Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 11-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2012 |
11-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
143.00 |
143.35 |
0.35 |
0.2% |
143.03 |
High |
143.08 |
143.40 |
0.32 |
0.2% |
143.50 |
Low |
142.58 |
142.51 |
-0.07 |
0.0% |
142.26 |
Close |
142.74 |
142.67 |
-0.07 |
0.0% |
142.40 |
Range |
0.50 |
0.89 |
0.39 |
78.0% |
1.24 |
ATR |
0.76 |
0.77 |
0.01 |
1.2% |
0.00 |
Volume |
20,474 |
2,552 |
-17,922 |
-87.5% |
9,776 |
|
Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.53 |
144.99 |
143.16 |
|
R3 |
144.64 |
144.10 |
142.91 |
|
R2 |
143.75 |
143.75 |
142.83 |
|
R1 |
143.21 |
143.21 |
142.75 |
143.04 |
PP |
142.86 |
142.86 |
142.86 |
142.77 |
S1 |
142.32 |
142.32 |
142.59 |
142.15 |
S2 |
141.97 |
141.97 |
142.51 |
|
S3 |
141.08 |
141.43 |
142.43 |
|
S4 |
140.19 |
140.54 |
142.18 |
|
|
Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.44 |
145.66 |
143.08 |
|
R3 |
145.20 |
144.42 |
142.74 |
|
R2 |
143.96 |
143.96 |
142.63 |
|
R1 |
143.18 |
143.18 |
142.51 |
142.95 |
PP |
142.72 |
142.72 |
142.72 |
142.61 |
S1 |
141.94 |
141.94 |
142.29 |
141.71 |
S2 |
141.48 |
141.48 |
142.17 |
|
S3 |
140.24 |
140.70 |
142.06 |
|
S4 |
139.00 |
139.46 |
141.72 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.18 |
2.618 |
145.73 |
1.618 |
144.84 |
1.000 |
144.29 |
0.618 |
143.95 |
HIGH |
143.40 |
0.618 |
143.06 |
0.500 |
142.96 |
0.382 |
142.85 |
LOW |
142.51 |
0.618 |
141.96 |
1.000 |
141.62 |
1.618 |
141.07 |
2.618 |
140.18 |
4.250 |
138.73 |
|
|
Fisher Pivots for day following 11-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
142.96 |
142.95 |
PP |
142.86 |
142.86 |
S1 |
142.77 |
142.76 |
|