Euro Bund Future September 2012
| Trading Metrics calculated at close of trading on 20-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
142.64 |
141.42 |
-1.22 |
-0.9% |
142.67 |
| High |
142.95 |
141.46 |
-1.49 |
-1.0% |
144.08 |
| Low |
141.19 |
140.17 |
-1.02 |
-0.7% |
141.44 |
| Close |
141.36 |
140.49 |
-0.87 |
-0.6% |
142.29 |
| Range |
1.76 |
1.29 |
-0.47 |
-26.7% |
2.64 |
| ATR |
1.12 |
1.13 |
0.01 |
1.1% |
0.00 |
| Volume |
892,586 |
996,045 |
103,459 |
11.6% |
4,831,697 |
|
| Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.58 |
143.82 |
141.20 |
|
| R3 |
143.29 |
142.53 |
140.84 |
|
| R2 |
142.00 |
142.00 |
140.73 |
|
| R1 |
141.24 |
141.24 |
140.61 |
140.98 |
| PP |
140.71 |
140.71 |
140.71 |
140.57 |
| S1 |
139.95 |
139.95 |
140.37 |
139.69 |
| S2 |
139.42 |
139.42 |
140.25 |
|
| S3 |
138.13 |
138.66 |
140.14 |
|
| S4 |
136.84 |
137.37 |
139.78 |
|
|
| 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 |
143.09 |
140.17 |
2.92 |
2.1% |
1.37 |
1.0% |
11% |
False |
True |
881,350 |
| 10 |
144.18 |
140.17 |
4.01 |
2.9% |
1.36 |
1.0% |
8% |
False |
True |
953,754 |
| 20 |
145.97 |
140.17 |
5.80 |
4.1% |
1.13 |
0.8% |
6% |
False |
True |
644,405 |
| 40 |
145.97 |
138.84 |
7.13 |
5.1% |
0.89 |
0.6% |
23% |
False |
False |
325,024 |
| 60 |
145.97 |
135.28 |
10.69 |
7.6% |
0.81 |
0.6% |
49% |
False |
False |
216,834 |
| 80 |
145.97 |
133.95 |
12.02 |
8.6% |
0.68 |
0.5% |
54% |
False |
False |
162,655 |
| 100 |
145.97 |
133.95 |
12.02 |
8.6% |
0.54 |
0.4% |
54% |
False |
False |
130,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146.94 |
|
2.618 |
144.84 |
|
1.618 |
143.55 |
|
1.000 |
142.75 |
|
0.618 |
142.26 |
|
HIGH |
141.46 |
|
0.618 |
140.97 |
|
0.500 |
140.82 |
|
0.382 |
140.66 |
|
LOW |
140.17 |
|
0.618 |
139.37 |
|
1.000 |
138.88 |
|
1.618 |
138.08 |
|
2.618 |
136.79 |
|
4.250 |
134.69 |
|
|
| Fisher Pivots for day following 20-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
140.82 |
141.63 |
| PP |
140.71 |
141.25 |
| S1 |
140.60 |
140.87 |
|