Euro Bund Future December 2012
| Trading Metrics calculated at close of trading on 13-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
140.32 |
139.63 |
-0.69 |
-0.5% |
141.83 |
| High |
140.50 |
140.47 |
-0.03 |
0.0% |
142.17 |
| Low |
139.24 |
139.48 |
0.24 |
0.2% |
139.43 |
| Close |
139.55 |
140.29 |
0.74 |
0.5% |
140.65 |
| Range |
1.26 |
0.99 |
-0.27 |
-21.4% |
2.74 |
| ATR |
0.94 |
0.94 |
0.00 |
0.4% |
0.00 |
| Volume |
754,815 |
974,904 |
220,089 |
29.2% |
3,656,538 |
|
| Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.05 |
142.66 |
140.83 |
|
| R3 |
142.06 |
141.67 |
140.56 |
|
| R2 |
141.07 |
141.07 |
140.47 |
|
| R1 |
140.68 |
140.68 |
140.38 |
140.88 |
| PP |
140.08 |
140.08 |
140.08 |
140.18 |
| S1 |
139.69 |
139.69 |
140.20 |
139.89 |
| S2 |
139.09 |
139.09 |
140.11 |
|
| S3 |
138.10 |
138.70 |
140.02 |
|
| S4 |
137.11 |
137.71 |
139.75 |
|
|
| 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 |
140.98 |
139.24 |
1.74 |
1.2% |
1.01 |
0.7% |
60% |
False |
False |
694,698 |
| 10 |
142.58 |
139.24 |
3.34 |
2.4% |
0.97 |
0.7% |
31% |
False |
False |
669,122 |
| 20 |
142.62 |
139.24 |
3.38 |
2.4% |
0.86 |
0.6% |
31% |
False |
False |
341,119 |
| 40 |
144.49 |
139.24 |
5.25 |
3.7% |
0.86 |
0.6% |
20% |
False |
False |
171,231 |
| 60 |
144.49 |
138.26 |
6.23 |
4.4% |
0.74 |
0.5% |
33% |
False |
False |
114,192 |
| 80 |
144.49 |
138.26 |
6.23 |
4.4% |
0.65 |
0.5% |
33% |
False |
False |
85,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144.68 |
|
2.618 |
143.06 |
|
1.618 |
142.07 |
|
1.000 |
141.46 |
|
0.618 |
141.08 |
|
HIGH |
140.47 |
|
0.618 |
140.09 |
|
0.500 |
139.98 |
|
0.382 |
139.86 |
|
LOW |
139.48 |
|
0.618 |
138.87 |
|
1.000 |
138.49 |
|
1.618 |
137.88 |
|
2.618 |
136.89 |
|
4.250 |
135.27 |
|
|
| Fisher Pivots for day following 13-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
140.19 |
140.23 |
| PP |
140.08 |
140.17 |
| S1 |
139.98 |
140.11 |
|