Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 29-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
144.07 |
144.53 |
0.46 |
0.3% |
144.95 |
High |
144.87 |
144.74 |
-0.13 |
-0.1% |
144.99 |
Low |
143.98 |
144.33 |
0.35 |
0.2% |
143.66 |
Close |
144.65 |
144.56 |
-0.09 |
-0.1% |
143.76 |
Range |
0.89 |
0.41 |
-0.48 |
-53.9% |
1.33 |
ATR |
0.61 |
0.59 |
-0.01 |
-2.3% |
0.00 |
Volume |
67,639 |
210,877 |
143,238 |
211.8% |
67,060 |
|
Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.77 |
145.58 |
144.79 |
|
R3 |
145.36 |
145.17 |
144.67 |
|
R2 |
144.95 |
144.95 |
144.64 |
|
R1 |
144.76 |
144.76 |
144.60 |
144.86 |
PP |
144.54 |
144.54 |
144.54 |
144.59 |
S1 |
144.35 |
144.35 |
144.52 |
144.45 |
S2 |
144.13 |
144.13 |
144.48 |
|
S3 |
143.72 |
143.94 |
144.45 |
|
S4 |
143.31 |
143.53 |
144.33 |
|
|
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 |
144.87 |
143.48 |
1.39 |
1.0% |
0.53 |
0.4% |
78% |
False |
False |
72,576 |
10 |
145.21 |
143.48 |
1.73 |
1.2% |
0.50 |
0.3% |
62% |
False |
False |
41,298 |
20 |
145.23 |
143.00 |
2.23 |
1.5% |
0.54 |
0.4% |
70% |
False |
False |
23,832 |
40 |
145.23 |
140.95 |
4.28 |
3.0% |
0.59 |
0.4% |
84% |
False |
False |
13,576 |
60 |
145.23 |
139.73 |
5.50 |
3.8% |
0.62 |
0.4% |
88% |
False |
False |
9,732 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.48 |
2.618 |
145.81 |
1.618 |
145.40 |
1.000 |
145.15 |
0.618 |
144.99 |
HIGH |
144.74 |
0.618 |
144.58 |
0.500 |
144.54 |
0.382 |
144.49 |
LOW |
144.33 |
0.618 |
144.08 |
1.000 |
143.92 |
1.618 |
143.67 |
2.618 |
143.26 |
4.250 |
142.59 |
|
|
Fisher Pivots for day following 29-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
144.55 |
144.43 |
PP |
144.54 |
144.30 |
S1 |
144.54 |
144.18 |
|