Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 14-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
145.02 |
144.93 |
-0.09 |
-0.1% |
143.80 |
High |
145.23 |
145.17 |
-0.06 |
0.0% |
145.22 |
Low |
144.75 |
144.55 |
-0.20 |
-0.1% |
143.28 |
Close |
144.88 |
144.90 |
0.02 |
0.0% |
144.86 |
Range |
0.48 |
0.62 |
0.14 |
29.2% |
1.94 |
ATR |
0.66 |
0.66 |
0.00 |
-0.5% |
0.00 |
Volume |
6,973 |
9,765 |
2,792 |
40.0% |
33,721 |
|
Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.73 |
146.44 |
145.24 |
|
R3 |
146.11 |
145.82 |
145.07 |
|
R2 |
145.49 |
145.49 |
145.01 |
|
R1 |
145.20 |
145.20 |
144.96 |
145.04 |
PP |
144.87 |
144.87 |
144.87 |
144.79 |
S1 |
144.58 |
144.58 |
144.84 |
144.42 |
S2 |
144.25 |
144.25 |
144.79 |
|
S3 |
143.63 |
143.96 |
144.73 |
|
S4 |
143.01 |
143.34 |
144.56 |
|
|
Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150.27 |
149.51 |
145.93 |
|
R3 |
148.33 |
147.57 |
145.39 |
|
R2 |
146.39 |
146.39 |
145.22 |
|
R1 |
145.63 |
145.63 |
145.04 |
146.01 |
PP |
144.45 |
144.45 |
144.45 |
144.65 |
S1 |
143.69 |
143.69 |
144.68 |
144.07 |
S2 |
142.51 |
142.51 |
144.50 |
|
S3 |
140.57 |
141.75 |
144.33 |
|
S4 |
138.63 |
139.81 |
143.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
145.23 |
144.28 |
0.95 |
0.7% |
0.53 |
0.4% |
65% |
False |
False |
6,967 |
10 |
145.23 |
143.00 |
2.23 |
1.5% |
0.57 |
0.4% |
85% |
False |
False |
5,809 |
20 |
145.23 |
140.95 |
4.28 |
3.0% |
0.59 |
0.4% |
92% |
False |
False |
4,669 |
40 |
145.23 |
140.95 |
4.28 |
3.0% |
0.61 |
0.4% |
92% |
False |
False |
3,446 |
60 |
145.23 |
139.73 |
5.50 |
3.8% |
0.68 |
0.5% |
94% |
False |
False |
3,807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.81 |
2.618 |
146.79 |
1.618 |
146.17 |
1.000 |
145.79 |
0.618 |
145.55 |
HIGH |
145.17 |
0.618 |
144.93 |
0.500 |
144.86 |
0.382 |
144.79 |
LOW |
144.55 |
0.618 |
144.17 |
1.000 |
143.93 |
1.618 |
143.55 |
2.618 |
142.93 |
4.250 |
141.92 |
|
|
Fisher Pivots for day following 14-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
144.89 |
144.90 |
PP |
144.87 |
144.89 |
S1 |
144.86 |
144.89 |
|