Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 09-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2012 |
09-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
141.07 |
141.29 |
0.22 |
0.2% |
141.69 |
High |
141.45 |
141.57 |
0.12 |
0.1% |
141.91 |
Low |
141.06 |
141.05 |
-0.01 |
0.0% |
140.71 |
Close |
141.39 |
141.38 |
-0.01 |
0.0% |
140.87 |
Range |
0.39 |
0.52 |
0.13 |
33.3% |
1.20 |
ATR |
0.80 |
0.78 |
-0.02 |
-2.5% |
0.00 |
Volume |
655,914 |
645,012 |
-10,902 |
-1.7% |
2,876,626 |
|
Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.89 |
142.66 |
141.67 |
|
R3 |
142.37 |
142.14 |
141.52 |
|
R2 |
141.85 |
141.85 |
141.48 |
|
R1 |
141.62 |
141.62 |
141.43 |
141.74 |
PP |
141.33 |
141.33 |
141.33 |
141.39 |
S1 |
141.10 |
141.10 |
141.33 |
141.22 |
S2 |
140.81 |
140.81 |
141.28 |
|
S3 |
140.29 |
140.58 |
141.24 |
|
S4 |
139.77 |
140.06 |
141.09 |
|
|
Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.76 |
144.02 |
141.53 |
|
R3 |
143.56 |
142.82 |
141.20 |
|
R2 |
142.36 |
142.36 |
141.09 |
|
R1 |
141.62 |
141.62 |
140.98 |
141.39 |
PP |
141.16 |
141.16 |
141.16 |
141.05 |
S1 |
140.42 |
140.42 |
140.76 |
140.19 |
S2 |
139.96 |
139.96 |
140.65 |
|
S3 |
138.76 |
139.22 |
140.54 |
|
S4 |
137.56 |
138.02 |
140.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
141.91 |
140.71 |
1.20 |
0.8% |
0.58 |
0.4% |
56% |
False |
False |
609,745 |
10 |
141.95 |
140.62 |
1.33 |
0.9% |
0.62 |
0.4% |
57% |
False |
False |
597,878 |
20 |
141.95 |
138.41 |
3.54 |
2.5% |
0.75 |
0.5% |
84% |
False |
False |
669,819 |
40 |
142.62 |
138.41 |
4.21 |
3.0% |
0.79 |
0.6% |
71% |
False |
False |
462,401 |
60 |
144.49 |
138.41 |
6.08 |
4.3% |
0.80 |
0.6% |
49% |
False |
False |
308,601 |
80 |
144.49 |
138.26 |
6.23 |
4.4% |
0.72 |
0.5% |
50% |
False |
False |
231,484 |
100 |
144.49 |
138.26 |
6.23 |
4.4% |
0.65 |
0.5% |
50% |
False |
False |
185,199 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.78 |
2.618 |
142.93 |
1.618 |
142.41 |
1.000 |
142.09 |
0.618 |
141.89 |
HIGH |
141.57 |
0.618 |
141.37 |
0.500 |
141.31 |
0.382 |
141.25 |
LOW |
141.05 |
0.618 |
140.73 |
1.000 |
140.53 |
1.618 |
140.21 |
2.618 |
139.69 |
4.250 |
138.84 |
|
|
Fisher Pivots for day following 09-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
141.36 |
141.30 |
PP |
141.33 |
141.22 |
S1 |
141.31 |
141.14 |
|