Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 12-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2012 |
12-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
141.68 |
141.41 |
-0.27 |
-0.2% |
141.07 |
High |
141.90 |
141.91 |
0.01 |
0.0% |
141.91 |
Low |
140.98 |
141.21 |
0.23 |
0.2% |
140.98 |
Close |
141.15 |
141.70 |
0.55 |
0.4% |
141.70 |
Range |
0.92 |
0.70 |
-0.22 |
-23.9% |
0.93 |
ATR |
0.78 |
0.77 |
0.00 |
-0.1% |
0.00 |
Volume |
603,933 |
475,656 |
-128,277 |
-21.2% |
3,047,274 |
|
Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.71 |
143.40 |
142.09 |
|
R3 |
143.01 |
142.70 |
141.89 |
|
R2 |
142.31 |
142.31 |
141.83 |
|
R1 |
142.00 |
142.00 |
141.76 |
142.16 |
PP |
141.61 |
141.61 |
141.61 |
141.68 |
S1 |
141.30 |
141.30 |
141.64 |
141.46 |
S2 |
140.91 |
140.91 |
141.57 |
|
S3 |
140.21 |
140.60 |
141.51 |
|
S4 |
139.51 |
139.90 |
141.32 |
|
|
Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.32 |
143.94 |
142.21 |
|
R3 |
143.39 |
143.01 |
141.96 |
|
R2 |
142.46 |
142.46 |
141.87 |
|
R1 |
142.08 |
142.08 |
141.79 |
142.27 |
PP |
141.53 |
141.53 |
141.53 |
141.63 |
S1 |
141.15 |
141.15 |
141.61 |
141.34 |
S2 |
140.60 |
140.60 |
141.53 |
|
S3 |
139.67 |
140.22 |
141.44 |
|
S4 |
138.74 |
139.29 |
141.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
141.91 |
140.98 |
0.93 |
0.7% |
0.61 |
0.4% |
77% |
True |
False |
609,454 |
10 |
141.91 |
140.71 |
1.20 |
0.8% |
0.62 |
0.4% |
83% |
True |
False |
592,390 |
20 |
141.95 |
138.41 |
3.54 |
2.5% |
0.67 |
0.5% |
93% |
False |
False |
639,447 |
40 |
142.62 |
138.41 |
4.21 |
3.0% |
0.78 |
0.6% |
78% |
False |
False |
505,804 |
60 |
144.49 |
138.41 |
6.08 |
4.3% |
0.82 |
0.6% |
54% |
False |
False |
337,703 |
80 |
144.49 |
138.26 |
6.23 |
4.4% |
0.73 |
0.5% |
55% |
False |
False |
253,306 |
100 |
144.49 |
138.26 |
6.23 |
4.4% |
0.67 |
0.5% |
55% |
False |
False |
202,662 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.89 |
2.618 |
143.74 |
1.618 |
143.04 |
1.000 |
142.61 |
0.618 |
142.34 |
HIGH |
141.91 |
0.618 |
141.64 |
0.500 |
141.56 |
0.382 |
141.48 |
LOW |
141.21 |
0.618 |
140.78 |
1.000 |
140.51 |
1.618 |
140.08 |
2.618 |
139.38 |
4.250 |
138.24 |
|
|
Fisher Pivots for day following 12-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
141.65 |
141.62 |
PP |
141.61 |
141.53 |
S1 |
141.56 |
141.45 |
|