Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 02-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2012 |
02-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
141.69 |
141.65 |
-0.04 |
0.0% |
140.18 |
High |
141.75 |
141.69 |
-0.06 |
0.0% |
141.95 |
Low |
141.12 |
141.10 |
-0.02 |
0.0% |
139.95 |
Close |
141.40 |
141.43 |
0.03 |
0.0% |
141.77 |
Range |
0.63 |
0.59 |
-0.04 |
-6.3% |
2.00 |
ATR |
0.87 |
0.85 |
-0.02 |
-2.3% |
0.00 |
Volume |
611,437 |
517,386 |
-94,051 |
-15.4% |
3,514,467 |
|
Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.18 |
142.89 |
141.75 |
|
R3 |
142.59 |
142.30 |
141.59 |
|
R2 |
142.00 |
142.00 |
141.54 |
|
R1 |
141.71 |
141.71 |
141.48 |
141.56 |
PP |
141.41 |
141.41 |
141.41 |
141.33 |
S1 |
141.12 |
141.12 |
141.38 |
140.97 |
S2 |
140.82 |
140.82 |
141.32 |
|
S3 |
140.23 |
140.53 |
141.27 |
|
S4 |
139.64 |
139.94 |
141.11 |
|
|
Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.22 |
146.50 |
142.87 |
|
R3 |
145.22 |
144.50 |
142.32 |
|
R2 |
143.22 |
143.22 |
142.14 |
|
R1 |
142.50 |
142.50 |
141.95 |
142.86 |
PP |
141.22 |
141.22 |
141.22 |
141.41 |
S1 |
140.50 |
140.50 |
141.59 |
140.86 |
S2 |
139.22 |
139.22 |
141.40 |
|
S3 |
137.22 |
138.50 |
141.22 |
|
S4 |
135.22 |
136.50 |
140.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
141.95 |
140.62 |
1.33 |
0.9% |
0.67 |
0.5% |
61% |
False |
False |
586,011 |
10 |
141.95 |
139.03 |
2.92 |
2.1% |
0.70 |
0.5% |
82% |
False |
False |
661,996 |
20 |
142.17 |
138.41 |
3.76 |
2.7% |
0.86 |
0.6% |
80% |
False |
False |
699,602 |
40 |
142.62 |
138.41 |
4.21 |
3.0% |
0.80 |
0.6% |
72% |
False |
False |
386,416 |
60 |
144.49 |
138.41 |
6.08 |
4.3% |
0.78 |
0.6% |
50% |
False |
False |
257,810 |
80 |
144.49 |
138.26 |
6.23 |
4.4% |
0.72 |
0.5% |
51% |
False |
False |
193,375 |
100 |
144.49 |
138.26 |
6.23 |
4.4% |
0.64 |
0.5% |
51% |
False |
False |
154,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.20 |
2.618 |
143.23 |
1.618 |
142.64 |
1.000 |
142.28 |
0.618 |
142.05 |
HIGH |
141.69 |
0.618 |
141.46 |
0.500 |
141.40 |
0.382 |
141.33 |
LOW |
141.10 |
0.618 |
140.74 |
1.000 |
140.51 |
1.618 |
140.15 |
2.618 |
139.56 |
4.250 |
138.59 |
|
|
Fisher Pivots for day following 02-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
141.42 |
141.53 |
PP |
141.41 |
141.49 |
S1 |
141.40 |
141.46 |
|