Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 08-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
142.08 |
142.71 |
0.63 |
0.4% |
141.06 |
High |
142.88 |
143.18 |
0.30 |
0.2% |
142.04 |
Low |
141.77 |
142.57 |
0.80 |
0.6% |
141.03 |
Close |
142.75 |
142.98 |
0.23 |
0.2% |
141.87 |
Range |
1.11 |
0.61 |
-0.50 |
-45.0% |
1.01 |
ATR |
0.72 |
0.71 |
-0.01 |
-1.1% |
0.00 |
Volume |
747,120 |
747,120 |
0 |
0.0% |
2,940,593 |
|
Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.74 |
144.47 |
143.32 |
|
R3 |
144.13 |
143.86 |
143.15 |
|
R2 |
143.52 |
143.52 |
143.09 |
|
R1 |
143.25 |
143.25 |
143.04 |
143.39 |
PP |
142.91 |
142.91 |
142.91 |
142.98 |
S1 |
142.64 |
142.64 |
142.92 |
142.78 |
S2 |
142.30 |
142.30 |
142.87 |
|
S3 |
141.69 |
142.03 |
142.81 |
|
S4 |
141.08 |
141.42 |
142.64 |
|
|
Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.68 |
144.28 |
142.43 |
|
R3 |
143.67 |
143.27 |
142.15 |
|
R2 |
142.66 |
142.66 |
142.06 |
|
R1 |
142.26 |
142.26 |
141.96 |
142.46 |
PP |
141.65 |
141.65 |
141.65 |
141.75 |
S1 |
141.25 |
141.25 |
141.78 |
141.45 |
S2 |
140.64 |
140.64 |
141.68 |
|
S3 |
139.63 |
140.24 |
141.59 |
|
S4 |
138.62 |
139.23 |
141.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
143.18 |
141.39 |
1.79 |
1.3% |
0.67 |
0.5% |
89% |
True |
False |
645,199 |
10 |
143.18 |
140.52 |
2.66 |
1.9% |
0.65 |
0.5% |
92% |
True |
False |
597,597 |
20 |
143.18 |
139.45 |
3.73 |
2.6% |
0.67 |
0.5% |
95% |
True |
False |
669,920 |
40 |
143.18 |
138.41 |
4.77 |
3.3% |
0.69 |
0.5% |
96% |
True |
False |
658,394 |
60 |
143.18 |
138.41 |
4.77 |
3.3% |
0.74 |
0.5% |
96% |
True |
False |
552,635 |
80 |
144.49 |
138.41 |
6.08 |
4.3% |
0.78 |
0.5% |
75% |
False |
False |
414,812 |
100 |
144.49 |
138.26 |
6.23 |
4.4% |
0.72 |
0.5% |
76% |
False |
False |
331,873 |
120 |
144.49 |
138.26 |
6.23 |
4.4% |
0.66 |
0.5% |
76% |
False |
False |
276,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.77 |
2.618 |
144.78 |
1.618 |
144.17 |
1.000 |
143.79 |
0.618 |
143.56 |
HIGH |
143.18 |
0.618 |
142.95 |
0.500 |
142.88 |
0.382 |
142.80 |
LOW |
142.57 |
0.618 |
142.19 |
1.000 |
141.96 |
1.618 |
141.58 |
2.618 |
140.97 |
4.250 |
139.98 |
|
|
Fisher Pivots for day following 08-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
142.95 |
142.79 |
PP |
142.91 |
142.60 |
S1 |
142.88 |
142.42 |
|