Euro Bund Future September 2012
| Trading Metrics calculated at close of trading on 12-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
142.67 |
143.92 |
1.25 |
0.9% |
145.40 |
| High |
144.08 |
143.97 |
-0.11 |
-0.1% |
145.43 |
| Low |
142.48 |
141.75 |
-0.73 |
-0.5% |
142.55 |
| Close |
143.89 |
142.48 |
-1.41 |
-1.0% |
143.48 |
| Range |
1.60 |
2.22 |
0.62 |
38.8% |
2.88 |
| ATR |
0.93 |
1.02 |
0.09 |
10.0% |
0.00 |
| Volume |
845,878 |
1,180,515 |
334,637 |
39.6% |
4,379,697 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149.39 |
148.16 |
143.70 |
|
| R3 |
147.17 |
145.94 |
143.09 |
|
| R2 |
144.95 |
144.95 |
142.89 |
|
| R1 |
143.72 |
143.72 |
142.68 |
143.23 |
| PP |
142.73 |
142.73 |
142.73 |
142.49 |
| S1 |
141.50 |
141.50 |
142.28 |
141.01 |
| S2 |
140.51 |
140.51 |
142.07 |
|
| S3 |
138.29 |
139.28 |
141.87 |
|
| S4 |
136.07 |
137.06 |
141.26 |
|
|
| 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 |
144.78 |
141.75 |
3.03 |
2.1% |
1.48 |
1.0% |
24% |
False |
True |
1,078,090 |
| 10 |
145.97 |
141.75 |
4.22 |
3.0% |
1.25 |
0.9% |
17% |
False |
True |
721,581 |
| 20 |
145.97 |
141.67 |
4.30 |
3.0% |
0.95 |
0.7% |
19% |
False |
False |
370,135 |
| 40 |
145.97 |
138.48 |
7.49 |
5.3% |
0.78 |
0.6% |
53% |
False |
False |
186,963 |
| 60 |
145.97 |
133.95 |
12.02 |
8.4% |
0.73 |
0.5% |
71% |
False |
False |
124,740 |
| 80 |
145.97 |
133.95 |
12.02 |
8.4% |
0.58 |
0.4% |
71% |
False |
False |
93,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153.41 |
|
2.618 |
149.78 |
|
1.618 |
147.56 |
|
1.000 |
146.19 |
|
0.618 |
145.34 |
|
HIGH |
143.97 |
|
0.618 |
143.12 |
|
0.500 |
142.86 |
|
0.382 |
142.60 |
|
LOW |
141.75 |
|
0.618 |
140.38 |
|
1.000 |
139.53 |
|
1.618 |
138.16 |
|
2.618 |
135.94 |
|
4.250 |
132.32 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
142.86 |
142.97 |
| PP |
142.73 |
142.80 |
| S1 |
142.61 |
142.64 |
|