Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 29-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2012 |
29-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
142.20 |
142.75 |
0.55 |
0.4% |
141.67 |
High |
142.62 |
143.48 |
0.86 |
0.6% |
142.62 |
Low |
142.09 |
142.73 |
0.64 |
0.5% |
141.10 |
Close |
142.36 |
143.29 |
0.93 |
0.7% |
142.36 |
Range |
0.53 |
0.75 |
0.22 |
41.5% |
1.52 |
ATR |
0.74 |
0.77 |
0.03 |
3.7% |
0.00 |
Volume |
1,503 |
2,109 |
606 |
40.3% |
23,507 |
|
Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.42 |
145.10 |
143.70 |
|
R3 |
144.67 |
144.35 |
143.50 |
|
R2 |
143.92 |
143.92 |
143.43 |
|
R1 |
143.60 |
143.60 |
143.36 |
143.76 |
PP |
143.17 |
143.17 |
143.17 |
143.25 |
S1 |
142.85 |
142.85 |
143.22 |
143.01 |
S2 |
142.42 |
142.42 |
143.15 |
|
S3 |
141.67 |
142.10 |
143.08 |
|
S4 |
140.92 |
141.35 |
142.88 |
|
|
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 |
146.67 |
2.618 |
145.44 |
1.618 |
144.69 |
1.000 |
144.23 |
0.618 |
143.94 |
HIGH |
143.48 |
0.618 |
143.19 |
0.500 |
143.11 |
0.382 |
143.02 |
LOW |
142.73 |
0.618 |
142.27 |
1.000 |
141.98 |
1.618 |
141.52 |
2.618 |
140.77 |
4.250 |
139.54 |
|
|
Fisher Pivots for day following 29-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
143.23 |
143.01 |
PP |
143.17 |
142.72 |
S1 |
143.11 |
142.44 |
|