Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 23-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
142.57 |
142.15 |
-0.42 |
-0.3% |
143.11 |
High |
142.64 |
142.48 |
-0.16 |
-0.1% |
143.22 |
Low |
142.13 |
142.01 |
-0.12 |
-0.1% |
142.01 |
Close |
142.17 |
142.12 |
-0.05 |
0.0% |
142.12 |
Range |
0.51 |
0.47 |
-0.04 |
-7.8% |
1.21 |
ATR |
0.62 |
0.61 |
-0.01 |
-1.7% |
0.00 |
Volume |
298,305 |
446,478 |
148,173 |
49.7% |
2,101,038 |
|
Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.61 |
143.34 |
142.38 |
|
R3 |
143.14 |
142.87 |
142.25 |
|
R2 |
142.67 |
142.67 |
142.21 |
|
R1 |
142.40 |
142.40 |
142.16 |
142.30 |
PP |
142.20 |
142.20 |
142.20 |
142.16 |
S1 |
141.93 |
141.93 |
142.08 |
141.83 |
S2 |
141.73 |
141.73 |
142.03 |
|
S3 |
141.26 |
141.46 |
141.99 |
|
S4 |
140.79 |
140.99 |
141.86 |
|
|
Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.08 |
145.31 |
142.79 |
|
R3 |
144.87 |
144.10 |
142.45 |
|
R2 |
143.66 |
143.66 |
142.34 |
|
R1 |
142.89 |
142.89 |
142.23 |
142.67 |
PP |
142.45 |
142.45 |
142.45 |
142.34 |
S1 |
141.68 |
141.68 |
142.01 |
141.46 |
S2 |
141.24 |
141.24 |
141.90 |
|
S3 |
140.03 |
140.47 |
141.79 |
|
S4 |
138.82 |
139.26 |
141.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
143.45 |
142.01 |
1.44 |
1.0% |
0.53 |
0.4% |
8% |
False |
True |
501,515 |
10 |
143.48 |
142.01 |
1.47 |
1.0% |
0.50 |
0.3% |
7% |
False |
True |
529,717 |
20 |
143.48 |
140.52 |
2.96 |
2.1% |
0.57 |
0.4% |
54% |
False |
False |
563,657 |
40 |
143.48 |
139.45 |
4.03 |
2.8% |
0.61 |
0.4% |
66% |
False |
False |
617,356 |
60 |
143.48 |
138.41 |
5.07 |
3.6% |
0.70 |
0.5% |
73% |
False |
False |
638,736 |
80 |
143.48 |
138.41 |
5.07 |
3.6% |
0.74 |
0.5% |
73% |
False |
False |
480,905 |
100 |
144.49 |
138.41 |
6.08 |
4.3% |
0.71 |
0.5% |
61% |
False |
False |
384,838 |
120 |
144.49 |
138.26 |
6.23 |
4.4% |
0.69 |
0.5% |
62% |
False |
False |
320,709 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.48 |
2.618 |
143.71 |
1.618 |
143.24 |
1.000 |
142.95 |
0.618 |
142.77 |
HIGH |
142.48 |
0.618 |
142.30 |
0.500 |
142.25 |
0.382 |
142.19 |
LOW |
142.01 |
0.618 |
141.72 |
1.000 |
141.54 |
1.618 |
141.25 |
2.618 |
140.78 |
4.250 |
140.01 |
|
|
Fisher Pivots for day following 23-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
142.25 |
142.62 |
PP |
142.20 |
142.45 |
S1 |
142.16 |
142.29 |
|