Euro Bund Future September 2012
| Trading Metrics calculated at close of trading on 11-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
143.41 |
142.67 |
-0.74 |
-0.5% |
145.40 |
| High |
144.18 |
144.08 |
-0.10 |
-0.1% |
145.43 |
| Low |
143.26 |
142.48 |
-0.78 |
-0.5% |
142.55 |
| Close |
143.48 |
143.89 |
0.41 |
0.3% |
143.48 |
| Range |
0.92 |
1.60 |
0.68 |
73.9% |
2.88 |
| ATR |
0.88 |
0.93 |
0.05 |
5.9% |
0.00 |
| Volume |
859,101 |
845,878 |
-13,223 |
-1.5% |
4,379,697 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.28 |
147.69 |
144.77 |
|
| R3 |
146.68 |
146.09 |
144.33 |
|
| R2 |
145.08 |
145.08 |
144.18 |
|
| R1 |
144.49 |
144.49 |
144.04 |
144.79 |
| PP |
143.48 |
143.48 |
143.48 |
143.63 |
| S1 |
142.89 |
142.89 |
143.74 |
143.19 |
| S2 |
141.88 |
141.88 |
143.60 |
|
| S3 |
140.28 |
141.29 |
143.45 |
|
| S4 |
138.68 |
139.69 |
143.01 |
|
|
| 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 |
142.48 |
2.95 |
2.1% |
1.19 |
0.8% |
48% |
False |
True |
964,128 |
| 10 |
145.97 |
142.48 |
3.49 |
2.4% |
1.08 |
0.8% |
40% |
False |
True |
612,006 |
| 20 |
145.97 |
141.66 |
4.31 |
3.0% |
0.87 |
0.6% |
52% |
False |
False |
311,632 |
| 40 |
145.97 |
138.48 |
7.49 |
5.2% |
0.74 |
0.5% |
72% |
False |
False |
157,454 |
| 60 |
145.97 |
133.95 |
12.02 |
8.4% |
0.70 |
0.5% |
83% |
False |
False |
105,066 |
| 80 |
145.97 |
133.95 |
12.02 |
8.4% |
0.55 |
0.4% |
83% |
False |
False |
78,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150.88 |
|
2.618 |
148.27 |
|
1.618 |
146.67 |
|
1.000 |
145.68 |
|
0.618 |
145.07 |
|
HIGH |
144.08 |
|
0.618 |
143.47 |
|
0.500 |
143.28 |
|
0.382 |
143.09 |
|
LOW |
142.48 |
|
0.618 |
141.49 |
|
1.000 |
140.88 |
|
1.618 |
139.89 |
|
2.618 |
138.29 |
|
4.250 |
135.68 |
|
|
| Fisher Pivots for day following 11-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
143.69 |
143.70 |
| PP |
143.48 |
143.52 |
| S1 |
143.28 |
143.33 |
|