Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 30-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2012 |
30-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
142.80 |
142.88 |
0.08 |
0.1% |
142.23 |
High |
143.02 |
143.12 |
0.10 |
0.1% |
143.15 |
Low |
142.63 |
142.72 |
0.09 |
0.1% |
141.84 |
Close |
142.84 |
142.79 |
-0.05 |
0.0% |
142.79 |
Range |
0.39 |
0.40 |
0.01 |
2.6% |
1.31 |
ATR |
0.60 |
0.59 |
-0.01 |
-2.4% |
0.00 |
Volume |
711,578 |
1,261,818 |
550,240 |
77.3% |
4,084,443 |
|
Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.08 |
143.83 |
143.01 |
|
R3 |
143.68 |
143.43 |
142.90 |
|
R2 |
143.28 |
143.28 |
142.86 |
|
R1 |
143.03 |
143.03 |
142.83 |
142.96 |
PP |
142.88 |
142.88 |
142.88 |
142.84 |
S1 |
142.63 |
142.63 |
142.75 |
142.56 |
S2 |
142.48 |
142.48 |
142.72 |
|
S3 |
142.08 |
142.23 |
142.68 |
|
S4 |
141.68 |
141.83 |
142.57 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.52 |
145.97 |
143.51 |
|
R3 |
145.21 |
144.66 |
143.15 |
|
R2 |
143.90 |
143.90 |
143.03 |
|
R1 |
143.35 |
143.35 |
142.91 |
143.63 |
PP |
142.59 |
142.59 |
142.59 |
142.73 |
S1 |
142.04 |
142.04 |
142.67 |
142.32 |
S2 |
141.28 |
141.28 |
142.55 |
|
S3 |
139.97 |
140.73 |
142.43 |
|
S4 |
138.66 |
139.42 |
142.07 |
|
|
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% |
0.50 |
0.3% |
73% |
False |
False |
816,888 |
10 |
143.45 |
141.84 |
1.61 |
1.1% |
0.51 |
0.4% |
59% |
False |
False |
659,201 |
20 |
143.48 |
141.39 |
2.09 |
1.5% |
0.54 |
0.4% |
67% |
False |
False |
630,380 |
40 |
143.48 |
139.45 |
4.03 |
2.8% |
0.60 |
0.4% |
83% |
False |
False |
644,750 |
60 |
143.48 |
138.41 |
5.07 |
3.6% |
0.67 |
0.5% |
86% |
False |
False |
653,181 |
80 |
143.48 |
138.41 |
5.07 |
3.6% |
0.70 |
0.5% |
86% |
False |
False |
531,915 |
100 |
144.49 |
138.41 |
6.08 |
4.3% |
0.71 |
0.5% |
72% |
False |
False |
425,680 |
120 |
144.49 |
138.26 |
6.23 |
4.4% |
0.68 |
0.5% |
73% |
False |
False |
354,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.82 |
2.618 |
144.17 |
1.618 |
143.77 |
1.000 |
143.52 |
0.618 |
143.37 |
HIGH |
143.12 |
0.618 |
142.97 |
0.500 |
142.92 |
0.382 |
142.87 |
LOW |
142.72 |
0.618 |
142.47 |
1.000 |
142.32 |
1.618 |
142.07 |
2.618 |
141.67 |
4.250 |
141.02 |
|
|
Fisher Pivots for day following 30-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
142.92 |
142.77 |
PP |
142.88 |
142.75 |
S1 |
142.83 |
142.74 |
|