Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 03-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
142.88 |
142.89 |
0.01 |
0.0% |
142.23 |
High |
143.12 |
143.05 |
-0.07 |
0.0% |
143.15 |
Low |
142.72 |
142.07 |
-0.65 |
-0.5% |
141.84 |
Close |
142.79 |
142.51 |
-0.28 |
-0.2% |
142.79 |
Range |
0.40 |
0.98 |
0.58 |
145.0% |
1.31 |
ATR |
0.59 |
0.61 |
0.03 |
4.8% |
0.00 |
Volume |
1,261,818 |
1,249,618 |
-12,200 |
-1.0% |
4,084,443 |
|
Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.48 |
144.98 |
143.05 |
|
R3 |
144.50 |
144.00 |
142.78 |
|
R2 |
143.52 |
143.52 |
142.69 |
|
R1 |
143.02 |
143.02 |
142.60 |
142.78 |
PP |
142.54 |
142.54 |
142.54 |
142.43 |
S1 |
142.04 |
142.04 |
142.42 |
141.80 |
S2 |
141.56 |
141.56 |
142.33 |
|
S3 |
140.58 |
141.06 |
142.24 |
|
S4 |
139.60 |
140.08 |
141.97 |
|
|
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% |
0.62 |
0.4% |
51% |
False |
False |
938,610 |
10 |
143.22 |
141.84 |
1.38 |
1.0% |
0.57 |
0.4% |
49% |
False |
False |
743,509 |
20 |
143.48 |
141.65 |
1.83 |
1.3% |
0.56 |
0.4% |
47% |
False |
False |
659,547 |
40 |
143.48 |
139.45 |
4.03 |
2.8% |
0.60 |
0.4% |
76% |
False |
False |
665,031 |
60 |
143.48 |
138.41 |
5.07 |
3.6% |
0.66 |
0.5% |
81% |
False |
False |
664,274 |
80 |
143.48 |
138.41 |
5.07 |
3.6% |
0.70 |
0.5% |
81% |
False |
False |
547,530 |
100 |
144.49 |
138.41 |
6.08 |
4.3% |
0.72 |
0.5% |
67% |
False |
False |
438,174 |
120 |
144.49 |
138.26 |
6.23 |
4.4% |
0.69 |
0.5% |
68% |
False |
False |
365,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.22 |
2.618 |
145.62 |
1.618 |
144.64 |
1.000 |
144.03 |
0.618 |
143.66 |
HIGH |
143.05 |
0.618 |
142.68 |
0.500 |
142.56 |
0.382 |
142.44 |
LOW |
142.07 |
0.618 |
141.46 |
1.000 |
141.09 |
1.618 |
140.48 |
2.618 |
139.50 |
4.250 |
137.91 |
|
|
Fisher Pivots for day following 03-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
142.56 |
142.60 |
PP |
142.54 |
142.57 |
S1 |
142.53 |
142.54 |
|