Euro Bund Future December 2012
| Trading Metrics calculated at close of trading on 07-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
141.28 |
140.17 |
-1.11 |
-0.8% |
141.83 |
| High |
141.28 |
140.77 |
-0.51 |
-0.4% |
142.17 |
| Low |
140.12 |
139.43 |
-0.69 |
-0.5% |
139.43 |
| Close |
140.17 |
140.65 |
0.48 |
0.3% |
140.65 |
| Range |
1.16 |
1.34 |
0.18 |
15.5% |
2.74 |
| ATR |
0.91 |
0.94 |
0.03 |
3.4% |
0.00 |
| Volume |
950,314 |
583,995 |
-366,319 |
-38.5% |
3,656,538 |
|
| Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.30 |
143.82 |
141.39 |
|
| R3 |
142.96 |
142.48 |
141.02 |
|
| R2 |
141.62 |
141.62 |
140.90 |
|
| R1 |
141.14 |
141.14 |
140.77 |
141.38 |
| PP |
140.28 |
140.28 |
140.28 |
140.41 |
| S1 |
139.80 |
139.80 |
140.53 |
140.04 |
| S2 |
138.94 |
138.94 |
140.40 |
|
| S3 |
137.60 |
138.46 |
140.28 |
|
| S4 |
136.26 |
137.12 |
139.91 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.97 |
147.55 |
142.16 |
|
| R3 |
146.23 |
144.81 |
141.40 |
|
| R2 |
143.49 |
143.49 |
141.15 |
|
| R1 |
142.07 |
142.07 |
140.90 |
141.41 |
| PP |
140.75 |
140.75 |
140.75 |
140.42 |
| S1 |
139.33 |
139.33 |
140.40 |
138.67 |
| S2 |
138.01 |
138.01 |
140.15 |
|
| S3 |
135.27 |
136.59 |
139.90 |
|
| S4 |
132.53 |
133.85 |
139.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142.58 |
139.43 |
3.15 |
2.2% |
1.08 |
0.8% |
39% |
False |
True |
755,377 |
| 10 |
142.62 |
139.43 |
3.19 |
2.3% |
0.84 |
0.6% |
38% |
False |
True |
385,973 |
| 20 |
142.62 |
139.30 |
3.32 |
2.4% |
0.82 |
0.6% |
41% |
False |
False |
197,297 |
| 40 |
144.49 |
139.30 |
5.19 |
3.7% |
0.81 |
0.6% |
26% |
False |
False |
99,024 |
| 60 |
144.49 |
138.26 |
6.23 |
4.4% |
0.72 |
0.5% |
38% |
False |
False |
66,043 |
| 80 |
144.49 |
138.26 |
6.23 |
4.4% |
0.63 |
0.4% |
38% |
False |
False |
49,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146.47 |
|
2.618 |
144.28 |
|
1.618 |
142.94 |
|
1.000 |
142.11 |
|
0.618 |
141.60 |
|
HIGH |
140.77 |
|
0.618 |
140.26 |
|
0.500 |
140.10 |
|
0.382 |
139.94 |
|
LOW |
139.43 |
|
0.618 |
138.60 |
|
1.000 |
138.09 |
|
1.618 |
137.26 |
|
2.618 |
135.92 |
|
4.250 |
133.74 |
|
|
| Fisher Pivots for day following 07-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
140.47 |
140.80 |
| PP |
140.28 |
140.75 |
| S1 |
140.10 |
140.70 |
|