143.82 |
143.82 |
143.50 |
| S1 |
142.21 |
142.21 |
143.22 |
141.58 |
| S2 |
140.94 |
140.94 |
142.95 |
|
| S3 |
138.06 |
139.33 |
142.69 |
|
| S4 |
135.18 |
136.45 |
141.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145.43 |
142.55 |
2.88 |
2.0% |
1.02 |
0.7% |
32% |
False |
False |
875,939 |
| 10 |
145.97 |
142.55 |
3.42 |
2.4% |
0.97 |
0.7% |
27% |
False |
False |
529,442 |
| 20 |
145.97 |
141.66 |
4.31 |
3.0% |
0.83 |
0.6% |
42% |
False |
False |
269,517 |
| 40 |
145.97 |
138.48 |
7.49 |
5.2% |
0.71 |
0.5% |
67% |
False |
False |
136,311 |
| 60 |
145.97 |
133.95 |
12.02 |
8.4% |
0.68 |
0.5% |
79% |
False |
False |
90,970 |
| 80 |
145.97 |
133.95 |
12.02 |
8.4% |
0.53 |
0.4% |
79% |
False |
False |
68,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148.09 |
|
2.618 |
146.59 |
|
1.618 |
145.67 |
|
1.000 |
145.10 |
|
0.618 |
144.75 |
|
HIGH |
144.18 |
|
0.618 |
143.83 |
|
0.500 |
143.72 |
|
0.382 |
143.61 |
|
LOW |
143.26 |
|
0.618 |
142.69 |
|
1.000 |
142.34 |
|
1.618 |
141.77 |
|
2.618 |
140.85 |
|
4.250 |
139.35 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
143.72 |
143.67 |
| PP |
143.64 |
143.60 |
| S1 |
143.56 |
143.54 |
|