Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 11-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
145.81 |
145.69 |
-0.12 |
-0.1% |
144.65 |
High |
146.17 |
145.78 |
-0.39 |
-0.3% |
145.88 |
Low |
145.54 |
145.24 |
-0.30 |
-0.2% |
143.75 |
Close |
145.60 |
145.41 |
-0.19 |
-0.1% |
145.72 |
Range |
0.63 |
0.54 |
-0.09 |
-14.3% |
2.13 |
ATR |
0.63 |
0.62 |
-0.01 |
-1.0% |
0.00 |
Volume |
577,854 |
475,682 |
-102,172 |
-17.7% |
3,650,004 |
|
Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.10 |
146.79 |
145.71 |
|
R3 |
146.56 |
146.25 |
145.56 |
|
R2 |
146.02 |
146.02 |
145.51 |
|
R1 |
145.71 |
145.71 |
145.46 |
145.60 |
PP |
145.48 |
145.48 |
145.48 |
145.42 |
S1 |
145.17 |
145.17 |
145.36 |
145.06 |
S2 |
144.94 |
144.94 |
145.31 |
|
S3 |
144.40 |
144.63 |
145.26 |
|
S4 |
143.86 |
144.09 |
145.11 |
|
|
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 |
146.17 |
144.24 |
1.93 |
1.3% |
0.68 |
0.5% |
61% |
False |
False |
582,613 |
10 |
146.17 |
143.75 |
2.42 |
1.7% |
0.66 |
0.5% |
69% |
False |
False |
553,991 |
20 |
146.17 |
143.48 |
2.69 |
1.8% |
0.57 |
0.4% |
72% |
False |
False |
284,546 |
40 |
146.17 |
140.95 |
5.22 |
3.6% |
0.59 |
0.4% |
85% |
False |
False |
144,384 |
60 |
146.17 |
140.45 |
5.72 |
3.9% |
0.60 |
0.4% |
87% |
False |
False |
96,984 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.08 |
2.618 |
147.19 |
1.618 |
146.65 |
1.000 |
146.32 |
0.618 |
146.11 |
HIGH |
145.78 |
0.618 |
145.57 |
0.500 |
145.51 |
0.382 |
145.45 |
LOW |
145.24 |
0.618 |
144.91 |
1.000 |
144.70 |
1.618 |
144.37 |
2.618 |
143.83 |
4.250 |
142.95 |
|
|
Fisher Pivots for day following 11-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
145.51 |
145.71 |
PP |
145.48 |
145.61 |
S1 |
145.44 |
145.51 |
|