Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 05-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
142.48 |
142.60 |
0.12 |
0.1% |
142.23 |
High |
142.79 |
143.37 |
0.58 |
0.4% |
143.15 |
Low |
142.33 |
142.54 |
0.21 |
0.1% |
141.84 |
Close |
142.74 |
143.28 |
0.54 |
0.4% |
142.79 |
Range |
0.46 |
0.83 |
0.37 |
80.4% |
1.31 |
ATR |
0.60 |
0.62 |
0.02 |
2.7% |
0.00 |
Volume |
563,214 |
34,949 |
-528,265 |
-93.8% |
4,084,443 |
|
Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.55 |
145.25 |
143.74 |
|
R3 |
144.72 |
144.42 |
143.51 |
|
R2 |
143.89 |
143.89 |
143.43 |
|
R1 |
143.59 |
143.59 |
143.36 |
143.74 |
PP |
143.06 |
143.06 |
143.06 |
143.14 |
S1 |
142.76 |
142.76 |
143.20 |
142.91 |
S2 |
142.23 |
142.23 |
143.13 |
|
S3 |
141.40 |
141.93 |
143.05 |
|
S4 |
140.57 |
141.10 |
142.82 |
|
|
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 |
143.37 |
142.07 |
1.30 |
0.9% |
0.61 |
0.4% |
93% |
True |
False |
764,235 |
10 |
143.37 |
141.84 |
1.53 |
1.1% |
0.57 |
0.4% |
94% |
True |
False |
667,700 |
20 |
143.48 |
141.77 |
1.71 |
1.2% |
0.57 |
0.4% |
88% |
False |
False |
636,181 |
40 |
143.48 |
139.45 |
4.03 |
2.8% |
0.61 |
0.4% |
95% |
False |
False |
647,462 |
60 |
143.48 |
138.41 |
5.07 |
3.5% |
0.66 |
0.5% |
96% |
False |
False |
654,914 |
80 |
143.48 |
138.41 |
5.07 |
3.5% |
0.70 |
0.5% |
96% |
False |
False |
554,932 |
100 |
144.49 |
138.41 |
6.08 |
4.2% |
0.73 |
0.5% |
80% |
False |
False |
444,145 |
120 |
144.49 |
138.26 |
6.23 |
4.3% |
0.68 |
0.5% |
81% |
False |
False |
370,143 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.90 |
2.618 |
145.54 |
1.618 |
144.71 |
1.000 |
144.20 |
0.618 |
143.88 |
HIGH |
143.37 |
0.618 |
143.05 |
0.500 |
142.96 |
0.382 |
142.86 |
LOW |
142.54 |
0.618 |
142.03 |
1.000 |
141.71 |
1.618 |
141.20 |
2.618 |
140.37 |
4.250 |
139.01 |
|
|
Fisher Pivots for day following 05-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
143.17 |
143.09 |
PP |
143.06 |
142.91 |
S1 |
142.96 |
142.72 |
|