Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 09-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
142.71 |
143.05 |
0.34 |
0.2% |
142.07 |
High |
143.18 |
143.47 |
0.29 |
0.2% |
143.47 |
Low |
142.57 |
142.94 |
0.37 |
0.3% |
141.65 |
Close |
142.98 |
143.14 |
0.16 |
0.1% |
143.14 |
Range |
0.61 |
0.53 |
-0.08 |
-13.1% |
1.82 |
ATR |
0.71 |
0.70 |
-0.01 |
-1.8% |
0.00 |
Volume |
747,120 |
317,740 |
-429,380 |
-57.5% |
2,877,458 |
|
Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.77 |
144.49 |
143.43 |
|
R3 |
144.24 |
143.96 |
143.29 |
|
R2 |
143.71 |
143.71 |
143.24 |
|
R1 |
143.43 |
143.43 |
143.19 |
143.57 |
PP |
143.18 |
143.18 |
143.18 |
143.26 |
S1 |
142.90 |
142.90 |
143.09 |
143.04 |
S2 |
142.65 |
142.65 |
143.04 |
|
S3 |
142.12 |
142.37 |
142.99 |
|
S4 |
141.59 |
141.84 |
142.85 |
|
|
Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.21 |
147.50 |
144.14 |
|
R3 |
146.39 |
145.68 |
143.64 |
|
R2 |
144.57 |
144.57 |
143.47 |
|
R1 |
143.86 |
143.86 |
143.31 |
144.22 |
PP |
142.75 |
142.75 |
142.75 |
142.93 |
S1 |
142.04 |
142.04 |
142.97 |
142.40 |
S2 |
140.93 |
140.93 |
142.81 |
|
S3 |
139.11 |
140.22 |
142.64 |
|
S4 |
137.29 |
138.40 |
142.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
143.47 |
141.65 |
1.82 |
1.3% |
0.65 |
0.5% |
82% |
True |
False |
575,491 |
10 |
143.47 |
141.03 |
2.44 |
1.7% |
0.64 |
0.4% |
86% |
True |
False |
581,805 |
20 |
143.47 |
139.45 |
4.02 |
2.8% |
0.66 |
0.5% |
92% |
True |
False |
662,024 |
40 |
143.47 |
138.41 |
5.06 |
3.5% |
0.66 |
0.5% |
93% |
True |
False |
650,736 |
60 |
143.47 |
138.41 |
5.06 |
3.5% |
0.74 |
0.5% |
93% |
True |
False |
557,878 |
80 |
144.49 |
138.41 |
6.08 |
4.2% |
0.78 |
0.5% |
78% |
False |
False |
418,784 |
100 |
144.49 |
138.26 |
6.23 |
4.4% |
0.71 |
0.5% |
78% |
False |
False |
335,050 |
120 |
144.49 |
138.26 |
6.23 |
4.4% |
0.67 |
0.5% |
78% |
False |
False |
279,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.72 |
2.618 |
144.86 |
1.618 |
144.33 |
1.000 |
144.00 |
0.618 |
143.80 |
HIGH |
143.47 |
0.618 |
143.27 |
0.500 |
143.21 |
0.382 |
143.14 |
LOW |
142.94 |
0.618 |
142.61 |
1.000 |
142.41 |
1.618 |
142.08 |
2.618 |
141.55 |
4.250 |
140.69 |
|
|
Fisher Pivots for day following 09-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
143.21 |
142.97 |
PP |
143.18 |
142.79 |
S1 |
143.16 |
142.62 |
|