Euro Bund Future December 2012
| Trading Metrics calculated at close of trading on 25-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
140.18 |
140.41 |
0.23 |
0.2% |
138.82 |
| High |
140.49 |
140.95 |
0.46 |
0.3% |
140.35 |
| Low |
139.95 |
139.96 |
0.01 |
0.0% |
138.41 |
| Close |
140.40 |
140.06 |
-0.34 |
-0.2% |
140.00 |
| Range |
0.54 |
0.99 |
0.45 |
83.3% |
1.94 |
| ATR |
0.88 |
0.89 |
0.01 |
0.9% |
0.00 |
| Volume |
828,934 |
884,298 |
55,364 |
6.7% |
3,350,579 |
|
| Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.29 |
142.67 |
140.60 |
|
| R3 |
142.30 |
141.68 |
140.33 |
|
| R2 |
141.31 |
141.31 |
140.24 |
|
| R1 |
140.69 |
140.69 |
140.15 |
140.51 |
| PP |
140.32 |
140.32 |
140.32 |
140.23 |
| S1 |
139.70 |
139.70 |
139.97 |
139.52 |
| S2 |
139.33 |
139.33 |
139.88 |
|
| S3 |
138.34 |
138.71 |
139.79 |
|
| S4 |
137.35 |
137.72 |
139.52 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.41 |
144.64 |
141.07 |
|
| R3 |
143.47 |
142.70 |
140.53 |
|
| R2 |
141.53 |
141.53 |
140.36 |
|
| R1 |
140.76 |
140.76 |
140.18 |
141.15 |
| PP |
139.59 |
139.59 |
139.59 |
139.78 |
| S1 |
138.82 |
138.82 |
139.82 |
139.21 |
| S2 |
137.65 |
137.65 |
139.64 |
|
| S3 |
135.71 |
136.88 |
139.47 |
|
| S4 |
133.77 |
134.94 |
138.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140.95 |
139.03 |
1.92 |
1.4% |
0.73 |
0.5% |
54% |
True |
False |
737,981 |
| 10 |
140.95 |
138.41 |
2.54 |
1.8% |
0.88 |
0.6% |
65% |
True |
False |
741,759 |
| 20 |
142.62 |
138.41 |
4.21 |
3.0% |
0.88 |
0.6% |
39% |
False |
False |
621,137 |
| 40 |
143.35 |
138.41 |
4.94 |
3.5% |
0.87 |
0.6% |
33% |
False |
False |
313,288 |
| 60 |
144.49 |
138.41 |
6.08 |
4.3% |
0.76 |
0.5% |
27% |
False |
False |
208,979 |
| 80 |
144.49 |
138.26 |
6.23 |
4.4% |
0.72 |
0.5% |
29% |
False |
False |
156,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145.16 |
|
2.618 |
143.54 |
|
1.618 |
142.55 |
|
1.000 |
141.94 |
|
0.618 |
141.56 |
|
HIGH |
140.95 |
|
0.618 |
140.57 |
|
0.500 |
140.46 |
|
0.382 |
140.34 |
|
LOW |
139.96 |
|
0.618 |
139.35 |
|
1.000 |
138.97 |
|
1.618 |
138.36 |
|
2.618 |
137.37 |
|
4.250 |
135.75 |
|
|
| Fisher Pivots for day following 25-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
140.46 |
140.28 |
| PP |
140.32 |
140.20 |
| S1 |
140.19 |
140.13 |
|