Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 28-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
142.12 |
142.40 |
0.28 |
0.2% |
143.11 |
High |
142.36 |
143.15 |
0.79 |
0.6% |
143.22 |
Low |
141.84 |
142.32 |
0.48 |
0.3% |
142.01 |
Close |
142.23 |
142.95 |
0.72 |
0.5% |
142.12 |
Range |
0.52 |
0.83 |
0.31 |
59.6% |
1.21 |
ATR |
0.59 |
0.62 |
0.02 |
3.9% |
0.00 |
Volume |
782,638 |
687,399 |
-95,239 |
-12.2% |
2,101,038 |
|
Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.30 |
144.95 |
143.41 |
|
R3 |
144.47 |
144.12 |
143.18 |
|
R2 |
143.64 |
143.64 |
143.10 |
|
R1 |
143.29 |
143.29 |
143.03 |
143.47 |
PP |
142.81 |
142.81 |
142.81 |
142.89 |
S1 |
142.46 |
142.46 |
142.87 |
142.64 |
S2 |
141.98 |
141.98 |
142.80 |
|
S3 |
141.15 |
141.63 |
142.72 |
|
S4 |
140.32 |
140.80 |
142.49 |
|
|
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 |
143.15 |
141.84 |
1.31 |
0.9% |
0.54 |
0.4% |
85% |
True |
False |
571,166 |
10 |
143.45 |
141.84 |
1.61 |
1.1% |
0.54 |
0.4% |
69% |
False |
False |
573,112 |
20 |
143.48 |
141.18 |
2.30 |
1.6% |
0.55 |
0.4% |
77% |
False |
False |
583,272 |
40 |
143.48 |
139.45 |
4.03 |
2.8% |
0.61 |
0.4% |
87% |
False |
False |
628,151 |
60 |
143.48 |
138.41 |
5.07 |
3.5% |
0.69 |
0.5% |
90% |
False |
False |
651,968 |
80 |
143.48 |
138.41 |
5.07 |
3.5% |
0.70 |
0.5% |
90% |
False |
False |
507,283 |
100 |
144.49 |
138.41 |
6.08 |
4.3% |
0.71 |
0.5% |
75% |
False |
False |
405,946 |
120 |
144.49 |
138.26 |
6.23 |
4.4% |
0.69 |
0.5% |
75% |
False |
False |
338,301 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.68 |
2.618 |
145.32 |
1.618 |
144.49 |
1.000 |
143.98 |
0.618 |
143.66 |
HIGH |
143.15 |
0.618 |
142.83 |
0.500 |
142.74 |
0.382 |
142.64 |
LOW |
142.32 |
0.618 |
141.81 |
1.000 |
141.49 |
1.618 |
140.98 |
2.618 |
140.15 |
4.250 |
138.79 |
|
|
Fisher Pivots for day following 28-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
142.88 |
142.80 |
PP |
142.81 |
142.65 |
S1 |
142.74 |
142.50 |
|