Euro Bund Future September 2012
| Trading Metrics calculated at close of trading on 09-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
143.20 |
143.94 |
0.74 |
0.5% |
140.90 |
| High |
144.02 |
144.28 |
0.26 |
0.2% |
144.02 |
| Low |
143.15 |
143.85 |
0.70 |
0.5% |
140.68 |
| Close |
143.94 |
143.99 |
0.05 |
0.0% |
143.94 |
| Range |
0.87 |
0.43 |
-0.44 |
-50.6% |
3.34 |
| ATR |
1.14 |
1.09 |
-0.05 |
-4.5% |
0.00 |
| Volume |
593,155 |
459,935 |
-133,220 |
-22.5% |
2,515,745 |
|
| Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.33 |
145.09 |
144.23 |
|
| R3 |
144.90 |
144.66 |
144.11 |
|
| R2 |
144.47 |
144.47 |
144.07 |
|
| R1 |
144.23 |
144.23 |
144.03 |
144.35 |
| PP |
144.04 |
144.04 |
144.04 |
144.10 |
| S1 |
143.80 |
143.80 |
143.95 |
143.92 |
| S2 |
143.61 |
143.61 |
143.91 |
|
| S3 |
143.18 |
143.37 |
143.87 |
|
| S4 |
142.75 |
142.94 |
143.75 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152.90 |
151.76 |
145.78 |
|
| R3 |
149.56 |
148.42 |
144.86 |
|
| R2 |
146.22 |
146.22 |
144.55 |
|
| R1 |
145.08 |
145.08 |
144.25 |
145.65 |
| PP |
142.88 |
142.88 |
142.88 |
143.17 |
| S1 |
141.74 |
141.74 |
143.63 |
142.31 |
| S2 |
139.54 |
139.54 |
143.33 |
|
| S3 |
136.20 |
138.40 |
143.02 |
|
| S4 |
132.86 |
135.06 |
142.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144.28 |
140.68 |
3.60 |
2.5% |
0.81 |
0.6% |
92% |
True |
False |
595,136 |
| 10 |
144.28 |
139.72 |
4.56 |
3.2% |
0.92 |
0.6% |
94% |
True |
False |
654,855 |
| 20 |
144.28 |
139.72 |
4.56 |
3.2% |
1.16 |
0.8% |
94% |
True |
False |
786,697 |
| 40 |
145.97 |
139.72 |
6.25 |
4.3% |
0.99 |
0.7% |
68% |
False |
False |
528,107 |
| 60 |
145.97 |
138.48 |
7.49 |
5.2% |
0.86 |
0.6% |
74% |
False |
False |
353,106 |
| 80 |
145.97 |
133.95 |
12.02 |
8.3% |
0.80 |
0.6% |
84% |
False |
False |
264,902 |
| 100 |
145.97 |
133.95 |
12.02 |
8.3% |
0.66 |
0.5% |
84% |
False |
False |
211,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146.11 |
|
2.618 |
145.41 |
|
1.618 |
144.98 |
|
1.000 |
144.71 |
|
0.618 |
144.55 |
|
HIGH |
144.28 |
|
0.618 |
144.12 |
|
0.500 |
144.07 |
|
0.382 |
144.01 |
|
LOW |
143.85 |
|
0.618 |
143.58 |
|
1.000 |
143.42 |
|
1.618 |
143.15 |
|
2.618 |
142.72 |
|
4.250 |
142.02 |
|
|
| Fisher Pivots for day following 09-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
144.07 |
143.73 |
| PP |
144.04 |
143.47 |
| S1 |
144.02 |
143.21 |
|