Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 20-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
139.99 |
140.14 |
0.15 |
0.1% |
141.60 |
High |
140.47 |
140.33 |
-0.14 |
-0.1% |
141.80 |
Low |
139.86 |
139.47 |
-0.39 |
-0.3% |
139.30 |
Close |
140.40 |
140.27 |
-0.13 |
-0.1% |
140.40 |
Range |
0.61 |
0.86 |
0.25 |
41.0% |
2.50 |
ATR |
0.88 |
0.88 |
0.00 |
0.4% |
0.00 |
Volume |
4,375 |
13,573 |
9,198 |
210.2% |
14,807 |
|
Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.60 |
142.30 |
140.74 |
|
R3 |
141.74 |
141.44 |
140.51 |
|
R2 |
140.88 |
140.88 |
140.43 |
|
R1 |
140.58 |
140.58 |
140.35 |
140.73 |
PP |
140.02 |
140.02 |
140.02 |
140.10 |
S1 |
139.72 |
139.72 |
140.19 |
139.87 |
S2 |
139.16 |
139.16 |
140.11 |
|
S3 |
138.30 |
138.86 |
140.03 |
|
S4 |
137.44 |
138.00 |
139.80 |
|
|
Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.00 |
146.70 |
141.78 |
|
R3 |
145.50 |
144.20 |
141.09 |
|
R2 |
143.00 |
143.00 |
140.86 |
|
R1 |
141.70 |
141.70 |
140.63 |
141.10 |
PP |
140.50 |
140.50 |
140.50 |
140.20 |
S1 |
139.20 |
139.20 |
140.17 |
138.60 |
S2 |
138.00 |
138.00 |
139.94 |
|
S3 |
135.50 |
136.70 |
139.71 |
|
S4 |
133.00 |
134.20 |
139.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
141.29 |
139.30 |
1.99 |
1.4% |
0.81 |
0.6% |
49% |
False |
False |
5,634 |
10 |
141.85 |
139.30 |
2.55 |
1.8% |
0.72 |
0.5% |
38% |
False |
False |
3,748 |
20 |
143.65 |
139.30 |
4.35 |
3.1% |
0.90 |
0.6% |
22% |
False |
False |
2,366 |
40 |
144.49 |
138.26 |
6.23 |
4.4% |
0.67 |
0.5% |
32% |
False |
False |
1,251 |
60 |
144.49 |
138.26 |
6.23 |
4.4% |
0.62 |
0.4% |
32% |
False |
False |
866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.99 |
2.618 |
142.58 |
1.618 |
141.72 |
1.000 |
141.19 |
0.618 |
140.86 |
HIGH |
140.33 |
0.618 |
140.00 |
0.500 |
139.90 |
0.382 |
139.80 |
LOW |
139.47 |
0.618 |
138.94 |
1.000 |
138.61 |
1.618 |
138.08 |
2.618 |
137.22 |
4.250 |
135.82 |
|
|
Fisher Pivots for day following 20-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
140.15 |
140.14 |
PP |
140.02 |
140.01 |
S1 |
139.90 |
139.89 |
|