Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 19-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
145.06 |
144.95 |
-0.11 |
-0.1% |
145.14 |
High |
145.21 |
144.96 |
-0.25 |
-0.2% |
145.23 |
Low |
144.78 |
144.66 |
-0.12 |
-0.1% |
144.55 |
Close |
145.08 |
144.77 |
-0.31 |
-0.2% |
145.08 |
Range |
0.43 |
0.30 |
-0.13 |
-30.2% |
0.68 |
ATR |
0.63 |
0.61 |
-0.01 |
-2.4% |
0.00 |
Volume |
5,047 |
6,380 |
1,333 |
26.4% |
32,216 |
|
Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.70 |
145.53 |
144.94 |
|
R3 |
145.40 |
145.23 |
144.85 |
|
R2 |
145.10 |
145.10 |
144.83 |
|
R1 |
144.93 |
144.93 |
144.80 |
144.87 |
PP |
144.80 |
144.80 |
144.80 |
144.76 |
S1 |
144.63 |
144.63 |
144.74 |
144.57 |
S2 |
144.50 |
144.50 |
144.72 |
|
S3 |
144.20 |
144.33 |
144.69 |
|
S4 |
143.90 |
144.03 |
144.61 |
|
|
Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.99 |
146.72 |
145.45 |
|
R3 |
146.31 |
146.04 |
145.27 |
|
R2 |
145.63 |
145.63 |
145.20 |
|
R1 |
145.36 |
145.36 |
145.14 |
145.16 |
PP |
144.95 |
144.95 |
144.95 |
144.85 |
S1 |
144.68 |
144.68 |
145.02 |
144.48 |
S2 |
144.27 |
144.27 |
144.96 |
|
S3 |
143.59 |
144.00 |
144.89 |
|
S4 |
142.91 |
143.32 |
144.71 |
|
|
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% |
0.45 |
0.3% |
32% |
False |
False |
6,990 |
10 |
145.23 |
143.28 |
1.95 |
1.3% |
0.55 |
0.4% |
76% |
False |
False |
6,768 |
20 |
145.23 |
141.34 |
3.89 |
2.7% |
0.57 |
0.4% |
88% |
False |
False |
5,008 |
40 |
145.23 |
140.95 |
4.28 |
3.0% |
0.61 |
0.4% |
89% |
False |
False |
3,859 |
60 |
145.23 |
139.73 |
5.50 |
3.8% |
0.66 |
0.5% |
92% |
False |
False |
4,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.24 |
2.618 |
145.75 |
1.618 |
145.45 |
1.000 |
145.26 |
0.618 |
145.15 |
HIGH |
144.96 |
0.618 |
144.85 |
0.500 |
144.81 |
0.382 |
144.77 |
LOW |
144.66 |
0.618 |
144.47 |
1.000 |
144.36 |
1.618 |
144.17 |
2.618 |
143.87 |
4.250 |
143.39 |
|
|
Fisher Pivots for day following 19-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
144.81 |
144.94 |
PP |
144.80 |
144.88 |
S1 |
144.78 |
144.83 |
|