Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 05-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
144.17 |
144.33 |
0.16 |
0.1% |
143.83 |
High |
144.48 |
145.18 |
0.70 |
0.5% |
144.87 |
Low |
144.03 |
144.24 |
0.21 |
0.1% |
143.48 |
Close |
144.44 |
145.10 |
0.66 |
0.5% |
144.51 |
Range |
0.45 |
0.94 |
0.49 |
108.9% |
1.39 |
ATR |
0.60 |
0.63 |
0.02 |
4.0% |
0.00 |
Volume |
983,158 |
685,762 |
-297,396 |
-30.2% |
898,734 |
|
Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.66 |
147.32 |
145.62 |
|
R3 |
146.72 |
146.38 |
145.36 |
|
R2 |
145.78 |
145.78 |
145.27 |
|
R1 |
145.44 |
145.44 |
145.19 |
145.61 |
PP |
144.84 |
144.84 |
144.84 |
144.93 |
S1 |
144.50 |
144.50 |
145.01 |
144.67 |
S2 |
143.90 |
143.90 |
144.93 |
|
S3 |
142.96 |
143.56 |
144.84 |
|
S4 |
142.02 |
142.62 |
144.58 |
|
|
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 |
145.18 |
143.75 |
1.43 |
1.0% |
0.66 |
0.5% |
94% |
True |
False |
648,994 |
10 |
145.18 |
143.48 |
1.70 |
1.2% |
0.57 |
0.4% |
95% |
True |
False |
340,634 |
20 |
145.23 |
143.48 |
1.75 |
1.2% |
0.55 |
0.4% |
93% |
False |
False |
174,435 |
40 |
145.23 |
140.95 |
4.28 |
2.9% |
0.60 |
0.4% |
97% |
False |
False |
88,842 |
60 |
145.23 |
139.73 |
5.50 |
3.8% |
0.62 |
0.4% |
98% |
False |
False |
60,293 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
149.18 |
2.618 |
147.64 |
1.618 |
146.70 |
1.000 |
146.12 |
0.618 |
145.76 |
HIGH |
145.18 |
0.618 |
144.82 |
0.500 |
144.71 |
0.382 |
144.60 |
LOW |
144.24 |
0.618 |
143.66 |
1.000 |
143.30 |
1.618 |
142.72 |
2.618 |
141.78 |
4.250 |
140.25 |
|
|
Fisher Pivots for day following 05-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
144.97 |
144.89 |
PP |
144.84 |
144.68 |
S1 |
144.71 |
144.47 |
|