Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 13-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
145.24 |
144.90 |
-0.34 |
-0.2% |
144.65 |
High |
145.41 |
145.54 |
0.13 |
0.1% |
145.88 |
Low |
145.02 |
144.83 |
-0.19 |
-0.1% |
143.75 |
Close |
145.26 |
145.06 |
-0.20 |
-0.1% |
145.72 |
Range |
0.39 |
0.71 |
0.32 |
82.1% |
2.13 |
ATR |
0.61 |
0.61 |
0.01 |
1.2% |
0.00 |
Volume |
713,419 |
404,164 |
-309,255 |
-43.3% |
3,650,004 |
|
Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.27 |
146.88 |
145.45 |
|
R3 |
146.56 |
146.17 |
145.26 |
|
R2 |
145.85 |
145.85 |
145.19 |
|
R1 |
145.46 |
145.46 |
145.13 |
145.66 |
PP |
145.14 |
145.14 |
145.14 |
145.24 |
S1 |
144.75 |
144.75 |
144.99 |
144.95 |
S2 |
144.43 |
144.43 |
144.93 |
|
S3 |
143.72 |
144.04 |
144.86 |
|
S4 |
143.01 |
143.33 |
144.67 |
|
|
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 |
144.83 |
1.34 |
0.9% |
0.55 |
0.4% |
17% |
False |
True |
544,993 |
10 |
146.17 |
143.75 |
2.42 |
1.7% |
0.64 |
0.4% |
54% |
False |
False |
637,898 |
20 |
146.17 |
143.48 |
2.69 |
1.9% |
0.57 |
0.4% |
59% |
False |
False |
339,598 |
40 |
146.17 |
141.10 |
5.07 |
3.5% |
0.58 |
0.4% |
78% |
False |
False |
172,246 |
60 |
146.17 |
140.95 |
5.22 |
3.6% |
0.59 |
0.4% |
79% |
False |
False |
115,609 |
80 |
146.17 |
139.73 |
6.44 |
4.4% |
0.65 |
0.4% |
83% |
False |
False |
87,839 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.56 |
2.618 |
147.40 |
1.618 |
146.69 |
1.000 |
146.25 |
0.618 |
145.98 |
HIGH |
145.54 |
0.618 |
145.27 |
0.500 |
145.19 |
0.382 |
145.10 |
LOW |
144.83 |
0.618 |
144.39 |
1.000 |
144.12 |
1.618 |
143.68 |
2.618 |
142.97 |
4.250 |
141.81 |
|
|
Fisher Pivots for day following 13-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
145.19 |
145.31 |
PP |
145.14 |
145.22 |
S1 |
145.10 |
145.14 |
|