Euro Bund Future September 2012
| Trading Metrics calculated at close of trading on 18-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2012 |
18-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
141.75 |
141.59 |
-0.16 |
-0.1% |
142.67 |
| High |
142.63 |
143.09 |
0.46 |
0.3% |
144.08 |
| Low |
141.69 |
141.14 |
-0.55 |
-0.4% |
141.44 |
| Close |
142.29 |
142.64 |
0.35 |
0.2% |
142.29 |
| Range |
0.94 |
1.95 |
1.01 |
107.4% |
2.64 |
| ATR |
1.01 |
1.07 |
0.07 |
6.7% |
0.00 |
| Volume |
720,224 |
833,301 |
113,077 |
15.7% |
4,831,697 |
|
| Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.14 |
147.34 |
143.71 |
|
| R3 |
146.19 |
145.39 |
143.18 |
|
| R2 |
144.24 |
144.24 |
143.00 |
|
| R1 |
143.44 |
143.44 |
142.82 |
143.84 |
| PP |
142.29 |
142.29 |
142.29 |
142.49 |
| S1 |
141.49 |
141.49 |
142.46 |
141.89 |
| S2 |
140.34 |
140.34 |
142.28 |
|
| S3 |
138.39 |
139.54 |
142.10 |
|
| S4 |
136.44 |
137.59 |
141.57 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150.52 |
149.05 |
143.74 |
|
| R3 |
147.88 |
146.41 |
143.02 |
|
| R2 |
145.24 |
145.24 |
142.77 |
|
| R1 |
143.77 |
143.77 |
142.53 |
143.19 |
| PP |
142.60 |
142.60 |
142.60 |
142.31 |
| S1 |
141.13 |
141.13 |
142.05 |
140.55 |
| S2 |
139.96 |
139.96 |
141.81 |
|
| S3 |
137.32 |
138.49 |
141.56 |
|
| S4 |
134.68 |
135.85 |
140.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143.97 |
141.14 |
2.83 |
2.0% |
1.38 |
1.0% |
53% |
False |
True |
963,824 |
| 10 |
145.43 |
141.14 |
4.29 |
3.0% |
1.29 |
0.9% |
35% |
False |
True |
963,976 |
| 20 |
145.97 |
141.14 |
4.83 |
3.4% |
1.05 |
0.7% |
31% |
False |
True |
550,790 |
| 40 |
145.97 |
138.84 |
7.13 |
5.0% |
0.85 |
0.6% |
53% |
False |
False |
277,816 |
| 60 |
145.97 |
135.28 |
10.69 |
7.5% |
0.76 |
0.5% |
69% |
False |
False |
185,361 |
| 80 |
145.97 |
133.95 |
12.02 |
8.4% |
0.64 |
0.4% |
72% |
False |
False |
139,048 |
| 100 |
145.97 |
133.95 |
12.02 |
8.4% |
0.51 |
0.4% |
72% |
False |
False |
111,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151.38 |
|
2.618 |
148.20 |
|
1.618 |
146.25 |
|
1.000 |
145.04 |
|
0.618 |
144.30 |
|
HIGH |
143.09 |
|
0.618 |
142.35 |
|
0.500 |
142.12 |
|
0.382 |
141.88 |
|
LOW |
141.14 |
|
0.618 |
139.93 |
|
1.000 |
139.19 |
|
1.618 |
137.98 |
|
2.618 |
136.03 |
|
4.250 |
132.85 |
|
|
| Fisher Pivots for day following 18-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
142.47 |
142.47 |
| PP |
142.29 |
142.29 |
| S1 |
142.12 |
142.12 |
|