Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 15-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
144.93 |
145.09 |
0.16 |
0.1% |
143.80 |
High |
145.17 |
145.09 |
-0.08 |
-0.1% |
145.22 |
Low |
144.55 |
144.67 |
0.12 |
0.1% |
143.28 |
Close |
144.90 |
144.89 |
-0.01 |
0.0% |
144.86 |
Range |
0.62 |
0.42 |
-0.20 |
-32.3% |
1.94 |
ATR |
0.66 |
0.64 |
-0.02 |
-2.6% |
0.00 |
Volume |
9,765 |
6,788 |
-2,977 |
-30.5% |
33,721 |
|
Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.14 |
145.94 |
145.12 |
|
R3 |
145.72 |
145.52 |
145.01 |
|
R2 |
145.30 |
145.30 |
144.97 |
|
R1 |
145.10 |
145.10 |
144.93 |
144.99 |
PP |
144.88 |
144.88 |
144.88 |
144.83 |
S1 |
144.68 |
144.68 |
144.85 |
144.57 |
S2 |
144.46 |
144.46 |
144.81 |
|
S3 |
144.04 |
144.26 |
144.77 |
|
S4 |
143.62 |
143.84 |
144.66 |
|
|
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 |
144.55 |
0.68 |
0.5% |
0.49 |
0.3% |
50% |
False |
False |
7,647 |
10 |
145.23 |
143.00 |
2.23 |
1.5% |
0.58 |
0.4% |
85% |
False |
False |
6,366 |
20 |
145.23 |
141.10 |
4.13 |
2.9% |
0.59 |
0.4% |
92% |
False |
False |
4,894 |
40 |
145.23 |
140.95 |
4.28 |
3.0% |
0.61 |
0.4% |
92% |
False |
False |
3,614 |
60 |
145.23 |
139.73 |
5.50 |
3.8% |
0.67 |
0.5% |
94% |
False |
False |
3,919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.88 |
2.618 |
146.19 |
1.618 |
145.77 |
1.000 |
145.51 |
0.618 |
145.35 |
HIGH |
145.09 |
0.618 |
144.93 |
0.500 |
144.88 |
0.382 |
144.83 |
LOW |
144.67 |
0.618 |
144.41 |
1.000 |
144.25 |
1.618 |
143.99 |
2.618 |
143.57 |
4.250 |
142.89 |
|
|
Fisher Pivots for day following 15-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
144.89 |
144.89 |
PP |
144.88 |
144.89 |
S1 |
144.88 |
144.89 |
|