Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 15-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2012 |
15-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
141.41 |
141.75 |
0.34 |
0.2% |
141.07 |
High |
141.91 |
141.83 |
-0.08 |
-0.1% |
141.91 |
Low |
141.21 |
141.39 |
0.18 |
0.1% |
140.98 |
Close |
141.70 |
141.55 |
-0.15 |
-0.1% |
141.70 |
Range |
0.70 |
0.44 |
-0.26 |
-37.1% |
0.93 |
ATR |
0.77 |
0.75 |
-0.02 |
-3.1% |
0.00 |
Volume |
475,656 |
811,290 |
335,634 |
70.6% |
3,047,274 |
|
Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.91 |
142.67 |
141.79 |
|
R3 |
142.47 |
142.23 |
141.67 |
|
R2 |
142.03 |
142.03 |
141.63 |
|
R1 |
141.79 |
141.79 |
141.59 |
141.69 |
PP |
141.59 |
141.59 |
141.59 |
141.54 |
S1 |
141.35 |
141.35 |
141.51 |
141.25 |
S2 |
141.15 |
141.15 |
141.47 |
|
S3 |
140.71 |
140.91 |
141.43 |
|
S4 |
140.27 |
140.47 |
141.31 |
|
|
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% |
0.62 |
0.4% |
61% |
False |
False |
640,530 |
10 |
141.91 |
140.71 |
1.20 |
0.8% |
0.60 |
0.4% |
70% |
False |
False |
612,375 |
20 |
141.95 |
139.01 |
2.94 |
2.1% |
0.65 |
0.5% |
86% |
False |
False |
646,755 |
40 |
142.62 |
138.41 |
4.21 |
3.0% |
0.78 |
0.5% |
75% |
False |
False |
525,977 |
60 |
144.49 |
138.41 |
6.08 |
4.3% |
0.81 |
0.6% |
52% |
False |
False |
351,218 |
80 |
144.49 |
138.26 |
6.23 |
4.4% |
0.72 |
0.5% |
53% |
False |
False |
263,447 |
100 |
144.49 |
138.26 |
6.23 |
4.4% |
0.67 |
0.5% |
53% |
False |
False |
210,775 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.70 |
2.618 |
142.98 |
1.618 |
142.54 |
1.000 |
142.27 |
0.618 |
142.10 |
HIGH |
141.83 |
0.618 |
141.66 |
0.500 |
141.61 |
0.382 |
141.56 |
LOW |
141.39 |
0.618 |
141.12 |
1.000 |
140.95 |
1.618 |
140.68 |
2.618 |
140.24 |
4.250 |
139.52 |
|
|
Fisher Pivots for day following 15-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
141.61 |
141.52 |
PP |
141.59 |
141.48 |
S1 |
141.57 |
141.45 |
|