Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 04-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
144.65 |
144.17 |
-0.48 |
-0.3% |
143.83 |
High |
144.81 |
144.48 |
-0.33 |
-0.2% |
144.87 |
Low |
143.75 |
144.03 |
0.28 |
0.2% |
143.48 |
Close |
144.21 |
144.44 |
0.23 |
0.2% |
144.51 |
Range |
1.06 |
0.45 |
-0.61 |
-57.5% |
1.39 |
ATR |
0.62 |
0.60 |
-0.01 |
-1.9% |
0.00 |
Volume |
807,317 |
983,158 |
175,841 |
21.8% |
898,734 |
|
Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.67 |
145.50 |
144.69 |
|
R3 |
145.22 |
145.05 |
144.56 |
|
R2 |
144.77 |
144.77 |
144.52 |
|
R1 |
144.60 |
144.60 |
144.48 |
144.69 |
PP |
144.32 |
144.32 |
144.32 |
144.36 |
S1 |
144.15 |
144.15 |
144.40 |
144.24 |
S2 |
143.87 |
143.87 |
144.36 |
|
S3 |
143.42 |
143.70 |
144.32 |
|
S4 |
142.97 |
143.25 |
144.19 |
|
|
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 |
143.75 |
1.12 |
0.8% |
0.65 |
0.4% |
62% |
False |
False |
525,369 |
10 |
144.87 |
143.48 |
1.39 |
1.0% |
0.53 |
0.4% |
69% |
False |
False |
274,327 |
20 |
145.23 |
143.44 |
1.79 |
1.2% |
0.56 |
0.4% |
56% |
False |
False |
140,627 |
40 |
145.23 |
140.95 |
4.28 |
3.0% |
0.59 |
0.4% |
82% |
False |
False |
72,210 |
60 |
145.23 |
139.73 |
5.50 |
3.8% |
0.62 |
0.4% |
86% |
False |
False |
48,866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.39 |
2.618 |
145.66 |
1.618 |
145.21 |
1.000 |
144.93 |
0.618 |
144.76 |
HIGH |
144.48 |
0.618 |
144.31 |
0.500 |
144.26 |
0.382 |
144.20 |
LOW |
144.03 |
0.618 |
143.75 |
1.000 |
143.58 |
1.618 |
143.30 |
2.618 |
142.85 |
4.250 |
142.12 |
|
|
Fisher Pivots for day following 04-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
144.38 |
144.40 |
PP |
144.32 |
144.35 |
S1 |
144.26 |
144.31 |
|