Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 03-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2012 |
03-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
141.65 |
141.74 |
0.09 |
0.1% |
140.18 |
High |
141.69 |
141.91 |
0.22 |
0.2% |
141.95 |
Low |
141.10 |
141.44 |
0.34 |
0.2% |
139.95 |
Close |
141.43 |
141.59 |
0.16 |
0.1% |
141.77 |
Range |
0.59 |
0.47 |
-0.12 |
-20.3% |
2.00 |
ATR |
0.85 |
0.82 |
-0.03 |
-3.1% |
0.00 |
Volume |
517,386 |
682,202 |
164,816 |
31.9% |
3,514,467 |
|
Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.06 |
142.79 |
141.85 |
|
R3 |
142.59 |
142.32 |
141.72 |
|
R2 |
142.12 |
142.12 |
141.68 |
|
R1 |
141.85 |
141.85 |
141.63 |
141.75 |
PP |
141.65 |
141.65 |
141.65 |
141.60 |
S1 |
141.38 |
141.38 |
141.55 |
141.28 |
S2 |
141.18 |
141.18 |
141.50 |
|
S3 |
140.71 |
140.91 |
141.46 |
|
S4 |
140.24 |
140.44 |
141.33 |
|
|
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 |
141.10 |
0.85 |
0.6% |
0.54 |
0.4% |
58% |
False |
False |
600,420 |
10 |
141.95 |
139.60 |
2.35 |
1.7% |
0.65 |
0.5% |
85% |
False |
False |
655,843 |
20 |
141.95 |
138.41 |
3.54 |
2.5% |
0.83 |
0.6% |
90% |
False |
False |
686,197 |
40 |
142.62 |
138.41 |
4.21 |
3.0% |
0.79 |
0.6% |
76% |
False |
False |
403,453 |
60 |
144.49 |
138.41 |
6.08 |
4.3% |
0.79 |
0.6% |
52% |
False |
False |
269,180 |
80 |
144.49 |
138.26 |
6.23 |
4.4% |
0.72 |
0.5% |
53% |
False |
False |
201,903 |
100 |
144.49 |
138.26 |
6.23 |
4.4% |
0.64 |
0.5% |
53% |
False |
False |
161,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.91 |
2.618 |
143.14 |
1.618 |
142.67 |
1.000 |
142.38 |
0.618 |
142.20 |
HIGH |
141.91 |
0.618 |
141.73 |
0.500 |
141.68 |
0.382 |
141.62 |
LOW |
141.44 |
0.618 |
141.15 |
1.000 |
140.97 |
1.618 |
140.68 |
2.618 |
140.21 |
4.250 |
139.44 |
|
|
Fisher Pivots for day following 03-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
141.68 |
141.56 |
PP |
141.65 |
141.53 |
S1 |
141.62 |
141.51 |
|