Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 21-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
143.06 |
142.57 |
-0.49 |
-0.3% |
143.20 |
High |
143.22 |
142.64 |
-0.58 |
-0.4% |
143.48 |
Low |
142.33 |
142.13 |
-0.20 |
-0.1% |
142.83 |
Close |
142.38 |
142.17 |
-0.21 |
-0.1% |
143.31 |
Range |
0.89 |
0.51 |
-0.38 |
-42.7% |
0.65 |
ATR |
0.63 |
0.62 |
-0.01 |
-1.4% |
0.00 |
Volume |
673,521 |
298,305 |
-375,216 |
-55.7% |
2,878,392 |
|
Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.84 |
143.52 |
142.45 |
|
R3 |
143.33 |
143.01 |
142.31 |
|
R2 |
142.82 |
142.82 |
142.26 |
|
R1 |
142.50 |
142.50 |
142.22 |
142.41 |
PP |
142.31 |
142.31 |
142.31 |
142.27 |
S1 |
141.99 |
141.99 |
142.12 |
141.90 |
S2 |
141.80 |
141.80 |
142.08 |
|
S3 |
141.29 |
141.48 |
142.03 |
|
S4 |
140.78 |
140.97 |
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 |
142.13 |
1.32 |
0.9% |
0.53 |
0.4% |
3% |
False |
True |
512,571 |
10 |
143.48 |
142.13 |
1.35 |
0.9% |
0.51 |
0.4% |
3% |
False |
True |
559,781 |
20 |
143.48 |
139.88 |
3.60 |
2.5% |
0.58 |
0.4% |
64% |
False |
False |
582,560 |
40 |
143.48 |
139.45 |
4.03 |
2.8% |
0.61 |
0.4% |
67% |
False |
False |
622,210 |
60 |
143.48 |
138.41 |
5.07 |
3.6% |
0.71 |
0.5% |
74% |
False |
False |
631,857 |
80 |
143.48 |
138.41 |
5.07 |
3.6% |
0.74 |
0.5% |
74% |
False |
False |
475,326 |
100 |
144.49 |
138.41 |
6.08 |
4.3% |
0.71 |
0.5% |
62% |
False |
False |
380,373 |
120 |
144.49 |
138.26 |
6.23 |
4.4% |
0.69 |
0.5% |
63% |
False |
False |
316,990 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.81 |
2.618 |
143.98 |
1.618 |
143.47 |
1.000 |
143.15 |
0.618 |
142.96 |
HIGH |
142.64 |
0.618 |
142.45 |
0.500 |
142.39 |
0.382 |
142.32 |
LOW |
142.13 |
0.618 |
141.81 |
1.000 |
141.62 |
1.618 |
141.30 |
2.618 |
140.79 |
4.250 |
139.96 |
|
|
Fisher Pivots for day following 21-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
142.39 |
142.68 |
PP |
142.31 |
142.51 |
S1 |
142.24 |
142.34 |
|