Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 26-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
143.78 |
143.83 |
0.05 |
0.0% |
144.95 |
High |
144.15 |
144.15 |
0.00 |
0.0% |
144.99 |
Low |
143.66 |
143.81 |
0.15 |
0.1% |
143.66 |
Close |
143.76 |
144.10 |
0.34 |
0.2% |
143.76 |
Range |
0.49 |
0.34 |
-0.15 |
-30.6% |
1.33 |
ATR |
0.59 |
0.58 |
-0.01 |
-2.4% |
0.00 |
Volume |
22,007 |
25,255 |
3,248 |
14.8% |
67,060 |
|
Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.04 |
144.91 |
144.29 |
|
R3 |
144.70 |
144.57 |
144.19 |
|
R2 |
144.36 |
144.36 |
144.16 |
|
R1 |
144.23 |
144.23 |
144.13 |
144.30 |
PP |
144.02 |
144.02 |
144.02 |
144.05 |
S1 |
143.89 |
143.89 |
144.07 |
143.96 |
S2 |
143.68 |
143.68 |
144.04 |
|
S3 |
143.34 |
143.55 |
144.01 |
|
S4 |
143.00 |
143.21 |
143.91 |
|
|
Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.13 |
147.27 |
144.49 |
|
R3 |
146.80 |
145.94 |
144.13 |
|
R2 |
145.47 |
145.47 |
144.00 |
|
R1 |
144.61 |
144.61 |
143.88 |
144.38 |
PP |
144.14 |
144.14 |
144.14 |
144.02 |
S1 |
143.28 |
143.28 |
143.64 |
143.05 |
S2 |
142.81 |
142.81 |
143.52 |
|
S3 |
141.48 |
141.95 |
143.39 |
|
S4 |
140.15 |
140.62 |
143.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
144.99 |
143.66 |
1.33 |
0.9% |
0.50 |
0.3% |
33% |
False |
False |
17,187 |
10 |
145.23 |
143.66 |
1.57 |
1.1% |
0.47 |
0.3% |
28% |
False |
False |
12,088 |
20 |
145.23 |
142.74 |
2.49 |
1.7% |
0.53 |
0.4% |
55% |
False |
False |
8,224 |
40 |
145.23 |
140.95 |
4.28 |
3.0% |
0.58 |
0.4% |
74% |
False |
False |
5,900 |
60 |
145.23 |
139.73 |
5.50 |
3.8% |
0.64 |
0.4% |
79% |
False |
False |
4,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.60 |
2.618 |
145.04 |
1.618 |
144.70 |
1.000 |
144.49 |
0.618 |
144.36 |
HIGH |
144.15 |
0.618 |
144.02 |
0.500 |
143.98 |
0.382 |
143.94 |
LOW |
143.81 |
0.618 |
143.60 |
1.000 |
143.47 |
1.618 |
143.26 |
2.618 |
142.92 |
4.250 |
142.37 |
|
|
Fisher Pivots for day following 26-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
144.06 |
144.04 |
PP |
144.02 |
143.97 |
S1 |
143.98 |
143.91 |
|