Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 04-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
142.89 |
142.48 |
-0.41 |
-0.3% |
142.23 |
High |
143.05 |
142.79 |
-0.26 |
-0.2% |
143.15 |
Low |
142.07 |
142.33 |
0.26 |
0.2% |
141.84 |
Close |
142.51 |
142.74 |
0.23 |
0.2% |
142.79 |
Range |
0.98 |
0.46 |
-0.52 |
-53.1% |
1.31 |
ATR |
0.61 |
0.60 |
-0.01 |
-1.8% |
0.00 |
Volume |
1,249,618 |
563,214 |
-686,404 |
-54.9% |
4,084,443 |
|
Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.00 |
143.83 |
142.99 |
|
R3 |
143.54 |
143.37 |
142.87 |
|
R2 |
143.08 |
143.08 |
142.82 |
|
R1 |
142.91 |
142.91 |
142.78 |
143.00 |
PP |
142.62 |
142.62 |
142.62 |
142.66 |
S1 |
142.45 |
142.45 |
142.70 |
142.54 |
S2 |
142.16 |
142.16 |
142.66 |
|
S3 |
141.70 |
141.99 |
142.61 |
|
S4 |
141.24 |
141.53 |
142.49 |
|
|
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 |
142.07 |
1.08 |
0.8% |
0.61 |
0.4% |
62% |
False |
False |
894,725 |
10 |
143.22 |
141.84 |
1.38 |
1.0% |
0.58 |
0.4% |
65% |
False |
False |
731,557 |
20 |
143.48 |
141.65 |
1.83 |
1.3% |
0.56 |
0.4% |
60% |
False |
False |
661,071 |
40 |
143.48 |
139.45 |
4.03 |
2.8% |
0.60 |
0.4% |
82% |
False |
False |
662,714 |
60 |
143.48 |
138.41 |
5.07 |
3.6% |
0.66 |
0.5% |
85% |
False |
False |
663,997 |
80 |
143.48 |
138.41 |
5.07 |
3.6% |
0.70 |
0.5% |
85% |
False |
False |
554,497 |
100 |
144.49 |
138.41 |
6.08 |
4.3% |
0.72 |
0.5% |
71% |
False |
False |
443,796 |
120 |
144.49 |
138.26 |
6.23 |
4.4% |
0.69 |
0.5% |
72% |
False |
False |
369,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.75 |
2.618 |
143.99 |
1.618 |
143.53 |
1.000 |
143.25 |
0.618 |
143.07 |
HIGH |
142.79 |
0.618 |
142.61 |
0.500 |
142.56 |
0.382 |
142.51 |
LOW |
142.33 |
0.618 |
142.05 |
1.000 |
141.87 |
1.618 |
141.59 |
2.618 |
141.13 |
4.250 |
140.38 |
|
|
Fisher Pivots for day following 04-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
142.68 |
142.69 |
PP |
142.62 |
142.64 |
S1 |
142.56 |
142.60 |
|