Euro Bund Future September 2012
| Trading Metrics calculated at close of trading on 24-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
146.10 |
145.45 |
-0.65 |
-0.4% |
144.88 |
| High |
146.26 |
145.49 |
-0.77 |
-0.5% |
145.88 |
| Low |
145.52 |
144.51 |
-1.01 |
-0.7% |
144.62 |
| Close |
145.55 |
145.03 |
-0.52 |
-0.4% |
145.77 |
| Range |
0.74 |
0.98 |
0.24 |
32.4% |
1.26 |
| ATR |
0.86 |
0.87 |
0.01 |
1.5% |
0.00 |
| Volume |
566,187 |
871,289 |
305,102 |
53.9% |
2,343,873 |
|
| Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147.95 |
147.47 |
145.57 |
|
| R3 |
146.97 |
146.49 |
145.30 |
|
| R2 |
145.99 |
145.99 |
145.21 |
|
| R1 |
145.51 |
145.51 |
145.12 |
145.26 |
| PP |
145.01 |
145.01 |
145.01 |
144.89 |
| S1 |
144.53 |
144.53 |
144.94 |
144.28 |
| S2 |
144.03 |
144.03 |
144.85 |
|
| S3 |
143.05 |
143.55 |
144.76 |
|
| S4 |
142.07 |
142.57 |
144.49 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149.20 |
148.75 |
146.46 |
|
| R3 |
147.94 |
147.49 |
146.12 |
|
| R2 |
146.68 |
146.68 |
146.00 |
|
| R1 |
146.23 |
146.23 |
145.89 |
146.46 |
| PP |
145.42 |
145.42 |
145.42 |
145.54 |
| S1 |
144.97 |
144.97 |
145.65 |
145.20 |
| S2 |
144.16 |
144.16 |
145.54 |
|
| S3 |
142.90 |
143.71 |
145.42 |
|
| S4 |
141.64 |
142.45 |
145.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146.26 |
144.51 |
1.75 |
1.2% |
0.74 |
0.5% |
30% |
False |
True |
564,128 |
| 10 |
146.26 |
143.95 |
2.31 |
1.6% |
0.68 |
0.5% |
47% |
False |
False |
536,694 |
| 20 |
146.26 |
139.72 |
6.54 |
4.5% |
0.76 |
0.5% |
81% |
False |
False |
592,139 |
| 40 |
146.26 |
139.72 |
6.54 |
4.5% |
0.99 |
0.7% |
81% |
False |
False |
673,863 |
| 60 |
146.26 |
139.30 |
6.96 |
4.8% |
0.88 |
0.6% |
82% |
False |
False |
451,919 |
| 80 |
146.26 |
136.34 |
9.92 |
6.8% |
0.82 |
0.6% |
88% |
False |
False |
339,208 |
| 100 |
146.26 |
133.95 |
12.31 |
8.5% |
0.73 |
0.5% |
90% |
False |
False |
271,389 |
| 120 |
146.26 |
133.95 |
12.31 |
8.5% |
0.61 |
0.4% |
90% |
False |
False |
226,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149.66 |
|
2.618 |
148.06 |
|
1.618 |
147.08 |
|
1.000 |
146.47 |
|
0.618 |
146.10 |
|
HIGH |
145.49 |
|
0.618 |
145.12 |
|
0.500 |
145.00 |
|
0.382 |
144.88 |
|
LOW |
144.51 |
|
0.618 |
143.90 |
|
1.000 |
143.53 |
|
1.618 |
142.92 |
|
2.618 |
141.94 |
|
4.250 |
140.35 |
|
|
| Fisher Pivots for day following 24-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
145.02 |
145.39 |
| PP |
145.01 |
145.27 |
| S1 |
145.00 |
145.15 |
|