Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 23-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
143.85 |
143.78 |
-0.07 |
0.0% |
144.95 |
High |
143.90 |
144.15 |
0.25 |
0.2% |
144.99 |
Low |
143.69 |
143.66 |
-0.03 |
0.0% |
143.66 |
Close |
143.81 |
143.76 |
-0.05 |
0.0% |
143.76 |
Range |
0.21 |
0.49 |
0.28 |
133.3% |
1.33 |
ATR |
0.60 |
0.59 |
-0.01 |
-1.3% |
0.00 |
Volume |
9,365 |
22,007 |
12,642 |
135.0% |
67,060 |
|
Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.33 |
145.03 |
144.03 |
|
R3 |
144.84 |
144.54 |
143.89 |
|
R2 |
144.35 |
144.35 |
143.85 |
|
R1 |
144.05 |
144.05 |
143.80 |
143.96 |
PP |
143.86 |
143.86 |
143.86 |
143.81 |
S1 |
143.56 |
143.56 |
143.72 |
143.47 |
S2 |
143.37 |
143.37 |
143.67 |
|
S3 |
142.88 |
143.07 |
143.63 |
|
S4 |
142.39 |
142.58 |
143.49 |
|
|
Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.13 |
147.27 |
144.49 |
|
R3 |
146.80 |
145.94 |
144.13 |
|
R2 |
145.47 |
145.47 |
144.00 |
|
R1 |
144.61 |
144.61 |
143.88 |
144.38 |
PP |
144.14 |
144.14 |
144.14 |
144.02 |
S1 |
143.28 |
143.28 |
143.64 |
143.05 |
S2 |
142.81 |
142.81 |
143.52 |
|
S3 |
141.48 |
141.95 |
143.39 |
|
S4 |
140.15 |
140.62 |
143.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
144.99 |
143.66 |
1.33 |
0.9% |
0.49 |
0.3% |
8% |
False |
True |
13,412 |
10 |
145.23 |
143.66 |
1.57 |
1.1% |
0.48 |
0.3% |
6% |
False |
True |
9,927 |
20 |
145.23 |
142.73 |
2.50 |
1.7% |
0.55 |
0.4% |
41% |
False |
False |
7,067 |
40 |
145.23 |
140.95 |
4.28 |
3.0% |
0.59 |
0.4% |
66% |
False |
False |
5,271 |
60 |
145.23 |
139.73 |
5.50 |
3.8% |
0.64 |
0.4% |
73% |
False |
False |
4,487 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.23 |
2.618 |
145.43 |
1.618 |
144.94 |
1.000 |
144.64 |
0.618 |
144.45 |
HIGH |
144.15 |
0.618 |
143.96 |
0.500 |
143.91 |
0.382 |
143.85 |
LOW |
143.66 |
0.618 |
143.36 |
1.000 |
143.17 |
1.618 |
142.87 |
2.618 |
142.38 |
4.250 |
141.58 |
|
|
Fisher Pivots for day following 23-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
143.91 |
143.98 |
PP |
143.86 |
143.91 |
S1 |
143.81 |
143.83 |
|