Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 12-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
145.69 |
145.24 |
-0.45 |
-0.3% |
144.65 |
High |
145.78 |
145.41 |
-0.37 |
-0.3% |
145.88 |
Low |
145.24 |
145.02 |
-0.22 |
-0.2% |
143.75 |
Close |
145.41 |
145.26 |
-0.15 |
-0.1% |
145.72 |
Range |
0.54 |
0.39 |
-0.15 |
-27.8% |
2.13 |
ATR |
0.62 |
0.61 |
-0.02 |
-2.7% |
0.00 |
Volume |
475,682 |
713,419 |
237,737 |
50.0% |
3,650,004 |
|
Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.40 |
146.22 |
145.47 |
|
R3 |
146.01 |
145.83 |
145.37 |
|
R2 |
145.62 |
145.62 |
145.33 |
|
R1 |
145.44 |
145.44 |
145.30 |
145.53 |
PP |
145.23 |
145.23 |
145.23 |
145.28 |
S1 |
145.05 |
145.05 |
145.22 |
145.14 |
S2 |
144.84 |
144.84 |
145.19 |
|
S3 |
144.45 |
144.66 |
145.15 |
|
S4 |
144.06 |
144.27 |
145.05 |
|
|
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 |
144.91 |
1.26 |
0.9% |
0.57 |
0.4% |
28% |
False |
False |
588,144 |
10 |
146.17 |
143.75 |
2.42 |
1.7% |
0.61 |
0.4% |
62% |
False |
False |
618,569 |
20 |
146.17 |
143.48 |
2.69 |
1.9% |
0.56 |
0.4% |
66% |
False |
False |
319,729 |
40 |
146.17 |
140.95 |
5.22 |
3.6% |
0.58 |
0.4% |
83% |
False |
False |
162,199 |
60 |
146.17 |
140.95 |
5.22 |
3.6% |
0.59 |
0.4% |
83% |
False |
False |
108,874 |
80 |
146.17 |
139.73 |
6.44 |
4.4% |
0.65 |
0.4% |
86% |
False |
False |
82,787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.07 |
2.618 |
146.43 |
1.618 |
146.04 |
1.000 |
145.80 |
0.618 |
145.65 |
HIGH |
145.41 |
0.618 |
145.26 |
0.500 |
145.22 |
0.382 |
145.17 |
LOW |
145.02 |
0.618 |
144.78 |
1.000 |
144.63 |
1.618 |
144.39 |
2.618 |
144.00 |
4.250 |
143.36 |
|
|
Fisher Pivots for day following 12-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
145.25 |
145.60 |
PP |
145.23 |
145.48 |
S1 |
145.22 |
145.37 |
|