Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 26-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
142.15 |
142.23 |
0.08 |
0.1% |
143.11 |
High |
142.48 |
142.50 |
0.02 |
0.0% |
143.22 |
Low |
142.01 |
142.15 |
0.14 |
0.1% |
142.01 |
Close |
142.12 |
142.43 |
0.31 |
0.2% |
142.12 |
Range |
0.47 |
0.35 |
-0.12 |
-25.5% |
1.21 |
ATR |
0.61 |
0.59 |
-0.02 |
-2.7% |
0.00 |
Volume |
446,478 |
641,010 |
194,532 |
43.6% |
2,101,038 |
|
Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.41 |
143.27 |
142.62 |
|
R3 |
143.06 |
142.92 |
142.53 |
|
R2 |
142.71 |
142.71 |
142.49 |
|
R1 |
142.57 |
142.57 |
142.46 |
142.64 |
PP |
142.36 |
142.36 |
142.36 |
142.40 |
S1 |
142.22 |
142.22 |
142.40 |
142.29 |
S2 |
142.01 |
142.01 |
142.37 |
|
S3 |
141.66 |
141.87 |
142.33 |
|
S4 |
141.31 |
141.52 |
142.24 |
|
|
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 |
143.22 |
142.01 |
1.21 |
0.8% |
0.51 |
0.4% |
35% |
False |
False |
548,409 |
10 |
143.48 |
142.01 |
1.47 |
1.0% |
0.48 |
0.3% |
29% |
False |
False |
562,044 |
20 |
143.48 |
141.03 |
2.45 |
1.7% |
0.56 |
0.4% |
57% |
False |
False |
571,924 |
40 |
143.48 |
139.45 |
4.03 |
2.8% |
0.60 |
0.4% |
74% |
False |
False |
619,620 |
60 |
143.48 |
138.41 |
5.07 |
3.6% |
0.70 |
0.5% |
79% |
False |
False |
649,005 |
80 |
143.48 |
138.41 |
5.07 |
3.6% |
0.72 |
0.5% |
79% |
False |
False |
488,916 |
100 |
144.49 |
138.41 |
6.08 |
4.3% |
0.71 |
0.5% |
66% |
False |
False |
391,247 |
120 |
144.49 |
138.26 |
6.23 |
4.4% |
0.69 |
0.5% |
67% |
False |
False |
326,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.99 |
2.618 |
143.42 |
1.618 |
143.07 |
1.000 |
142.85 |
0.618 |
142.72 |
HIGH |
142.50 |
0.618 |
142.37 |
0.500 |
142.33 |
0.382 |
142.28 |
LOW |
142.15 |
0.618 |
141.93 |
1.000 |
141.80 |
1.618 |
141.58 |
2.618 |
141.23 |
4.250 |
140.66 |
|
|
Fisher Pivots for day following 26-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
142.40 |
142.40 |
PP |
142.36 |
142.36 |
S1 |
142.33 |
142.33 |
|