Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 14-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
144.90 |
144.98 |
0.08 |
0.1% |
145.81 |
High |
145.54 |
145.24 |
-0.30 |
-0.2% |
146.17 |
Low |
144.83 |
144.73 |
-0.10 |
-0.1% |
144.73 |
Close |
145.06 |
144.93 |
-0.13 |
-0.1% |
144.93 |
Range |
0.71 |
0.51 |
-0.20 |
-28.2% |
1.44 |
ATR |
0.61 |
0.61 |
-0.01 |
-1.2% |
0.00 |
Volume |
404,164 |
357,625 |
-46,539 |
-11.5% |
2,528,744 |
|
Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.50 |
146.22 |
145.21 |
|
R3 |
145.99 |
145.71 |
145.07 |
|
R2 |
145.48 |
145.48 |
145.02 |
|
R1 |
145.20 |
145.20 |
144.98 |
145.09 |
PP |
144.97 |
144.97 |
144.97 |
144.91 |
S1 |
144.69 |
144.69 |
144.88 |
144.58 |
S2 |
144.46 |
144.46 |
144.84 |
|
S3 |
143.95 |
144.18 |
144.79 |
|
S4 |
143.44 |
143.67 |
144.65 |
|
|
Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149.60 |
148.70 |
145.72 |
|
R3 |
148.16 |
147.26 |
145.33 |
|
R2 |
146.72 |
146.72 |
145.19 |
|
R1 |
145.82 |
145.82 |
145.06 |
145.55 |
PP |
145.28 |
145.28 |
145.28 |
145.14 |
S1 |
144.38 |
144.38 |
144.80 |
144.11 |
S2 |
143.84 |
143.84 |
144.67 |
|
S3 |
142.40 |
142.94 |
144.53 |
|
S4 |
140.96 |
141.50 |
144.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
146.17 |
144.73 |
1.44 |
1.0% |
0.56 |
0.4% |
14% |
False |
True |
505,748 |
10 |
146.17 |
143.75 |
2.42 |
1.7% |
0.65 |
0.4% |
49% |
False |
False |
617,874 |
20 |
146.17 |
143.48 |
2.69 |
1.9% |
0.58 |
0.4% |
54% |
False |
False |
357,227 |
40 |
146.17 |
141.10 |
5.07 |
3.5% |
0.58 |
0.4% |
76% |
False |
False |
181,058 |
60 |
146.17 |
140.95 |
5.22 |
3.6% |
0.60 |
0.4% |
76% |
False |
False |
121,565 |
80 |
146.17 |
139.73 |
6.44 |
4.4% |
0.65 |
0.4% |
81% |
False |
False |
92,308 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.41 |
2.618 |
146.58 |
1.618 |
146.07 |
1.000 |
145.75 |
0.618 |
145.56 |
HIGH |
145.24 |
0.618 |
145.05 |
0.500 |
144.99 |
0.382 |
144.92 |
LOW |
144.73 |
0.618 |
144.41 |
1.000 |
144.22 |
1.618 |
143.90 |
2.618 |
143.39 |
4.250 |
142.56 |
|
|
Fisher Pivots for day following 14-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
144.99 |
145.14 |
PP |
144.97 |
145.07 |
S1 |
144.95 |
145.00 |
|