Euro Bund Future March 2013
| Trading Metrics calculated at close of trading on 27-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2012 |
27-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
143.83 |
143.80 |
-0.03 |
0.0% |
144.95 |
| High |
144.15 |
144.01 |
-0.14 |
-0.1% |
144.99 |
| Low |
143.81 |
143.48 |
-0.33 |
-0.2% |
143.66 |
| Close |
144.10 |
143.89 |
-0.21 |
-0.1% |
143.76 |
| Range |
0.34 |
0.53 |
0.19 |
55.9% |
1.33 |
| ATR |
0.58 |
0.58 |
0.00 |
0.5% |
0.00 |
| Volume |
25,255 |
37,105 |
11,850 |
46.9% |
67,060 |
|
| Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.38 |
145.17 |
144.18 |
|
| R3 |
144.85 |
144.64 |
144.04 |
|
| R2 |
144.32 |
144.32 |
143.99 |
|
| R1 |
144.11 |
144.11 |
143.94 |
144.22 |
| PP |
143.79 |
143.79 |
143.79 |
143.85 |
| S1 |
143.58 |
143.58 |
143.84 |
143.69 |
| S2 |
143.26 |
143.26 |
143.79 |
|
| S3 |
142.73 |
143.05 |
143.74 |
|
| S4 |
142.20 |
142.52 |
143.60 |
|
|
| 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 |
144.30 |
143.48 |
0.82 |
0.6% |
0.41 |
0.3% |
50% |
False |
True |
23,285 |
| 10 |
145.21 |
143.48 |
1.73 |
1.2% |
0.48 |
0.3% |
24% |
False |
True |
15,102 |
| 20 |
145.23 |
142.74 |
2.49 |
1.7% |
0.53 |
0.4% |
46% |
False |
False |
10,030 |
| 40 |
145.23 |
140.95 |
4.28 |
3.0% |
0.58 |
0.4% |
69% |
False |
False |
6,657 |
| 60 |
145.23 |
139.73 |
5.50 |
3.8% |
0.64 |
0.4% |
76% |
False |
False |
5,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146.26 |
|
2.618 |
145.40 |
|
1.618 |
144.87 |
|
1.000 |
144.54 |
|
0.618 |
144.34 |
|
HIGH |
144.01 |
|
0.618 |
143.81 |
|
0.500 |
143.75 |
|
0.382 |
143.68 |
|
LOW |
143.48 |
|
0.618 |
143.15 |
|
1.000 |
142.95 |
|
1.618 |
142.62 |
|
2.618 |
142.09 |
|
4.250 |
141.23 |
|
|
| Fisher Pivots for day following 27-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
143.84 |
143.87 |
| PP |
143.79 |
143.84 |
| S1 |
143.75 |
143.82 |
|