Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 19-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
144.57 |
144.26 |
-0.31 |
-0.2% |
145.81 |
High |
144.84 |
144.41 |
-0.43 |
-0.3% |
146.17 |
Low |
144.11 |
143.80 |
-0.31 |
-0.2% |
144.73 |
Close |
144.41 |
144.15 |
-0.26 |
-0.2% |
144.93 |
Range |
0.73 |
0.61 |
-0.12 |
-16.4% |
1.44 |
ATR |
0.60 |
0.60 |
0.00 |
0.1% |
0.00 |
Volume |
621,747 |
425,826 |
-195,921 |
-31.5% |
2,528,744 |
|
Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.95 |
145.66 |
144.49 |
|
R3 |
145.34 |
145.05 |
144.32 |
|
R2 |
144.73 |
144.73 |
144.26 |
|
R1 |
144.44 |
144.44 |
144.21 |
144.28 |
PP |
144.12 |
144.12 |
144.12 |
144.04 |
S1 |
143.83 |
143.83 |
144.09 |
143.67 |
S2 |
143.51 |
143.51 |
144.04 |
|
S3 |
142.90 |
143.22 |
143.98 |
|
S4 |
142.29 |
142.61 |
143.81 |
|
|
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 |
145.54 |
143.80 |
1.74 |
1.2% |
0.59 |
0.4% |
20% |
False |
True |
464,570 |
10 |
146.17 |
143.80 |
2.37 |
1.6% |
0.58 |
0.4% |
15% |
False |
True |
526,357 |
20 |
146.17 |
143.48 |
2.69 |
1.9% |
0.58 |
0.4% |
25% |
False |
False |
433,495 |
40 |
146.17 |
141.40 |
4.77 |
3.3% |
0.57 |
0.4% |
58% |
False |
False |
219,559 |
60 |
146.17 |
140.95 |
5.22 |
3.6% |
0.59 |
0.4% |
61% |
False |
False |
147,501 |
80 |
146.17 |
139.73 |
6.44 |
4.5% |
0.63 |
0.4% |
69% |
False |
False |
111,740 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.00 |
2.618 |
146.01 |
1.618 |
145.40 |
1.000 |
145.02 |
0.618 |
144.79 |
HIGH |
144.41 |
0.618 |
144.18 |
0.500 |
144.11 |
0.382 |
144.03 |
LOW |
143.80 |
0.618 |
143.42 |
1.000 |
143.19 |
1.618 |
142.81 |
2.618 |
142.20 |
4.250 |
141.21 |
|
|
Fisher Pivots for day following 19-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
144.14 |
144.41 |
PP |
144.12 |
144.32 |
S1 |
144.11 |
144.24 |
|