Euro Bund Future September 2012
| Trading Metrics calculated at close of trading on 29-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
141.28 |
140.65 |
-0.63 |
-0.4% |
140.99 |
| High |
142.01 |
141.03 |
-0.98 |
-0.7% |
142.26 |
| Low |
141.11 |
139.72 |
-1.39 |
-1.0% |
139.72 |
| Close |
141.71 |
140.90 |
-0.81 |
-0.6% |
140.90 |
| Range |
0.90 |
1.31 |
0.41 |
45.6% |
2.54 |
| ATR |
1.10 |
1.16 |
0.06 |
5.8% |
0.00 |
| Volume |
689,138 |
856,654 |
167,516 |
24.3% |
3,572,871 |
|
| Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.48 |
144.00 |
141.62 |
|
| R3 |
143.17 |
142.69 |
141.26 |
|
| R2 |
141.86 |
141.86 |
141.14 |
|
| R1 |
141.38 |
141.38 |
141.02 |
141.62 |
| PP |
140.55 |
140.55 |
140.55 |
140.67 |
| S1 |
140.07 |
140.07 |
140.78 |
140.31 |
| S2 |
139.24 |
139.24 |
140.66 |
|
| S3 |
137.93 |
138.76 |
140.54 |
|
| S4 |
136.62 |
137.45 |
140.18 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.58 |
147.28 |
142.30 |
|
| R3 |
146.04 |
144.74 |
141.60 |
|
| R2 |
143.50 |
143.50 |
141.37 |
|
| R1 |
142.20 |
142.20 |
141.13 |
141.58 |
| PP |
140.96 |
140.96 |
140.96 |
140.65 |
| S1 |
139.66 |
139.66 |
140.67 |
139.04 |
| S2 |
138.42 |
138.42 |
140.43 |
|
| S3 |
135.88 |
137.12 |
140.20 |
|
| S4 |
133.34 |
134.58 |
139.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142.26 |
139.72 |
2.54 |
1.8% |
1.03 |
0.7% |
46% |
False |
True |
714,574 |
| 10 |
143.09 |
139.72 |
3.37 |
2.4% |
1.26 |
0.9% |
35% |
False |
True |
792,657 |
| 20 |
145.43 |
139.72 |
5.71 |
4.1% |
1.21 |
0.9% |
21% |
False |
True |
856,898 |
| 40 |
145.97 |
139.72 |
6.25 |
4.4% |
0.97 |
0.7% |
19% |
False |
True |
454,260 |
| 60 |
145.97 |
136.40 |
9.57 |
6.8% |
0.85 |
0.6% |
47% |
False |
False |
303,542 |
| 80 |
145.97 |
133.95 |
12.02 |
8.5% |
0.77 |
0.5% |
58% |
False |
False |
227,709 |
| 100 |
145.97 |
133.95 |
12.02 |
8.5% |
0.62 |
0.4% |
58% |
False |
False |
182,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146.60 |
|
2.618 |
144.46 |
|
1.618 |
143.15 |
|
1.000 |
142.34 |
|
0.618 |
141.84 |
|
HIGH |
141.03 |
|
0.618 |
140.53 |
|
0.500 |
140.38 |
|
0.382 |
140.22 |
|
LOW |
139.72 |
|
0.618 |
138.91 |
|
1.000 |
138.41 |
|
1.618 |
137.60 |
|
2.618 |
136.29 |
|
4.250 |
134.15 |
|
|
| Fisher Pivots for day following 29-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
140.73 |
140.89 |
| PP |
140.55 |
140.88 |
| S1 |
140.38 |
140.87 |
|