Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 28-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
141.50 |
141.46 |
-0.04 |
0.0% |
140.18 |
High |
141.72 |
141.95 |
0.23 |
0.2% |
141.95 |
Low |
141.29 |
141.36 |
0.07 |
0.0% |
139.95 |
Close |
141.57 |
141.77 |
0.20 |
0.1% |
141.77 |
Range |
0.43 |
0.59 |
0.16 |
37.2% |
2.00 |
ATR |
0.91 |
0.88 |
-0.02 |
-2.5% |
0.00 |
Volume |
640,633 |
550,444 |
-90,189 |
-14.1% |
3,514,467 |
|
Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.46 |
143.21 |
142.09 |
|
R3 |
142.87 |
142.62 |
141.93 |
|
R2 |
142.28 |
142.28 |
141.88 |
|
R1 |
142.03 |
142.03 |
141.82 |
142.16 |
PP |
141.69 |
141.69 |
141.69 |
141.76 |
S1 |
141.44 |
141.44 |
141.72 |
141.57 |
S2 |
141.10 |
141.10 |
141.66 |
|
S3 |
140.51 |
140.85 |
141.61 |
|
S4 |
139.92 |
140.26 |
141.45 |
|
|
Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.22 |
146.50 |
142.87 |
|
R3 |
145.22 |
144.50 |
142.32 |
|
R2 |
143.22 |
143.22 |
142.14 |
|
R1 |
142.50 |
142.50 |
141.95 |
142.86 |
PP |
141.22 |
141.22 |
141.22 |
141.41 |
S1 |
140.50 |
140.50 |
141.59 |
140.86 |
S2 |
139.22 |
139.22 |
141.40 |
|
S3 |
137.22 |
138.50 |
141.22 |
|
S4 |
135.22 |
136.50 |
140.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
141.95 |
139.95 |
2.00 |
1.4% |
0.73 |
0.5% |
91% |
True |
False |
702,893 |
10 |
141.95 |
138.41 |
3.54 |
2.5% |
0.72 |
0.5% |
95% |
True |
False |
686,504 |
20 |
142.58 |
138.41 |
4.17 |
2.9% |
0.89 |
0.6% |
81% |
False |
False |
707,774 |
40 |
143.19 |
138.41 |
4.78 |
3.4% |
0.84 |
0.6% |
70% |
False |
False |
358,211 |
60 |
144.49 |
138.41 |
6.08 |
4.3% |
0.78 |
0.6% |
55% |
False |
False |
238,998 |
80 |
144.49 |
138.26 |
6.23 |
4.4% |
0.73 |
0.5% |
56% |
False |
False |
179,266 |
100 |
144.49 |
138.26 |
6.23 |
4.4% |
0.63 |
0.4% |
56% |
False |
False |
143,425 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.46 |
2.618 |
143.49 |
1.618 |
142.90 |
1.000 |
142.54 |
0.618 |
142.31 |
HIGH |
141.95 |
0.618 |
141.72 |
0.500 |
141.66 |
0.382 |
141.59 |
LOW |
141.36 |
0.618 |
141.00 |
1.000 |
140.77 |
1.618 |
140.41 |
2.618 |
139.82 |
4.250 |
138.85 |
|
|
Fisher Pivots for day following 28-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
141.73 |
141.61 |
PP |
141.69 |
141.45 |
S1 |
141.66 |
141.29 |
|