Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 21-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
140.14 |
140.17 |
0.03 |
0.0% |
141.60 |
High |
140.33 |
140.21 |
-0.12 |
-0.1% |
141.80 |
Low |
139.47 |
139.60 |
0.13 |
0.1% |
139.30 |
Close |
140.27 |
139.65 |
-0.62 |
-0.4% |
140.40 |
Range |
0.86 |
0.61 |
-0.25 |
-29.1% |
2.50 |
ATR |
0.88 |
0.87 |
-0.02 |
-1.7% |
0.00 |
Volume |
13,573 |
44,585 |
31,012 |
228.5% |
14,807 |
|
Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.65 |
141.26 |
139.99 |
|
R3 |
141.04 |
140.65 |
139.82 |
|
R2 |
140.43 |
140.43 |
139.76 |
|
R1 |
140.04 |
140.04 |
139.71 |
139.93 |
PP |
139.82 |
139.82 |
139.82 |
139.77 |
S1 |
139.43 |
139.43 |
139.59 |
139.32 |
S2 |
139.21 |
139.21 |
139.54 |
|
S3 |
138.60 |
138.82 |
139.48 |
|
S4 |
137.99 |
138.21 |
139.31 |
|
|
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 |
140.69 |
139.30 |
1.39 |
1.0% |
0.80 |
0.6% |
25% |
False |
False |
14,375 |
10 |
141.85 |
139.30 |
2.55 |
1.8% |
0.70 |
0.5% |
14% |
False |
False |
8,136 |
20 |
143.35 |
139.30 |
4.05 |
2.9% |
0.89 |
0.6% |
9% |
False |
False |
4,529 |
40 |
144.49 |
138.26 |
6.23 |
4.5% |
0.68 |
0.5% |
22% |
False |
False |
2,365 |
60 |
144.49 |
138.26 |
6.23 |
4.5% |
0.63 |
0.5% |
22% |
False |
False |
1,609 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142.80 |
2.618 |
141.81 |
1.618 |
141.20 |
1.000 |
140.82 |
0.618 |
140.59 |
HIGH |
140.21 |
0.618 |
139.98 |
0.500 |
139.91 |
0.382 |
139.83 |
LOW |
139.60 |
0.618 |
139.22 |
1.000 |
138.99 |
1.618 |
138.61 |
2.618 |
138.00 |
4.250 |
137.01 |
|
|
Fisher Pivots for day following 21-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
139.91 |
139.97 |
PP |
139.82 |
139.86 |
S1 |
139.74 |
139.76 |
|