Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 24-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
141.39 |
141.45 |
0.06 |
0.0% |
143.37 |
High |
141.98 |
142.13 |
0.15 |
0.1% |
143.37 |
Low |
141.34 |
141.45 |
0.11 |
0.1% |
140.95 |
Close |
141.84 |
141.98 |
0.14 |
0.1% |
141.54 |
Range |
0.64 |
0.68 |
0.04 |
6.3% |
2.42 |
ATR |
0.76 |
0.75 |
-0.01 |
-0.7% |
0.00 |
Volume |
9,635 |
7,356 |
-2,279 |
-23.7% |
10,003 |
|
Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.89 |
143.62 |
142.35 |
|
R3 |
143.21 |
142.94 |
142.17 |
|
R2 |
142.53 |
142.53 |
142.10 |
|
R1 |
142.26 |
142.26 |
142.04 |
142.40 |
PP |
141.85 |
141.85 |
141.85 |
141.92 |
S1 |
141.58 |
141.58 |
141.92 |
141.72 |
S2 |
141.17 |
141.17 |
141.86 |
|
S3 |
140.49 |
140.90 |
141.79 |
|
S4 |
139.81 |
140.22 |
141.61 |
|
|
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 |
145.02 |
2.618 |
143.91 |
1.618 |
143.23 |
1.000 |
142.81 |
0.618 |
142.55 |
HIGH |
142.13 |
0.618 |
141.87 |
0.500 |
141.79 |
0.382 |
141.71 |
LOW |
141.45 |
0.618 |
141.03 |
1.000 |
140.77 |
1.618 |
140.35 |
2.618 |
139.67 |
4.250 |
138.56 |
|
|
Fisher Pivots for day following 24-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
141.92 |
141.86 |
PP |
141.85 |
141.74 |
S1 |
141.79 |
141.62 |
|