Euro Bund Future December 2012
| Trading Metrics calculated at close of trading on 10-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
140.84 |
141.42 |
0.58 |
0.4% |
141.50 |
| High |
141.30 |
141.85 |
0.55 |
0.4% |
141.86 |
| Low |
140.80 |
141.42 |
0.62 |
0.4% |
140.45 |
| Close |
140.82 |
141.66 |
0.84 |
0.6% |
141.66 |
| Range |
0.50 |
0.43 |
-0.07 |
-14.0% |
1.41 |
| ATR |
0.90 |
0.90 |
0.01 |
1.1% |
0.00 |
| Volume |
406 |
5,839 |
5,433 |
1,338.2% |
9,138 |
|
| Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.93 |
142.73 |
141.90 |
|
| R3 |
142.50 |
142.30 |
141.78 |
|
| R2 |
142.07 |
142.07 |
141.74 |
|
| R1 |
141.87 |
141.87 |
141.70 |
141.97 |
| PP |
141.64 |
141.64 |
141.64 |
141.70 |
| S1 |
141.44 |
141.44 |
141.62 |
141.54 |
| S2 |
141.21 |
141.21 |
141.58 |
|
| S3 |
140.78 |
141.01 |
141.54 |
|
| S4 |
140.35 |
140.58 |
141.42 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.55 |
145.02 |
142.44 |
|
| R3 |
144.14 |
143.61 |
142.05 |
|
| R2 |
142.73 |
142.73 |
141.92 |
|
| R1 |
142.20 |
142.20 |
141.79 |
142.47 |
| PP |
141.32 |
141.32 |
141.32 |
141.46 |
| S1 |
140.79 |
140.79 |
141.53 |
141.06 |
| S2 |
139.91 |
139.91 |
141.40 |
|
| S3 |
138.50 |
139.38 |
141.27 |
|
| S4 |
137.09 |
137.97 |
140.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141.86 |
140.45 |
1.41 |
1.0% |
0.56 |
0.4% |
86% |
False |
False |
1,827 |
| 10 |
143.35 |
140.45 |
2.90 |
2.0% |
0.90 |
0.6% |
42% |
False |
False |
1,412 |
| 20 |
144.49 |
140.45 |
4.04 |
2.9% |
0.80 |
0.6% |
30% |
False |
False |
990 |
| 40 |
144.49 |
138.26 |
6.23 |
4.4% |
0.67 |
0.5% |
55% |
False |
False |
562 |
| 60 |
144.49 |
138.26 |
6.23 |
4.4% |
0.56 |
0.4% |
55% |
False |
False |
394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.68 |
|
2.618 |
142.98 |
|
1.618 |
142.55 |
|
1.000 |
142.28 |
|
0.618 |
142.12 |
|
HIGH |
141.85 |
|
0.618 |
141.69 |
|
0.500 |
141.64 |
|
0.382 |
141.58 |
|
LOW |
141.42 |
|
0.618 |
141.15 |
|
1.000 |
140.99 |
|
1.618 |
140.72 |
|
2.618 |
140.29 |
|
4.250 |
139.59 |
|
|
| Fisher Pivots for day following 10-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
141.65 |
141.54 |
| PP |
141.64 |
141.42 |
| S1 |
141.64 |
141.31 |
|