Euro Bund Future September 2012
| Trading Metrics calculated at close of trading on 07-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
142.95 |
143.08 |
0.13 |
0.1% |
143.08 |
| High |
143.64 |
143.36 |
-0.28 |
-0.2% |
145.17 |
| Low |
142.81 |
142.17 |
-0.64 |
-0.4% |
142.68 |
| Close |
143.20 |
142.33 |
-0.87 |
-0.6% |
142.95 |
| Range |
0.83 |
1.19 |
0.36 |
43.4% |
2.49 |
| ATR |
1.15 |
1.15 |
0.00 |
0.2% |
0.00 |
| Volume |
452,062 |
631,363 |
179,301 |
39.7% |
3,714,773 |
|
| Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.19 |
145.45 |
142.98 |
|
| R3 |
145.00 |
144.26 |
142.66 |
|
| R2 |
143.81 |
143.81 |
142.55 |
|
| R1 |
143.07 |
143.07 |
142.44 |
142.85 |
| PP |
142.62 |
142.62 |
142.62 |
142.51 |
| S1 |
141.88 |
141.88 |
142.22 |
141.66 |
| S2 |
141.43 |
141.43 |
142.11 |
|
| S3 |
140.24 |
140.69 |
142.00 |
|
| S4 |
139.05 |
139.50 |
141.68 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151.07 |
149.50 |
144.32 |
|
| R3 |
148.58 |
147.01 |
143.63 |
|
| R2 |
146.09 |
146.09 |
143.41 |
|
| R1 |
144.52 |
144.52 |
143.18 |
144.06 |
| PP |
143.60 |
143.60 |
143.60 |
143.37 |
| S1 |
142.03 |
142.03 |
142.72 |
141.57 |
| S2 |
141.11 |
141.11 |
142.49 |
|
| S3 |
138.62 |
139.54 |
142.27 |
|
| S4 |
136.13 |
137.05 |
141.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145.17 |
142.17 |
3.00 |
2.1% |
1.54 |
1.1% |
5% |
False |
True |
698,218 |
| 10 |
145.20 |
142.17 |
3.03 |
2.1% |
1.39 |
1.0% |
5% |
False |
True |
714,132 |
| 20 |
146.26 |
142.17 |
4.09 |
2.9% |
1.04 |
0.7% |
4% |
False |
True |
625,413 |
| 40 |
146.26 |
139.72 |
6.54 |
4.6% |
1.07 |
0.8% |
40% |
False |
False |
699,395 |
| 60 |
146.26 |
139.72 |
6.54 |
4.6% |
1.00 |
0.7% |
40% |
False |
False |
570,140 |
| 80 |
146.26 |
138.48 |
7.78 |
5.5% |
0.90 |
0.6% |
49% |
False |
False |
428,425 |
| 100 |
146.26 |
133.95 |
12.31 |
8.6% |
0.85 |
0.6% |
68% |
False |
False |
342,797 |
| 120 |
146.26 |
133.95 |
12.31 |
8.6% |
0.73 |
0.5% |
68% |
False |
False |
285,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148.42 |
|
2.618 |
146.48 |
|
1.618 |
145.29 |
|
1.000 |
144.55 |
|
0.618 |
144.10 |
|
HIGH |
143.36 |
|
0.618 |
142.91 |
|
0.500 |
142.77 |
|
0.382 |
142.62 |
|
LOW |
142.17 |
|
0.618 |
141.43 |
|
1.000 |
140.98 |
|
1.618 |
140.24 |
|
2.618 |
139.05 |
|
4.250 |
137.11 |
|
|
| Fisher Pivots for day following 07-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
142.77 |
143.57 |
| PP |
142.62 |
143.15 |
| S1 |
142.48 |
142.74 |
|