Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 28-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
144.78 |
145.55 |
0.77 |
0.5% |
144.78 |
High |
145.63 |
145.82 |
0.19 |
0.1% |
145.82 |
Low |
144.62 |
145.42 |
0.80 |
0.6% |
144.62 |
Close |
145.54 |
145.64 |
0.10 |
0.1% |
145.64 |
Range |
1.01 |
0.40 |
-0.61 |
-60.4% |
1.20 |
ATR |
0.61 |
0.60 |
-0.02 |
-2.5% |
0.00 |
Volume |
224,009 |
553,926 |
329,917 |
147.3% |
777,935 |
|
Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.83 |
146.63 |
145.86 |
|
R3 |
146.43 |
146.23 |
145.75 |
|
R2 |
146.03 |
146.03 |
145.71 |
|
R1 |
145.83 |
145.83 |
145.68 |
145.93 |
PP |
145.63 |
145.63 |
145.63 |
145.68 |
S1 |
145.43 |
145.43 |
145.60 |
145.53 |
S2 |
145.23 |
145.23 |
145.57 |
|
S3 |
144.83 |
145.03 |
145.53 |
|
S4 |
144.43 |
144.63 |
145.42 |
|
|
Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.96 |
148.50 |
146.30 |
|
R3 |
147.76 |
147.30 |
145.97 |
|
R2 |
146.56 |
146.56 |
145.86 |
|
R1 |
146.10 |
146.10 |
145.75 |
146.33 |
PP |
145.36 |
145.36 |
145.36 |
145.48 |
S1 |
144.90 |
144.90 |
145.53 |
145.13 |
S2 |
144.16 |
144.16 |
145.42 |
|
S3 |
142.96 |
143.70 |
145.31 |
|
S4 |
141.76 |
142.50 |
144.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
145.82 |
143.80 |
2.02 |
1.4% |
0.55 |
0.4% |
91% |
True |
False |
354,271 |
10 |
145.82 |
143.80 |
2.02 |
1.4% |
0.55 |
0.4% |
91% |
True |
False |
438,179 |
20 |
146.17 |
143.75 |
2.42 |
1.7% |
0.61 |
0.4% |
78% |
False |
False |
496,085 |
40 |
146.17 |
142.74 |
3.43 |
2.4% |
0.57 |
0.4% |
85% |
False |
False |
253,057 |
60 |
146.17 |
140.95 |
5.22 |
3.6% |
0.59 |
0.4% |
90% |
False |
False |
169,800 |
80 |
146.17 |
139.73 |
6.44 |
4.4% |
0.63 |
0.4% |
92% |
False |
False |
127,909 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.52 |
2.618 |
146.87 |
1.618 |
146.47 |
1.000 |
146.22 |
0.618 |
146.07 |
HIGH |
145.82 |
0.618 |
145.67 |
0.500 |
145.62 |
0.382 |
145.57 |
LOW |
145.42 |
0.618 |
145.17 |
1.000 |
145.02 |
1.618 |
144.77 |
2.618 |
144.37 |
4.250 |
143.72 |
|
|
Fisher Pivots for day following 28-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
145.63 |
145.47 |
PP |
145.63 |
145.30 |
S1 |
145.62 |
145.13 |
|