Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 17-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
144.98 |
144.71 |
-0.27 |
-0.2% |
145.81 |
High |
145.24 |
145.02 |
-0.22 |
-0.2% |
146.17 |
Low |
144.73 |
144.61 |
-0.12 |
-0.1% |
144.73 |
Close |
144.93 |
144.86 |
-0.07 |
0.0% |
144.93 |
Range |
0.51 |
0.41 |
-0.10 |
-19.6% |
1.44 |
ATR |
0.61 |
0.59 |
-0.01 |
-2.3% |
0.00 |
Volume |
357,625 |
513,488 |
155,863 |
43.6% |
2,528,744 |
|
Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.06 |
145.87 |
145.09 |
|
R3 |
145.65 |
145.46 |
144.97 |
|
R2 |
145.24 |
145.24 |
144.94 |
|
R1 |
145.05 |
145.05 |
144.90 |
145.15 |
PP |
144.83 |
144.83 |
144.83 |
144.88 |
S1 |
144.64 |
144.64 |
144.82 |
144.74 |
S2 |
144.42 |
144.42 |
144.78 |
|
S3 |
144.01 |
144.23 |
144.75 |
|
S4 |
143.60 |
143.82 |
144.63 |
|
|
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 |
145.78 |
144.61 |
1.17 |
0.8% |
0.51 |
0.4% |
21% |
False |
True |
492,875 |
10 |
146.17 |
144.03 |
2.14 |
1.5% |
0.59 |
0.4% |
39% |
False |
False |
588,491 |
20 |
146.17 |
143.48 |
2.69 |
1.9% |
0.58 |
0.4% |
51% |
False |
False |
382,582 |
40 |
146.17 |
141.34 |
4.83 |
3.3% |
0.57 |
0.4% |
73% |
False |
False |
193,795 |
60 |
146.17 |
140.95 |
5.22 |
3.6% |
0.60 |
0.4% |
75% |
False |
False |
130,100 |
80 |
146.17 |
139.73 |
6.44 |
4.4% |
0.64 |
0.4% |
80% |
False |
False |
98,727 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.76 |
2.618 |
146.09 |
1.618 |
145.68 |
1.000 |
145.43 |
0.618 |
145.27 |
HIGH |
145.02 |
0.618 |
144.86 |
0.500 |
144.82 |
0.382 |
144.77 |
LOW |
144.61 |
0.618 |
144.36 |
1.000 |
144.20 |
1.618 |
143.95 |
2.618 |
143.54 |
4.250 |
142.87 |
|
|
Fisher Pivots for day following 17-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
144.85 |
145.08 |
PP |
144.83 |
145.00 |
S1 |
144.82 |
144.93 |
|