Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 30-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2012 |
30-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
144.53 |
144.61 |
0.08 |
0.1% |
143.83 |
High |
144.74 |
144.87 |
0.13 |
0.1% |
144.87 |
Low |
144.33 |
144.45 |
0.12 |
0.1% |
143.48 |
Close |
144.56 |
144.51 |
-0.05 |
0.0% |
144.51 |
Range |
0.41 |
0.42 |
0.01 |
2.4% |
1.39 |
ATR |
0.59 |
0.58 |
-0.01 |
-2.1% |
0.00 |
Volume |
210,877 |
557,858 |
346,981 |
164.5% |
898,734 |
|
Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.87 |
145.61 |
144.74 |
|
R3 |
145.45 |
145.19 |
144.63 |
|
R2 |
145.03 |
145.03 |
144.59 |
|
R1 |
144.77 |
144.77 |
144.55 |
144.69 |
PP |
144.61 |
144.61 |
144.61 |
144.57 |
S1 |
144.35 |
144.35 |
144.47 |
144.27 |
S2 |
144.19 |
144.19 |
144.43 |
|
S3 |
143.77 |
143.93 |
144.39 |
|
S4 |
143.35 |
143.51 |
144.28 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.46 |
147.87 |
145.27 |
|
R3 |
147.07 |
146.48 |
144.89 |
|
R2 |
145.68 |
145.68 |
144.76 |
|
R1 |
145.09 |
145.09 |
144.64 |
145.39 |
PP |
144.29 |
144.29 |
144.29 |
144.43 |
S1 |
143.70 |
143.70 |
144.38 |
144.00 |
S2 |
142.90 |
142.90 |
144.26 |
|
S3 |
141.51 |
142.31 |
144.13 |
|
S4 |
140.12 |
140.92 |
143.75 |
|
|
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% |
0.52 |
0.4% |
74% |
True |
False |
179,746 |
10 |
144.99 |
143.48 |
1.51 |
1.0% |
0.50 |
0.3% |
68% |
False |
False |
96,579 |
20 |
145.23 |
143.28 |
1.95 |
1.3% |
0.53 |
0.4% |
63% |
False |
False |
51,586 |
40 |
145.23 |
140.95 |
4.28 |
3.0% |
0.58 |
0.4% |
83% |
False |
False |
27,495 |
60 |
145.23 |
139.73 |
5.50 |
3.8% |
0.61 |
0.4% |
87% |
False |
False |
19,027 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.66 |
2.618 |
145.97 |
1.618 |
145.55 |
1.000 |
145.29 |
0.618 |
145.13 |
HIGH |
144.87 |
0.618 |
144.71 |
0.500 |
144.66 |
0.382 |
144.61 |
LOW |
144.45 |
0.618 |
144.19 |
1.000 |
144.03 |
1.618 |
143.77 |
2.618 |
143.35 |
4.250 |
142.67 |
|
|
Fisher Pivots for day following 30-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
144.66 |
144.48 |
PP |
144.61 |
144.45 |
S1 |
144.56 |
144.43 |
|