Euro Bund Future December 2012
| Trading Metrics calculated at close of trading on 16-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
143.34 |
143.32 |
-0.02 |
0.0% |
143.20 |
| High |
143.37 |
143.45 |
0.08 |
0.1% |
143.48 |
| Low |
142.91 |
143.00 |
0.09 |
0.1% |
142.83 |
| Close |
143.13 |
143.31 |
0.18 |
0.1% |
143.31 |
| Range |
0.46 |
0.45 |
-0.01 |
-2.2% |
0.65 |
| ATR |
0.64 |
0.62 |
-0.01 |
-2.1% |
0.00 |
| Volume |
501,759 |
406,537 |
-95,222 |
-19.0% |
2,878,392 |
|
| Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.60 |
144.41 |
143.56 |
|
| R3 |
144.15 |
143.96 |
143.43 |
|
| R2 |
143.70 |
143.70 |
143.39 |
|
| R1 |
143.51 |
143.51 |
143.35 |
143.38 |
| PP |
143.25 |
143.25 |
143.25 |
143.19 |
| S1 |
143.06 |
143.06 |
143.27 |
142.93 |
| S2 |
142.80 |
142.80 |
143.23 |
|
| S3 |
142.35 |
142.61 |
143.19 |
|
| S4 |
141.90 |
142.16 |
143.06 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.16 |
144.88 |
143.67 |
|
| R3 |
144.51 |
144.23 |
143.49 |
|
| R2 |
143.86 |
143.86 |
143.43 |
|
| R1 |
143.58 |
143.58 |
143.37 |
143.72 |
| PP |
143.21 |
143.21 |
143.21 |
143.28 |
| S1 |
142.93 |
142.93 |
143.25 |
143.07 |
| S2 |
142.56 |
142.56 |
143.19 |
|
| S3 |
141.91 |
142.28 |
143.13 |
|
| S4 |
141.26 |
141.63 |
142.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143.48 |
142.83 |
0.65 |
0.5% |
0.45 |
0.3% |
74% |
False |
False |
575,678 |
| 10 |
143.48 |
141.65 |
1.83 |
1.3% |
0.55 |
0.4% |
91% |
False |
False |
575,585 |
| 20 |
143.48 |
139.67 |
3.81 |
2.7% |
0.58 |
0.4% |
96% |
False |
False |
616,267 |
| 40 |
143.48 |
139.45 |
4.03 |
2.8% |
0.63 |
0.4% |
96% |
False |
False |
638,931 |
| 60 |
143.48 |
138.41 |
5.07 |
3.5% |
0.71 |
0.5% |
97% |
False |
False |
604,685 |
| 80 |
143.48 |
138.41 |
5.07 |
3.5% |
0.76 |
0.5% |
97% |
False |
False |
454,726 |
| 100 |
144.49 |
138.26 |
6.23 |
4.3% |
0.72 |
0.5% |
81% |
False |
False |
363,829 |
| 120 |
144.49 |
138.26 |
6.23 |
4.3% |
0.68 |
0.5% |
81% |
False |
False |
303,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145.36 |
|
2.618 |
144.63 |
|
1.618 |
144.18 |
|
1.000 |
143.90 |
|
0.618 |
143.73 |
|
HIGH |
143.45 |
|
0.618 |
143.28 |
|
0.500 |
143.23 |
|
0.382 |
143.17 |
|
LOW |
143.00 |
|
0.618 |
142.72 |
|
1.000 |
142.55 |
|
1.618 |
142.27 |
|
2.618 |
141.82 |
|
4.250 |
141.09 |
|
|
| Fisher Pivots for day following 16-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
143.28 |
143.25 |
| PP |
143.25 |
143.20 |
| S1 |
143.23 |
143.14 |
|