Euro Bund Future December 2012
Trading Metrics calculated at close of trading on 16-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2012 |
16-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
141.75 |
141.38 |
-0.37 |
-0.3% |
141.07 |
High |
141.83 |
141.46 |
-0.37 |
-0.3% |
141.91 |
Low |
141.39 |
140.63 |
-0.76 |
-0.5% |
140.98 |
Close |
141.55 |
140.77 |
-0.78 |
-0.6% |
141.70 |
Range |
0.44 |
0.83 |
0.39 |
88.6% |
0.93 |
ATR |
0.75 |
0.76 |
0.01 |
1.6% |
0.00 |
Volume |
811,290 |
865,307 |
54,017 |
6.7% |
3,047,274 |
|
Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.44 |
142.94 |
141.23 |
|
R3 |
142.61 |
142.11 |
141.00 |
|
R2 |
141.78 |
141.78 |
140.92 |
|
R1 |
141.28 |
141.28 |
140.85 |
141.12 |
PP |
140.95 |
140.95 |
140.95 |
140.87 |
S1 |
140.45 |
140.45 |
140.69 |
140.29 |
S2 |
140.12 |
140.12 |
140.62 |
|
S3 |
139.29 |
139.62 |
140.54 |
|
S4 |
138.46 |
138.79 |
140.31 |
|
|
Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.32 |
143.94 |
142.21 |
|
R3 |
143.39 |
143.01 |
141.96 |
|
R2 |
142.46 |
142.46 |
141.87 |
|
R1 |
142.08 |
142.08 |
141.79 |
142.27 |
PP |
141.53 |
141.53 |
141.53 |
141.63 |
S1 |
141.15 |
141.15 |
141.61 |
141.34 |
S2 |
140.60 |
140.60 |
141.53 |
|
S3 |
139.67 |
140.22 |
141.44 |
|
S4 |
138.74 |
139.29 |
141.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
141.91 |
140.63 |
1.28 |
0.9% |
0.68 |
0.5% |
11% |
False |
True |
684,589 |
10 |
141.91 |
140.63 |
1.28 |
0.9% |
0.63 |
0.4% |
11% |
False |
True |
647,167 |
20 |
141.95 |
139.03 |
2.92 |
2.1% |
0.66 |
0.5% |
60% |
False |
False |
654,582 |
40 |
142.62 |
138.41 |
4.21 |
3.0% |
0.78 |
0.6% |
56% |
False |
False |
547,271 |
60 |
143.65 |
138.41 |
5.24 |
3.7% |
0.82 |
0.6% |
45% |
False |
False |
365,636 |
80 |
144.49 |
138.26 |
6.23 |
4.4% |
0.72 |
0.5% |
40% |
False |
False |
274,261 |
100 |
144.49 |
138.26 |
6.23 |
4.4% |
0.68 |
0.5% |
40% |
False |
False |
219,428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.99 |
2.618 |
143.63 |
1.618 |
142.80 |
1.000 |
142.29 |
0.618 |
141.97 |
HIGH |
141.46 |
0.618 |
141.14 |
0.500 |
141.05 |
0.382 |
140.95 |
LOW |
140.63 |
0.618 |
140.12 |
1.000 |
139.80 |
1.618 |
139.29 |
2.618 |
138.46 |
4.250 |
137.10 |
|
|
Fisher Pivots for day following 16-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
141.05 |
141.27 |
PP |
140.95 |
141.10 |
S1 |
140.86 |
140.94 |
|