Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 14-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
143.33 |
143.20 |
-0.13 |
-0.1% |
142.07 |
High |
143.48 |
143.41 |
-0.07 |
0.0% |
143.47 |
Low |
142.98 |
142.83 |
-0.15 |
-0.1% |
141.65 |
Close |
143.14 |
143.14 |
0.00 |
0.0% |
143.14 |
Range |
0.50 |
0.58 |
0.08 |
16.0% |
1.82 |
ATR |
0.65 |
0.65 |
-0.01 |
-0.8% |
0.00 |
Volume |
680,923 |
610,745 |
-70,178 |
-10.3% |
2,877,458 |
|
Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.87 |
144.58 |
143.46 |
|
R3 |
144.29 |
144.00 |
143.30 |
|
R2 |
143.71 |
143.71 |
143.25 |
|
R1 |
143.42 |
143.42 |
143.19 |
143.28 |
PP |
143.13 |
143.13 |
143.13 |
143.05 |
S1 |
142.84 |
142.84 |
143.09 |
142.70 |
S2 |
142.55 |
142.55 |
143.03 |
|
S3 |
141.97 |
142.26 |
142.98 |
|
S4 |
141.39 |
141.68 |
142.82 |
|
|
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 |
142.57 |
0.91 |
0.6% |
0.49 |
0.3% |
63% |
False |
False |
606,991 |
10 |
143.48 |
141.39 |
2.09 |
1.5% |
0.56 |
0.4% |
84% |
False |
False |
602,945 |
20 |
143.48 |
139.45 |
4.03 |
2.8% |
0.61 |
0.4% |
92% |
False |
False |
636,428 |
40 |
143.48 |
139.45 |
4.03 |
2.8% |
0.64 |
0.4% |
92% |
False |
False |
647,047 |
60 |
143.48 |
138.41 |
5.07 |
3.5% |
0.73 |
0.5% |
93% |
False |
False |
589,670 |
80 |
143.48 |
138.41 |
5.07 |
3.5% |
0.77 |
0.5% |
93% |
False |
False |
443,385 |
100 |
144.49 |
138.26 |
6.23 |
4.4% |
0.71 |
0.5% |
78% |
False |
False |
354,748 |
120 |
144.49 |
138.26 |
6.23 |
4.4% |
0.68 |
0.5% |
78% |
False |
False |
295,640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.88 |
2.618 |
144.93 |
1.618 |
144.35 |
1.000 |
143.99 |
0.618 |
143.77 |
HIGH |
143.41 |
0.618 |
143.19 |
0.500 |
143.12 |
0.382 |
143.05 |
LOW |
142.83 |
0.618 |
142.47 |
1.000 |
142.25 |
1.618 |
141.89 |
2.618 |
141.31 |
4.250 |
140.37 |
|
|
Fisher Pivots for day following 14-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
143.13 |
143.16 |
PP |
143.13 |
143.15 |
S1 |
143.12 |
143.15 |
|