Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 17-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
142.93 |
141.85 |
-1.08 |
-0.8% |
142.59 |
High |
143.00 |
141.88 |
-1.12 |
-0.8% |
143.50 |
Low |
142.15 |
140.98 |
-1.17 |
-0.8% |
142.50 |
Close |
142.27 |
141.14 |
-1.13 |
-0.8% |
143.28 |
Range |
0.85 |
0.90 |
0.05 |
5.9% |
1.00 |
ATR |
0.76 |
0.80 |
0.04 |
5.0% |
0.00 |
Volume |
561 |
825 |
264 |
47.1% |
26,224 |
|
Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.03 |
143.49 |
141.64 |
|
R3 |
143.13 |
142.59 |
141.39 |
|
R2 |
142.23 |
142.23 |
141.31 |
|
R1 |
141.69 |
141.69 |
141.22 |
141.51 |
PP |
141.33 |
141.33 |
141.33 |
141.25 |
S1 |
140.79 |
140.79 |
141.06 |
140.61 |
S2 |
140.43 |
140.43 |
140.98 |
|
S3 |
139.53 |
139.89 |
140.89 |
|
S4 |
138.63 |
138.99 |
140.65 |
|
|
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 |
145.71 |
2.618 |
144.24 |
1.618 |
143.34 |
1.000 |
142.78 |
0.618 |
142.44 |
HIGH |
141.88 |
0.618 |
141.54 |
0.500 |
141.43 |
0.382 |
141.32 |
LOW |
140.98 |
0.618 |
140.42 |
1.000 |
140.08 |
1.618 |
139.52 |
2.618 |
138.62 |
4.250 |
137.16 |
|
|
Fisher Pivots for day following 17-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
141.43 |
142.18 |
PP |
141.33 |
141.83 |
S1 |
141.24 |
141.49 |
|