Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 06-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
142.60 |
143.24 |
0.64 |
0.4% |
142.23 |
High |
143.37 |
143.39 |
0.02 |
0.0% |
143.15 |
Low |
142.54 |
143.14 |
0.60 |
0.4% |
141.84 |
Close |
143.28 |
143.38 |
0.10 |
0.1% |
142.79 |
Range |
0.83 |
0.25 |
-0.58 |
-69.9% |
1.31 |
ATR |
0.62 |
0.59 |
-0.03 |
-4.3% |
0.00 |
Volume |
34,949 |
34,949 |
0 |
0.0% |
4,084,443 |
|
Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.05 |
143.97 |
143.52 |
|
R3 |
143.80 |
143.72 |
143.45 |
|
R2 |
143.55 |
143.55 |
143.43 |
|
R1 |
143.47 |
143.47 |
143.40 |
143.51 |
PP |
143.30 |
143.30 |
143.30 |
143.33 |
S1 |
143.22 |
143.22 |
143.36 |
143.26 |
S2 |
143.05 |
143.05 |
143.33 |
|
S3 |
142.80 |
142.97 |
143.31 |
|
S4 |
142.55 |
142.72 |
143.24 |
|
|
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 |
143.39 |
142.07 |
1.32 |
0.9% |
0.58 |
0.4% |
99% |
True |
False |
628,909 |
10 |
143.39 |
141.84 |
1.55 |
1.1% |
0.55 |
0.4% |
99% |
True |
False |
641,365 |
20 |
143.48 |
141.84 |
1.64 |
1.1% |
0.53 |
0.4% |
94% |
False |
False |
600,573 |
40 |
143.48 |
139.45 |
4.03 |
2.8% |
0.61 |
0.4% |
98% |
False |
False |
631,667 |
60 |
143.48 |
138.41 |
5.07 |
3.5% |
0.64 |
0.4% |
98% |
False |
False |
642,916 |
80 |
143.48 |
138.41 |
5.07 |
3.5% |
0.70 |
0.5% |
98% |
False |
False |
555,357 |
100 |
144.49 |
138.41 |
6.08 |
4.2% |
0.73 |
0.5% |
82% |
False |
False |
444,495 |
120 |
144.49 |
138.26 |
6.23 |
4.3% |
0.68 |
0.5% |
82% |
False |
False |
370,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.45 |
2.618 |
144.04 |
1.618 |
143.79 |
1.000 |
143.64 |
0.618 |
143.54 |
HIGH |
143.39 |
0.618 |
143.29 |
0.500 |
143.27 |
0.382 |
143.24 |
LOW |
143.14 |
0.618 |
142.99 |
1.000 |
142.89 |
1.618 |
142.74 |
2.618 |
142.49 |
4.250 |
142.08 |
|
|
Fisher Pivots for day following 06-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
143.34 |
143.21 |
PP |
143.30 |
143.03 |
S1 |
143.27 |
142.86 |
|