Euro Bund Future December 2012
| Trading Metrics calculated at close of trading on 19-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
139.23 |
139.08 |
-0.15 |
-0.1% |
140.52 |
| High |
139.67 |
139.95 |
0.28 |
0.2% |
140.98 |
| Low |
139.01 |
139.03 |
0.02 |
0.0% |
138.60 |
| Close |
139.46 |
139.71 |
0.25 |
0.2% |
138.74 |
| Range |
0.66 |
0.92 |
0.26 |
39.4% |
2.38 |
| ATR |
0.95 |
0.95 |
0.00 |
-0.3% |
0.00 |
| Volume |
708,784 |
743,729 |
34,945 |
4.9% |
3,513,564 |
|
| Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.32 |
141.94 |
140.22 |
|
| R3 |
141.40 |
141.02 |
139.96 |
|
| R2 |
140.48 |
140.48 |
139.88 |
|
| R1 |
140.10 |
140.10 |
139.79 |
140.29 |
| PP |
139.56 |
139.56 |
139.56 |
139.66 |
| S1 |
139.18 |
139.18 |
139.63 |
139.37 |
| S2 |
138.64 |
138.64 |
139.54 |
|
| S3 |
137.72 |
138.26 |
139.46 |
|
| S4 |
136.80 |
137.34 |
139.20 |
|
|
| 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 |
140.47 |
138.41 |
2.06 |
1.5% |
0.96 |
0.7% |
63% |
False |
False |
743,321 |
| 10 |
141.28 |
138.41 |
2.87 |
2.1% |
1.00 |
0.7% |
45% |
False |
False |
716,550 |
| 20 |
142.62 |
138.41 |
4.21 |
3.0% |
0.90 |
0.6% |
31% |
False |
False |
474,917 |
| 40 |
143.35 |
138.41 |
4.94 |
3.5% |
0.90 |
0.6% |
26% |
False |
False |
239,723 |
| 60 |
144.49 |
138.26 |
6.23 |
4.5% |
0.75 |
0.5% |
23% |
False |
False |
159,882 |
| 80 |
144.49 |
138.26 |
6.23 |
4.5% |
0.70 |
0.5% |
23% |
False |
False |
119,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.86 |
|
2.618 |
142.36 |
|
1.618 |
141.44 |
|
1.000 |
140.87 |
|
0.618 |
140.52 |
|
HIGH |
139.95 |
|
0.618 |
139.60 |
|
0.500 |
139.49 |
|
0.382 |
139.38 |
|
LOW |
139.03 |
|
0.618 |
138.46 |
|
1.000 |
138.11 |
|
1.618 |
137.54 |
|
2.618 |
136.62 |
|
4.250 |
135.12 |
|
|
| Fisher Pivots for day following 19-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
139.64 |
139.53 |
| PP |
139.56 |
139.36 |
| S1 |
139.49 |
139.18 |
|