Euro Bund Future December 2012
| Trading Metrics calculated at close of trading on 13-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
143.20 |
143.33 |
0.13 |
0.1% |
142.07 |
| High |
143.27 |
143.48 |
0.21 |
0.1% |
143.47 |
| Low |
143.03 |
142.98 |
-0.05 |
0.0% |
141.65 |
| Close |
143.17 |
143.14 |
-0.03 |
0.0% |
143.14 |
| Range |
0.24 |
0.50 |
0.26 |
108.3% |
1.82 |
| ATR |
0.67 |
0.65 |
-0.01 |
-1.8% |
0.00 |
| Volume |
678,428 |
680,923 |
2,495 |
0.4% |
2,877,458 |
|
| Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.70 |
144.42 |
143.42 |
|
| R3 |
144.20 |
143.92 |
143.28 |
|
| R2 |
143.70 |
143.70 |
143.23 |
|
| R1 |
143.42 |
143.42 |
143.19 |
143.31 |
| PP |
143.20 |
143.20 |
143.20 |
143.15 |
| S1 |
142.92 |
142.92 |
143.09 |
142.81 |
| S2 |
142.70 |
142.70 |
143.05 |
|
| S3 |
142.20 |
142.42 |
143.00 |
|
| S4 |
141.70 |
141.92 |
142.87 |
|
|
| 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 |
143.48 |
141.77 |
1.71 |
1.2% |
0.60 |
0.4% |
80% |
True |
False |
634,266 |
| 10 |
143.48 |
141.18 |
2.30 |
1.6% |
0.57 |
0.4% |
85% |
True |
False |
593,433 |
| 20 |
143.48 |
139.45 |
4.03 |
2.8% |
0.63 |
0.4% |
92% |
True |
False |
646,162 |
| 40 |
143.48 |
139.03 |
4.45 |
3.1% |
0.65 |
0.5% |
92% |
True |
False |
650,372 |
| 60 |
143.48 |
138.41 |
5.07 |
3.5% |
0.73 |
0.5% |
93% |
True |
False |
580,234 |
| 80 |
143.65 |
138.41 |
5.24 |
3.7% |
0.77 |
0.5% |
90% |
False |
False |
435,767 |
| 100 |
144.49 |
138.26 |
6.23 |
4.4% |
0.71 |
0.5% |
78% |
False |
False |
348,641 |
| 120 |
144.49 |
138.26 |
6.23 |
4.4% |
0.67 |
0.5% |
78% |
False |
False |
290,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145.61 |
|
2.618 |
144.79 |
|
1.618 |
144.29 |
|
1.000 |
143.98 |
|
0.618 |
143.79 |
|
HIGH |
143.48 |
|
0.618 |
143.29 |
|
0.500 |
143.23 |
|
0.382 |
143.17 |
|
LOW |
142.98 |
|
0.618 |
142.67 |
|
1.000 |
142.48 |
|
1.618 |
142.17 |
|
2.618 |
141.67 |
|
4.250 |
140.86 |
|
|
| Fisher Pivots for day following 13-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
143.23 |
143.21 |
| PP |
143.20 |
143.19 |
| S1 |
143.17 |
143.16 |
|