Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 04-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2012 |
04-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
141.74 |
141.57 |
-0.17 |
-0.1% |
140.18 |
High |
141.91 |
141.80 |
-0.11 |
-0.1% |
141.95 |
Low |
141.44 |
141.13 |
-0.31 |
-0.2% |
139.95 |
Close |
141.59 |
141.67 |
0.08 |
0.1% |
141.77 |
Range |
0.47 |
0.67 |
0.20 |
42.6% |
2.00 |
ATR |
0.82 |
0.81 |
-0.01 |
-1.3% |
0.00 |
Volume |
682,202 |
627,228 |
-54,974 |
-8.1% |
3,514,467 |
|
Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.54 |
143.28 |
142.04 |
|
R3 |
142.87 |
142.61 |
141.85 |
|
R2 |
142.20 |
142.20 |
141.79 |
|
R1 |
141.94 |
141.94 |
141.73 |
142.07 |
PP |
141.53 |
141.53 |
141.53 |
141.60 |
S1 |
141.27 |
141.27 |
141.61 |
141.40 |
S2 |
140.86 |
140.86 |
141.55 |
|
S3 |
140.19 |
140.60 |
141.49 |
|
S4 |
139.52 |
139.93 |
141.30 |
|
|
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% |
0.59 |
0.4% |
67% |
False |
False |
597,739 |
10 |
141.95 |
139.60 |
2.35 |
1.7% |
0.66 |
0.5% |
88% |
False |
False |
644,193 |
20 |
141.95 |
138.41 |
3.54 |
2.5% |
0.80 |
0.6% |
92% |
False |
False |
670,042 |
40 |
142.62 |
138.41 |
4.21 |
3.0% |
0.79 |
0.6% |
77% |
False |
False |
419,080 |
60 |
144.49 |
138.41 |
6.08 |
4.3% |
0.79 |
0.6% |
54% |
False |
False |
279,633 |
80 |
144.49 |
138.26 |
6.23 |
4.4% |
0.73 |
0.5% |
55% |
False |
False |
209,743 |
100 |
144.49 |
138.26 |
6.23 |
4.4% |
0.65 |
0.5% |
55% |
False |
False |
167,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.65 |
2.618 |
143.55 |
1.618 |
142.88 |
1.000 |
142.47 |
0.618 |
142.21 |
HIGH |
141.80 |
0.618 |
141.54 |
0.500 |
141.47 |
0.382 |
141.39 |
LOW |
141.13 |
0.618 |
140.72 |
1.000 |
140.46 |
1.618 |
140.05 |
2.618 |
139.38 |
4.250 |
138.28 |
|
|
Fisher Pivots for day following 04-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
141.60 |
141.62 |
PP |
141.53 |
141.56 |
S1 |
141.47 |
141.51 |
|