Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 03-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
144.61 |
144.65 |
0.04 |
0.0% |
143.83 |
High |
144.87 |
144.81 |
-0.06 |
0.0% |
144.87 |
Low |
144.45 |
143.75 |
-0.70 |
-0.5% |
143.48 |
Close |
144.51 |
144.21 |
-0.30 |
-0.2% |
144.51 |
Range |
0.42 |
1.06 |
0.64 |
152.4% |
1.39 |
ATR |
0.58 |
0.62 |
0.03 |
5.9% |
0.00 |
Volume |
557,858 |
807,317 |
249,459 |
44.7% |
898,734 |
|
Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.44 |
146.88 |
144.79 |
|
R3 |
146.38 |
145.82 |
144.50 |
|
R2 |
145.32 |
145.32 |
144.40 |
|
R1 |
144.76 |
144.76 |
144.31 |
144.51 |
PP |
144.26 |
144.26 |
144.26 |
144.13 |
S1 |
143.70 |
143.70 |
144.11 |
143.45 |
S2 |
143.20 |
143.20 |
144.02 |
|
S3 |
142.14 |
142.64 |
143.92 |
|
S4 |
141.08 |
141.58 |
143.63 |
|
|
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% |
0.66 |
0.5% |
53% |
False |
False |
336,159 |
10 |
144.99 |
143.48 |
1.51 |
1.0% |
0.58 |
0.4% |
48% |
False |
False |
176,673 |
20 |
145.23 |
143.28 |
1.95 |
1.4% |
0.57 |
0.4% |
48% |
False |
False |
91,720 |
40 |
145.23 |
140.95 |
4.28 |
3.0% |
0.59 |
0.4% |
76% |
False |
False |
47,654 |
60 |
145.23 |
139.73 |
5.50 |
3.8% |
0.62 |
0.4% |
81% |
False |
False |
32,481 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
149.32 |
2.618 |
147.59 |
1.618 |
146.53 |
1.000 |
145.87 |
0.618 |
145.47 |
HIGH |
144.81 |
0.618 |
144.41 |
0.500 |
144.28 |
0.382 |
144.15 |
LOW |
143.75 |
0.618 |
143.09 |
1.000 |
142.69 |
1.618 |
142.03 |
2.618 |
140.97 |
4.250 |
139.25 |
|
|
Fisher Pivots for day following 03-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
144.28 |
144.31 |
PP |
144.26 |
144.28 |
S1 |
144.23 |
144.24 |
|