Euro Bund Future December 2012
| Trading Metrics calculated at close of trading on 14-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
139.63 |
140.08 |
0.45 |
0.3% |
140.52 |
| High |
140.47 |
140.09 |
-0.38 |
-0.3% |
140.98 |
| Low |
139.48 |
138.60 |
-0.88 |
-0.6% |
138.60 |
| Close |
140.29 |
138.74 |
-1.55 |
-1.1% |
138.74 |
| Range |
0.99 |
1.49 |
0.50 |
50.5% |
2.38 |
| ATR |
0.94 |
0.99 |
0.05 |
5.7% |
0.00 |
| Volume |
974,904 |
624,069 |
-350,835 |
-36.0% |
3,513,564 |
|
| Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.61 |
142.67 |
139.56 |
|
| R3 |
142.12 |
141.18 |
139.15 |
|
| R2 |
140.63 |
140.63 |
139.01 |
|
| R1 |
139.69 |
139.69 |
138.88 |
139.42 |
| PP |
139.14 |
139.14 |
139.14 |
139.01 |
| S1 |
138.20 |
138.20 |
138.60 |
137.93 |
| S2 |
137.65 |
137.65 |
138.47 |
|
| S3 |
136.16 |
136.71 |
138.33 |
|
| S4 |
134.67 |
135.22 |
137.92 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.58 |
145.04 |
140.05 |
|
| R3 |
144.20 |
142.66 |
139.39 |
|
| R2 |
141.82 |
141.82 |
139.18 |
|
| R1 |
140.28 |
140.28 |
138.96 |
139.86 |
| PP |
139.44 |
139.44 |
139.44 |
139.23 |
| S1 |
137.90 |
137.90 |
138.52 |
137.48 |
| S2 |
137.06 |
137.06 |
138.30 |
|
| S3 |
134.68 |
135.52 |
138.09 |
|
| S4 |
132.30 |
133.14 |
137.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140.98 |
138.60 |
2.38 |
1.7% |
1.04 |
0.7% |
6% |
False |
True |
702,712 |
| 10 |
142.58 |
138.60 |
3.98 |
2.9% |
1.06 |
0.8% |
4% |
False |
True |
729,045 |
| 20 |
142.62 |
138.60 |
4.02 |
2.9% |
0.89 |
0.6% |
3% |
False |
True |
372,162 |
| 40 |
144.49 |
138.60 |
5.89 |
4.2% |
0.89 |
0.6% |
2% |
False |
True |
186,832 |
| 60 |
144.49 |
138.26 |
6.23 |
4.5% |
0.75 |
0.5% |
8% |
False |
False |
124,593 |
| 80 |
144.49 |
138.26 |
6.23 |
4.5% |
0.67 |
0.5% |
8% |
False |
False |
93,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146.42 |
|
2.618 |
143.99 |
|
1.618 |
142.50 |
|
1.000 |
141.58 |
|
0.618 |
141.01 |
|
HIGH |
140.09 |
|
0.618 |
139.52 |
|
0.500 |
139.35 |
|
0.382 |
139.17 |
|
LOW |
138.60 |
|
0.618 |
137.68 |
|
1.000 |
137.11 |
|
1.618 |
136.19 |
|
2.618 |
134.70 |
|
4.250 |
132.27 |
|
|
| Fisher Pivots for day following 14-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
139.35 |
139.55 |
| PP |
139.14 |
139.28 |
| S1 |
138.94 |
139.01 |
|