Euro Bund Future September 2012
| Trading Metrics calculated at close of trading on 02-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
144.50 |
143.45 |
-1.05 |
-0.7% |
146.10 |
| High |
144.50 |
145.17 |
0.67 |
0.5% |
146.26 |
| Low |
143.23 |
143.02 |
-0.21 |
-0.1% |
142.64 |
| Close |
143.50 |
144.88 |
1.38 |
1.0% |
143.21 |
| Range |
1.27 |
2.15 |
0.88 |
69.3% |
3.62 |
| ATR |
1.01 |
1.09 |
0.08 |
8.1% |
0.00 |
| Volume |
684,659 |
919,761 |
235,102 |
34.3% |
3,780,601 |
|
| Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150.81 |
149.99 |
146.06 |
|
| R3 |
148.66 |
147.84 |
145.47 |
|
| R2 |
146.51 |
146.51 |
145.27 |
|
| R1 |
145.69 |
145.69 |
145.08 |
146.10 |
| PP |
144.36 |
144.36 |
144.36 |
144.56 |
| S1 |
143.54 |
143.54 |
144.68 |
143.95 |
| S2 |
142.21 |
142.21 |
144.49 |
|
| S3 |
140.06 |
141.39 |
144.29 |
|
| S4 |
137.91 |
139.24 |
143.70 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154.90 |
152.67 |
145.20 |
|
| R3 |
151.28 |
149.05 |
144.21 |
|
| R2 |
147.66 |
147.66 |
143.87 |
|
| R1 |
145.43 |
145.43 |
143.54 |
144.74 |
| PP |
144.04 |
144.04 |
144.04 |
143.69 |
| S1 |
141.81 |
141.81 |
142.88 |
141.12 |
| S2 |
140.42 |
140.42 |
142.55 |
|
| S3 |
136.80 |
138.19 |
142.21 |
|
| S4 |
133.18 |
134.57 |
141.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145.17 |
142.64 |
2.53 |
1.7% |
1.41 |
1.0% |
89% |
True |
False |
737,596 |
| 10 |
146.26 |
142.64 |
3.62 |
2.5% |
1.21 |
0.8% |
62% |
False |
False |
713,142 |
| 20 |
146.26 |
142.64 |
3.62 |
2.5% |
0.91 |
0.6% |
62% |
False |
False |
612,708 |
| 40 |
146.26 |
139.72 |
6.54 |
4.5% |
1.05 |
0.7% |
79% |
False |
False |
722,973 |
| 60 |
146.26 |
139.72 |
6.54 |
4.5% |
0.97 |
0.7% |
79% |
False |
False |
539,008 |
| 80 |
146.26 |
138.28 |
7.98 |
5.5% |
0.87 |
0.6% |
83% |
False |
False |
404,845 |
| 100 |
146.26 |
133.95 |
12.31 |
8.5% |
0.82 |
0.6% |
89% |
False |
False |
323,933 |
| 120 |
146.26 |
133.95 |
12.31 |
8.5% |
0.69 |
0.5% |
89% |
False |
False |
269,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154.31 |
|
2.618 |
150.80 |
|
1.618 |
148.65 |
|
1.000 |
147.32 |
|
0.618 |
146.50 |
|
HIGH |
145.17 |
|
0.618 |
144.35 |
|
0.500 |
144.10 |
|
0.382 |
143.84 |
|
LOW |
143.02 |
|
0.618 |
141.69 |
|
1.000 |
140.87 |
|
1.618 |
139.54 |
|
2.618 |
137.39 |
|
4.250 |
133.88 |
|
|
| Fisher Pivots for day following 02-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
144.62 |
144.62 |
| PP |
144.36 |
144.36 |
| S1 |
144.10 |
144.10 |
|