Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 07-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
145.03 |
145.59 |
0.56 |
0.4% |
144.65 |
High |
145.74 |
145.88 |
0.14 |
0.1% |
145.88 |
Low |
144.91 |
145.42 |
0.51 |
0.4% |
143.75 |
Close |
145.69 |
145.72 |
0.03 |
0.0% |
145.72 |
Range |
0.83 |
0.46 |
-0.37 |
-44.6% |
2.13 |
ATR |
0.64 |
0.63 |
-0.01 |
-2.0% |
0.00 |
Volume |
619,919 |
553,848 |
-66,071 |
-10.7% |
3,650,004 |
|
Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.05 |
146.85 |
145.97 |
|
R3 |
146.59 |
146.39 |
145.85 |
|
R2 |
146.13 |
146.13 |
145.80 |
|
R1 |
145.93 |
145.93 |
145.76 |
146.03 |
PP |
145.67 |
145.67 |
145.67 |
145.73 |
S1 |
145.47 |
145.47 |
145.68 |
145.57 |
S2 |
145.21 |
145.21 |
145.64 |
|
S3 |
144.75 |
145.01 |
145.59 |
|
S4 |
144.29 |
144.55 |
145.47 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.51 |
150.74 |
146.89 |
|
R3 |
149.38 |
148.61 |
146.31 |
|
R2 |
147.25 |
147.25 |
146.11 |
|
R1 |
146.48 |
146.48 |
145.92 |
146.87 |
PP |
145.12 |
145.12 |
145.12 |
145.31 |
S1 |
144.35 |
144.35 |
145.52 |
144.74 |
S2 |
142.99 |
142.99 |
145.33 |
|
S3 |
140.86 |
142.22 |
145.13 |
|
S4 |
138.73 |
140.09 |
144.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
145.88 |
143.75 |
2.13 |
1.5% |
0.75 |
0.5% |
92% |
True |
False |
730,000 |
10 |
145.88 |
143.48 |
2.40 |
1.6% |
0.63 |
0.4% |
93% |
True |
False |
454,873 |
20 |
145.88 |
143.48 |
2.40 |
1.6% |
0.56 |
0.4% |
93% |
True |
False |
232,400 |
40 |
145.88 |
140.95 |
4.93 |
3.4% |
0.59 |
0.4% |
97% |
True |
False |
118,089 |
60 |
145.88 |
139.73 |
6.15 |
4.2% |
0.60 |
0.4% |
97% |
True |
False |
79,845 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.84 |
2.618 |
147.08 |
1.618 |
146.62 |
1.000 |
146.34 |
0.618 |
146.16 |
HIGH |
145.88 |
0.618 |
145.70 |
0.500 |
145.65 |
0.382 |
145.60 |
LOW |
145.42 |
0.618 |
145.14 |
1.000 |
144.96 |
1.618 |
144.68 |
2.618 |
144.22 |
4.250 |
143.47 |
|
|
Fisher Pivots for day following 07-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
145.70 |
145.50 |
PP |
145.67 |
145.28 |
S1 |
145.65 |
145.06 |
|