Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 01-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2012 |
01-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
141.46 |
141.69 |
0.23 |
0.2% |
140.18 |
High |
141.95 |
141.75 |
-0.20 |
-0.1% |
141.95 |
Low |
141.36 |
141.12 |
-0.24 |
-0.2% |
139.95 |
Close |
141.77 |
141.40 |
-0.37 |
-0.3% |
141.77 |
Range |
0.59 |
0.63 |
0.04 |
6.8% |
2.00 |
ATR |
0.88 |
0.87 |
-0.02 |
-1.9% |
0.00 |
Volume |
550,444 |
611,437 |
60,993 |
11.1% |
3,514,467 |
|
Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.31 |
142.99 |
141.75 |
|
R3 |
142.68 |
142.36 |
141.57 |
|
R2 |
142.05 |
142.05 |
141.52 |
|
R1 |
141.73 |
141.73 |
141.46 |
141.58 |
PP |
141.42 |
141.42 |
141.42 |
141.35 |
S1 |
141.10 |
141.10 |
141.34 |
140.95 |
S2 |
140.79 |
140.79 |
141.28 |
|
S3 |
140.16 |
140.47 |
141.23 |
|
S4 |
139.53 |
139.84 |
141.05 |
|
|
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 |
139.96 |
1.99 |
1.4% |
0.75 |
0.5% |
72% |
False |
False |
659,394 |
10 |
141.95 |
139.01 |
2.94 |
2.1% |
0.71 |
0.5% |
81% |
False |
False |
681,136 |
20 |
142.17 |
138.41 |
3.76 |
2.7% |
0.86 |
0.6% |
80% |
False |
False |
732,329 |
40 |
142.62 |
138.41 |
4.21 |
3.0% |
0.80 |
0.6% |
71% |
False |
False |
373,482 |
60 |
144.49 |
138.41 |
6.08 |
4.3% |
0.78 |
0.6% |
49% |
False |
False |
249,188 |
80 |
144.49 |
138.26 |
6.23 |
4.4% |
0.73 |
0.5% |
50% |
False |
False |
186,908 |
100 |
144.49 |
138.26 |
6.23 |
4.4% |
0.63 |
0.4% |
50% |
False |
False |
149,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.43 |
2.618 |
143.40 |
1.618 |
142.77 |
1.000 |
142.38 |
0.618 |
142.14 |
HIGH |
141.75 |
0.618 |
141.51 |
0.500 |
141.44 |
0.382 |
141.36 |
LOW |
141.12 |
0.618 |
140.73 |
1.000 |
140.49 |
1.618 |
140.10 |
2.618 |
139.47 |
4.250 |
138.44 |
|
|
Fisher Pivots for day following 01-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
141.44 |
141.54 |
PP |
141.42 |
141.49 |
S1 |
141.41 |
141.45 |
|