Euro Bund Future September 2012
| Trading Metrics calculated at close of trading on 21-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
141.42 |
140.56 |
-0.86 |
-0.6% |
142.67 |
| High |
141.46 |
141.57 |
0.11 |
0.1% |
144.08 |
| Low |
140.17 |
140.35 |
0.18 |
0.1% |
141.44 |
| Close |
140.49 |
141.52 |
1.03 |
0.7% |
142.29 |
| Range |
1.29 |
1.22 |
-0.07 |
-5.4% |
2.64 |
| ATR |
1.13 |
1.14 |
0.01 |
0.5% |
0.00 |
| Volume |
996,045 |
897,646 |
-98,399 |
-9.9% |
4,831,697 |
|
| Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.81 |
144.38 |
142.19 |
|
| R3 |
143.59 |
143.16 |
141.86 |
|
| R2 |
142.37 |
142.37 |
141.74 |
|
| R1 |
141.94 |
141.94 |
141.63 |
142.16 |
| PP |
141.15 |
141.15 |
141.15 |
141.25 |
| S1 |
140.72 |
140.72 |
141.41 |
140.94 |
| S2 |
139.93 |
139.93 |
141.30 |
|
| S3 |
138.71 |
139.50 |
141.18 |
|
| S4 |
137.49 |
138.28 |
140.85 |
|
|
| 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% |
1.43 |
1.0% |
46% |
False |
False |
867,960 |
| 10 |
144.18 |
140.17 |
4.01 |
2.8% |
1.37 |
1.0% |
34% |
False |
False |
931,037 |
| 20 |
145.97 |
140.17 |
5.80 |
4.1% |
1.16 |
0.8% |
23% |
False |
False |
688,142 |
| 40 |
145.97 |
139.01 |
6.96 |
4.9% |
0.91 |
0.6% |
36% |
False |
False |
347,399 |
| 60 |
145.97 |
135.28 |
10.69 |
7.6% |
0.81 |
0.6% |
58% |
False |
False |
231,795 |
| 80 |
145.97 |
133.95 |
12.02 |
8.5% |
0.69 |
0.5% |
63% |
False |
False |
173,875 |
| 100 |
145.97 |
133.95 |
12.02 |
8.5% |
0.56 |
0.4% |
63% |
False |
False |
139,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146.76 |
|
2.618 |
144.76 |
|
1.618 |
143.54 |
|
1.000 |
142.79 |
|
0.618 |
142.32 |
|
HIGH |
141.57 |
|
0.618 |
141.10 |
|
0.500 |
140.96 |
|
0.382 |
140.82 |
|
LOW |
140.35 |
|
0.618 |
139.60 |
|
1.000 |
139.13 |
|
1.618 |
138.38 |
|
2.618 |
137.16 |
|
4.250 |
135.17 |
|
|
| Fisher Pivots for day following 21-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
141.33 |
141.56 |
| PP |
141.15 |
141.55 |
| S1 |
140.96 |
141.53 |
|