Euro Bund Future December 2012
| Trading Metrics calculated at close of trading on 06-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
141.82 |
141.28 |
-0.54 |
-0.4% |
142.13 |
| High |
142.17 |
141.28 |
-0.89 |
-0.6% |
142.62 |
| Low |
141.08 |
140.12 |
-0.96 |
-0.7% |
141.45 |
| Close |
141.40 |
140.17 |
-1.23 |
-0.9% |
142.30 |
| Range |
1.09 |
1.16 |
0.07 |
6.4% |
1.17 |
| ATR |
0.88 |
0.91 |
0.03 |
3.2% |
0.00 |
| Volume |
950,314 |
950,314 |
0 |
0.0% |
194,169 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.00 |
143.25 |
140.81 |
|
| R3 |
142.84 |
142.09 |
140.49 |
|
| R2 |
141.68 |
141.68 |
140.38 |
|
| R1 |
140.93 |
140.93 |
140.28 |
140.73 |
| PP |
140.52 |
140.52 |
140.52 |
140.42 |
| S1 |
139.77 |
139.77 |
140.06 |
139.57 |
| S2 |
139.36 |
139.36 |
139.96 |
|
| S3 |
138.20 |
138.61 |
139.85 |
|
| S4 |
137.04 |
137.45 |
139.53 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.63 |
145.14 |
142.94 |
|
| R3 |
144.46 |
143.97 |
142.62 |
|
| R2 |
143.29 |
143.29 |
142.51 |
|
| R1 |
142.80 |
142.80 |
142.41 |
143.05 |
| PP |
142.12 |
142.12 |
142.12 |
142.25 |
| S1 |
141.63 |
141.63 |
142.19 |
141.88 |
| S2 |
140.95 |
140.95 |
142.09 |
|
| S3 |
139.78 |
140.46 |
141.98 |
|
| S4 |
138.61 |
139.29 |
141.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142.58 |
140.12 |
2.46 |
1.8% |
0.94 |
0.7% |
2% |
False |
True |
643,546 |
| 10 |
142.62 |
140.12 |
2.50 |
1.8% |
0.80 |
0.6% |
2% |
False |
True |
328,015 |
| 20 |
142.62 |
139.30 |
3.32 |
2.4% |
0.78 |
0.6% |
26% |
False |
False |
168,118 |
| 40 |
144.49 |
139.30 |
5.19 |
3.7% |
0.78 |
0.6% |
17% |
False |
False |
84,429 |
| 60 |
144.49 |
138.26 |
6.23 |
4.4% |
0.70 |
0.5% |
31% |
False |
False |
56,310 |
| 80 |
144.49 |
138.26 |
6.23 |
4.4% |
0.61 |
0.4% |
31% |
False |
False |
42,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146.21 |
|
2.618 |
144.32 |
|
1.618 |
143.16 |
|
1.000 |
142.44 |
|
0.618 |
142.00 |
|
HIGH |
141.28 |
|
0.618 |
140.84 |
|
0.500 |
140.70 |
|
0.382 |
140.56 |
|
LOW |
140.12 |
|
0.618 |
139.40 |
|
1.000 |
138.96 |
|
1.618 |
138.24 |
|
2.618 |
137.08 |
|
4.250 |
135.19 |
|
|
| Fisher Pivots for day following 06-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
140.70 |
141.15 |
| PP |
140.52 |
140.82 |
| S1 |
140.35 |
140.50 |
|