Euro Bund Future December 2012
| Trading Metrics calculated at close of trading on 30-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2012 |
30-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
141.06 |
141.82 |
0.76 |
0.5% |
140.22 |
| High |
141.88 |
142.00 |
0.12 |
0.1% |
141.16 |
| Low |
141.03 |
141.35 |
0.32 |
0.2% |
139.67 |
| Close |
141.70 |
141.54 |
-0.16 |
-0.1% |
140.85 |
| Range |
0.85 |
0.65 |
-0.20 |
-23.5% |
1.49 |
| ATR |
0.76 |
0.75 |
-0.01 |
-1.0% |
0.00 |
| Volume |
471,887 |
771,184 |
299,297 |
63.4% |
3,628,916 |
|
| Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.58 |
143.21 |
141.90 |
|
| R3 |
142.93 |
142.56 |
141.72 |
|
| R2 |
142.28 |
142.28 |
141.66 |
|
| R1 |
141.91 |
141.91 |
141.60 |
141.77 |
| PP |
141.63 |
141.63 |
141.63 |
141.56 |
| S1 |
141.26 |
141.26 |
141.48 |
141.12 |
| S2 |
140.98 |
140.98 |
141.42 |
|
| S3 |
140.33 |
140.61 |
141.36 |
|
| S4 |
139.68 |
139.96 |
141.18 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.03 |
144.43 |
141.67 |
|
| R3 |
143.54 |
142.94 |
141.26 |
|
| R2 |
142.05 |
142.05 |
141.12 |
|
| R1 |
141.45 |
141.45 |
140.99 |
141.75 |
| PP |
140.56 |
140.56 |
140.56 |
140.71 |
| S1 |
139.96 |
139.96 |
140.71 |
140.26 |
| S2 |
139.07 |
139.07 |
140.58 |
|
| S3 |
137.58 |
138.47 |
140.44 |
|
| S4 |
136.09 |
136.98 |
140.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142.00 |
139.88 |
2.12 |
1.5% |
0.65 |
0.5% |
78% |
True |
False |
654,411 |
| 10 |
142.00 |
139.45 |
2.55 |
1.8% |
0.70 |
0.5% |
82% |
True |
False |
698,891 |
| 20 |
142.00 |
139.45 |
2.55 |
1.8% |
0.66 |
0.5% |
82% |
True |
False |
673,029 |
| 40 |
142.17 |
138.41 |
3.76 |
2.7% |
0.76 |
0.5% |
83% |
False |
False |
686,316 |
| 60 |
142.62 |
138.41 |
4.21 |
3.0% |
0.75 |
0.5% |
74% |
False |
False |
481,954 |
| 80 |
144.49 |
138.41 |
6.08 |
4.3% |
0.75 |
0.5% |
51% |
False |
False |
361,615 |
| 100 |
144.49 |
138.26 |
6.23 |
4.4% |
0.71 |
0.5% |
53% |
False |
False |
289,306 |
| 120 |
144.49 |
138.26 |
6.23 |
4.4% |
0.64 |
0.5% |
53% |
False |
False |
241,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144.76 |
|
2.618 |
143.70 |
|
1.618 |
143.05 |
|
1.000 |
142.65 |
|
0.618 |
142.40 |
|
HIGH |
142.00 |
|
0.618 |
141.75 |
|
0.500 |
141.68 |
|
0.382 |
141.60 |
|
LOW |
141.35 |
|
0.618 |
140.95 |
|
1.000 |
140.70 |
|
1.618 |
140.30 |
|
2.618 |
139.65 |
|
4.250 |
138.59 |
|
|
| Fisher Pivots for day following 30-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
141.68 |
141.45 |
| PP |
141.63 |
141.35 |
| S1 |
141.59 |
141.26 |
|