Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 30-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2012 |
30-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
142.75 |
143.50 |
0.75 |
0.5% |
141.67 |
High |
143.48 |
143.55 |
0.07 |
0.0% |
142.62 |
Low |
142.73 |
142.95 |
0.22 |
0.2% |
141.10 |
Close |
143.29 |
143.12 |
-0.17 |
-0.1% |
142.36 |
Range |
0.75 |
0.60 |
-0.15 |
-20.0% |
1.52 |
ATR |
0.77 |
0.76 |
-0.01 |
-1.6% |
0.00 |
Volume |
2,109 |
991 |
-1,118 |
-53.0% |
23,507 |
|
Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.01 |
144.66 |
143.45 |
|
R3 |
144.41 |
144.06 |
143.29 |
|
R2 |
143.81 |
143.81 |
143.23 |
|
R1 |
143.46 |
143.46 |
143.18 |
143.34 |
PP |
143.21 |
143.21 |
143.21 |
143.14 |
S1 |
142.86 |
142.86 |
143.07 |
142.74 |
S2 |
142.61 |
142.61 |
143.01 |
|
S3 |
142.01 |
142.26 |
142.96 |
|
S4 |
141.41 |
141.66 |
142.79 |
|
|
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 |
146.10 |
2.618 |
145.12 |
1.618 |
144.52 |
1.000 |
144.15 |
0.618 |
143.92 |
HIGH |
143.55 |
0.618 |
143.32 |
0.500 |
143.25 |
0.382 |
143.18 |
LOW |
142.95 |
0.618 |
142.58 |
1.000 |
142.35 |
1.618 |
141.98 |
2.618 |
141.38 |
4.250 |
140.40 |
|
|
Fisher Pivots for day following 30-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
143.25 |
143.02 |
PP |
143.21 |
142.92 |
S1 |
143.16 |
142.82 |
|