Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 20-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
143.11 |
143.06 |
-0.05 |
0.0% |
143.20 |
High |
143.19 |
143.22 |
0.03 |
0.0% |
143.48 |
Low |
142.87 |
142.33 |
-0.54 |
-0.4% |
142.83 |
Close |
143.00 |
142.38 |
-0.62 |
-0.4% |
143.31 |
Range |
0.32 |
0.89 |
0.57 |
178.1% |
0.65 |
ATR |
0.61 |
0.63 |
0.02 |
3.3% |
0.00 |
Volume |
682,734 |
673,521 |
-9,213 |
-1.3% |
2,878,392 |
|
Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.31 |
144.74 |
142.87 |
|
R3 |
144.42 |
143.85 |
142.62 |
|
R2 |
143.53 |
143.53 |
142.54 |
|
R1 |
142.96 |
142.96 |
142.46 |
142.80 |
PP |
142.64 |
142.64 |
142.64 |
142.57 |
S1 |
142.07 |
142.07 |
142.30 |
141.91 |
S2 |
141.75 |
141.75 |
142.22 |
|
S3 |
140.86 |
141.18 |
142.14 |
|
S4 |
139.97 |
140.29 |
141.89 |
|
|
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 |
143.45 |
142.33 |
1.12 |
0.8% |
0.54 |
0.4% |
4% |
False |
True |
575,059 |
10 |
143.48 |
141.77 |
1.71 |
1.2% |
0.57 |
0.4% |
36% |
False |
False |
604,662 |
20 |
143.48 |
139.88 |
3.60 |
2.5% |
0.58 |
0.4% |
69% |
False |
False |
604,084 |
40 |
143.48 |
139.45 |
4.03 |
2.8% |
0.62 |
0.4% |
73% |
False |
False |
630,006 |
60 |
143.48 |
138.41 |
5.07 |
3.6% |
0.71 |
0.5% |
78% |
False |
False |
627,050 |
80 |
143.48 |
138.41 |
5.07 |
3.6% |
0.75 |
0.5% |
78% |
False |
False |
471,647 |
100 |
144.49 |
138.41 |
6.08 |
4.3% |
0.71 |
0.5% |
65% |
False |
False |
377,390 |
120 |
144.49 |
138.26 |
6.23 |
4.4% |
0.69 |
0.5% |
66% |
False |
False |
314,504 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.00 |
2.618 |
145.55 |
1.618 |
144.66 |
1.000 |
144.11 |
0.618 |
143.77 |
HIGH |
143.22 |
0.618 |
142.88 |
0.500 |
142.78 |
0.382 |
142.67 |
LOW |
142.33 |
0.618 |
141.78 |
1.000 |
141.44 |
1.618 |
140.89 |
2.618 |
140.00 |
4.250 |
138.55 |
|
|
Fisher Pivots for day following 20-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
142.78 |
142.89 |
PP |
142.64 |
142.72 |
S1 |
142.51 |
142.55 |
|