Euro Bund Future March 2013
| Trading Metrics calculated at close of trading on 22-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
22-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
144.22 |
143.85 |
-0.37 |
-0.3% |
145.14 |
| High |
144.30 |
143.90 |
-0.40 |
-0.3% |
145.23 |
| Low |
143.80 |
143.69 |
-0.11 |
-0.1% |
144.55 |
| Close |
143.83 |
143.81 |
-0.02 |
0.0% |
145.08 |
| Range |
0.50 |
0.21 |
-0.29 |
-58.0% |
0.68 |
| ATR |
0.63 |
0.60 |
-0.03 |
-4.8% |
0.00 |
| Volume |
22,695 |
9,365 |
-13,330 |
-58.7% |
32,216 |
|
| Daily Pivots for day following 22-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.43 |
144.33 |
143.93 |
|
| R3 |
144.22 |
144.12 |
143.87 |
|
| R2 |
144.01 |
144.01 |
143.85 |
|
| R1 |
143.91 |
143.91 |
143.83 |
143.86 |
| PP |
143.80 |
143.80 |
143.80 |
143.77 |
| S1 |
143.70 |
143.70 |
143.79 |
143.65 |
| S2 |
143.59 |
143.59 |
143.77 |
|
| S3 |
143.38 |
143.49 |
143.75 |
|
| S4 |
143.17 |
143.28 |
143.69 |
|
|
| 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 |
145.21 |
143.69 |
1.52 |
1.1% |
0.48 |
0.3% |
8% |
False |
True |
10,020 |
| 10 |
145.23 |
143.69 |
1.54 |
1.1% |
0.48 |
0.3% |
8% |
False |
True |
8,833 |
| 20 |
145.23 |
142.09 |
3.14 |
2.2% |
0.55 |
0.4% |
55% |
False |
False |
6,042 |
| 40 |
145.23 |
140.95 |
4.28 |
3.0% |
0.58 |
0.4% |
67% |
False |
False |
4,729 |
| 60 |
145.23 |
139.73 |
5.50 |
3.8% |
0.65 |
0.4% |
74% |
False |
False |
4,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144.79 |
|
2.618 |
144.45 |
|
1.618 |
144.24 |
|
1.000 |
144.11 |
|
0.618 |
144.03 |
|
HIGH |
143.90 |
|
0.618 |
143.82 |
|
0.500 |
143.80 |
|
0.382 |
143.77 |
|
LOW |
143.69 |
|
0.618 |
143.56 |
|
1.000 |
143.48 |
|
1.618 |
143.35 |
|
2.618 |
143.14 |
|
4.250 |
142.80 |
|
|
| Fisher Pivots for day following 22-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
143.81 |
144.34 |
| PP |
143.80 |
144.16 |
| S1 |
143.80 |
143.99 |
|