Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 16-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2012 |
16-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
143.37 |
142.93 |
-0.44 |
-0.3% |
142.59 |
High |
143.37 |
143.00 |
-0.37 |
-0.3% |
143.50 |
Low |
143.00 |
142.15 |
-0.85 |
-0.6% |
142.50 |
Close |
143.13 |
142.27 |
-0.86 |
-0.6% |
143.28 |
Range |
0.37 |
0.85 |
0.48 |
129.7% |
1.00 |
ATR |
0.74 |
0.76 |
0.02 |
2.3% |
0.00 |
Volume |
1,188 |
561 |
-627 |
-52.8% |
26,224 |
|
Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.02 |
144.50 |
142.74 |
|
R3 |
144.17 |
143.65 |
142.50 |
|
R2 |
143.32 |
143.32 |
142.43 |
|
R1 |
142.80 |
142.80 |
142.35 |
142.64 |
PP |
142.47 |
142.47 |
142.47 |
142.39 |
S1 |
141.95 |
141.95 |
142.19 |
141.79 |
S2 |
141.62 |
141.62 |
142.11 |
|
S3 |
140.77 |
141.10 |
142.04 |
|
S4 |
139.92 |
140.25 |
141.80 |
|
|
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 |
146.61 |
2.618 |
145.23 |
1.618 |
144.38 |
1.000 |
143.85 |
0.618 |
143.53 |
HIGH |
143.00 |
0.618 |
142.68 |
0.500 |
142.58 |
0.382 |
142.47 |
LOW |
142.15 |
0.618 |
141.62 |
1.000 |
141.30 |
1.618 |
140.77 |
2.618 |
139.92 |
4.250 |
138.54 |
|
|
Fisher Pivots for day following 16-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
142.58 |
142.83 |
PP |
142.47 |
142.64 |
S1 |
142.37 |
142.46 |
|