Euro Bund Future December 2012
| Trading Metrics calculated at close of trading on 23-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
140.22 |
139.87 |
-0.35 |
-0.2% |
141.75 |
| High |
140.30 |
140.50 |
0.20 |
0.1% |
141.83 |
| Low |
139.67 |
139.87 |
0.20 |
0.1% |
139.45 |
| Close |
139.87 |
140.35 |
0.48 |
0.3% |
140.11 |
| Range |
0.63 |
0.63 |
0.00 |
0.0% |
2.38 |
| ATR |
0.77 |
0.76 |
-0.01 |
-1.3% |
0.00 |
| Volume |
761,537 |
838,395 |
76,858 |
10.1% |
3,793,529 |
|
| Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.13 |
141.87 |
140.70 |
|
| R3 |
141.50 |
141.24 |
140.52 |
|
| R2 |
140.87 |
140.87 |
140.47 |
|
| R1 |
140.61 |
140.61 |
140.41 |
140.74 |
| PP |
140.24 |
140.24 |
140.24 |
140.31 |
| S1 |
139.98 |
139.98 |
140.29 |
140.11 |
| S2 |
139.61 |
139.61 |
140.23 |
|
| S3 |
138.98 |
139.35 |
140.18 |
|
| S4 |
138.35 |
138.72 |
140.00 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147.60 |
146.24 |
141.42 |
|
| R3 |
145.22 |
143.86 |
140.76 |
|
| R2 |
142.84 |
142.84 |
140.55 |
|
| R1 |
141.48 |
141.48 |
140.33 |
140.97 |
| PP |
140.46 |
140.46 |
140.46 |
140.21 |
| S1 |
139.10 |
139.10 |
139.89 |
138.59 |
| S2 |
138.08 |
138.08 |
139.67 |
|
| S3 |
135.70 |
136.72 |
139.46 |
|
| S4 |
133.32 |
134.34 |
138.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140.59 |
139.45 |
1.14 |
0.8% |
0.75 |
0.5% |
79% |
False |
False |
743,372 |
| 10 |
141.91 |
139.45 |
2.46 |
1.8% |
0.71 |
0.5% |
37% |
False |
False |
713,980 |
| 20 |
141.95 |
139.45 |
2.50 |
1.8% |
0.67 |
0.5% |
36% |
False |
False |
655,929 |
| 40 |
142.62 |
138.41 |
4.21 |
3.0% |
0.77 |
0.6% |
46% |
False |
False |
638,533 |
| 60 |
143.35 |
138.41 |
4.94 |
3.5% |
0.81 |
0.6% |
39% |
False |
False |
427,502 |
| 80 |
144.49 |
138.41 |
6.08 |
4.3% |
0.74 |
0.5% |
32% |
False |
False |
320,717 |
| 100 |
144.49 |
138.26 |
6.23 |
4.4% |
0.71 |
0.5% |
34% |
False |
False |
256,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.18 |
|
2.618 |
142.15 |
|
1.618 |
141.52 |
|
1.000 |
141.13 |
|
0.618 |
140.89 |
|
HIGH |
140.50 |
|
0.618 |
140.26 |
|
0.500 |
140.19 |
|
0.382 |
140.11 |
|
LOW |
139.87 |
|
0.618 |
139.48 |
|
1.000 |
139.24 |
|
1.618 |
138.85 |
|
2.618 |
138.22 |
|
4.250 |
137.19 |
|
|
| Fisher Pivots for day following 23-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
140.30 |
140.26 |
| PP |
140.24 |
140.17 |
| S1 |
140.19 |
140.09 |
|