Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 26-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
141.62 |
142.20 |
0.58 |
0.4% |
141.67 |
High |
141.95 |
142.62 |
0.67 |
0.5% |
142.62 |
Low |
141.40 |
142.09 |
0.69 |
0.5% |
141.10 |
Close |
141.86 |
142.36 |
0.50 |
0.4% |
142.36 |
Range |
0.55 |
0.53 |
-0.02 |
-3.6% |
1.52 |
ATR |
0.74 |
0.74 |
0.00 |
0.2% |
0.00 |
Volume |
1,001 |
1,503 |
502 |
50.1% |
23,507 |
|
Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.95 |
143.68 |
142.65 |
|
R3 |
143.42 |
143.15 |
142.51 |
|
R2 |
142.89 |
142.89 |
142.46 |
|
R1 |
142.62 |
142.62 |
142.41 |
142.76 |
PP |
142.36 |
142.36 |
142.36 |
142.42 |
S1 |
142.09 |
142.09 |
142.31 |
142.23 |
S2 |
141.83 |
141.83 |
142.26 |
|
S3 |
141.30 |
141.56 |
142.21 |
|
S4 |
140.77 |
141.03 |
142.07 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.59 |
145.99 |
143.20 |
|
R3 |
145.07 |
144.47 |
142.78 |
|
R2 |
143.55 |
143.55 |
142.64 |
|
R1 |
142.95 |
142.95 |
142.50 |
143.25 |
PP |
142.03 |
142.03 |
142.03 |
142.18 |
S1 |
141.43 |
141.43 |
142.22 |
141.73 |
S2 |
140.51 |
140.51 |
142.08 |
|
S3 |
138.99 |
139.91 |
141.94 |
|
S4 |
137.47 |
138.39 |
141.52 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.87 |
2.618 |
144.01 |
1.618 |
143.48 |
1.000 |
143.15 |
0.618 |
142.95 |
HIGH |
142.62 |
0.618 |
142.42 |
0.500 |
142.36 |
0.382 |
142.29 |
LOW |
142.09 |
0.618 |
141.76 |
1.000 |
141.56 |
1.618 |
141.23 |
2.618 |
140.70 |
4.250 |
139.84 |
|
|
Fisher Pivots for day following 26-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
142.36 |
142.24 |
PP |
142.36 |
142.13 |
S1 |
142.36 |
142.01 |
|