Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 22-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
141.33 |
141.67 |
0.34 |
0.2% |
143.37 |
High |
141.92 |
141.69 |
-0.23 |
-0.2% |
143.37 |
Low |
141.33 |
141.10 |
-0.23 |
-0.2% |
140.95 |
Close |
141.54 |
141.29 |
-0.25 |
-0.2% |
141.54 |
Range |
0.59 |
0.59 |
0.00 |
0.0% |
2.42 |
ATR |
0.78 |
0.76 |
-0.01 |
-1.7% |
0.00 |
Volume |
5,149 |
4,012 |
-1,137 |
-22.1% |
10,003 |
|
Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.13 |
142.80 |
141.61 |
|
R3 |
142.54 |
142.21 |
141.45 |
|
R2 |
141.95 |
141.95 |
141.40 |
|
R1 |
141.62 |
141.62 |
141.34 |
141.49 |
PP |
141.36 |
141.36 |
141.36 |
141.30 |
S1 |
141.03 |
141.03 |
141.24 |
140.90 |
S2 |
140.77 |
140.77 |
141.18 |
|
S3 |
140.18 |
140.44 |
141.13 |
|
S4 |
139.59 |
139.85 |
140.97 |
|
|
Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149.21 |
147.80 |
142.87 |
|
R3 |
146.79 |
145.38 |
142.21 |
|
R2 |
144.37 |
144.37 |
141.98 |
|
R1 |
142.96 |
142.96 |
141.76 |
142.46 |
PP |
141.95 |
141.95 |
141.95 |
141.70 |
S1 |
140.54 |
140.54 |
141.32 |
140.04 |
S2 |
139.53 |
139.53 |
141.10 |
|
S3 |
137.11 |
138.12 |
140.87 |
|
S4 |
134.69 |
135.70 |
140.21 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.20 |
2.618 |
143.23 |
1.618 |
142.64 |
1.000 |
142.28 |
0.618 |
142.05 |
HIGH |
141.69 |
0.618 |
141.46 |
0.500 |
141.40 |
0.382 |
141.33 |
LOW |
141.10 |
0.618 |
140.74 |
1.000 |
140.51 |
1.618 |
140.15 |
2.618 |
139.56 |
4.250 |
138.59 |
|
|
Fisher Pivots for day following 22-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
141.40 |
141.44 |
PP |
141.36 |
141.39 |
S1 |
141.33 |
141.34 |
|