Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 12-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2012 |
12-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
143.35 |
142.99 |
-0.36 |
-0.3% |
142.59 |
High |
143.40 |
143.50 |
0.10 |
0.1% |
143.50 |
Low |
142.51 |
142.75 |
0.24 |
0.2% |
142.50 |
Close |
142.67 |
143.28 |
0.61 |
0.4% |
143.28 |
Range |
0.89 |
0.75 |
-0.14 |
-15.7% |
1.00 |
ATR |
0.77 |
0.77 |
0.00 |
0.6% |
0.00 |
Volume |
2,552 |
1,313 |
-1,239 |
-48.6% |
26,224 |
|
Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.43 |
145.10 |
143.69 |
|
R3 |
144.68 |
144.35 |
143.49 |
|
R2 |
143.93 |
143.93 |
143.42 |
|
R1 |
143.60 |
143.60 |
143.35 |
143.77 |
PP |
143.18 |
143.18 |
143.18 |
143.26 |
S1 |
142.85 |
142.85 |
143.21 |
143.02 |
S2 |
142.43 |
142.43 |
143.14 |
|
S3 |
141.68 |
142.10 |
143.07 |
|
S4 |
140.93 |
141.35 |
142.87 |
|
|
Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.09 |
145.69 |
143.83 |
|
R3 |
145.09 |
144.69 |
143.56 |
|
R2 |
144.09 |
144.09 |
143.46 |
|
R1 |
143.69 |
143.69 |
143.37 |
143.89 |
PP |
143.09 |
143.09 |
143.09 |
143.20 |
S1 |
142.69 |
142.69 |
143.19 |
142.89 |
S2 |
142.09 |
142.09 |
143.10 |
|
S3 |
141.09 |
141.69 |
143.01 |
|
S4 |
140.09 |
140.69 |
142.73 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.69 |
2.618 |
145.46 |
1.618 |
144.71 |
1.000 |
144.25 |
0.618 |
143.96 |
HIGH |
143.50 |
0.618 |
143.21 |
0.500 |
143.13 |
0.382 |
143.04 |
LOW |
142.75 |
0.618 |
142.29 |
1.000 |
142.00 |
1.618 |
141.54 |
2.618 |
140.79 |
4.250 |
139.56 |
|
|
Fisher Pivots for day following 12-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
143.23 |
143.19 |
PP |
143.18 |
143.10 |
S1 |
143.13 |
143.01 |
|