Euro Bund Future December 2012
| Trading Metrics calculated at close of trading on 06-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
142.07 |
142.05 |
-0.02 |
0.0% |
141.06 |
| High |
142.28 |
142.30 |
0.02 |
0.0% |
142.04 |
| Low |
141.95 |
141.65 |
-0.30 |
-0.2% |
141.03 |
| Close |
142.13 |
142.09 |
-0.04 |
0.0% |
141.87 |
| Range |
0.33 |
0.65 |
0.32 |
97.0% |
1.01 |
| ATR |
0.69 |
0.69 |
0.00 |
-0.4% |
0.00 |
| Volume |
532,739 |
532,739 |
0 |
0.0% |
2,940,593 |
|
| Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.96 |
143.68 |
142.45 |
|
| R3 |
143.31 |
143.03 |
142.27 |
|
| R2 |
142.66 |
142.66 |
142.21 |
|
| R1 |
142.38 |
142.38 |
142.15 |
142.52 |
| PP |
142.01 |
142.01 |
142.01 |
142.09 |
| S1 |
141.73 |
141.73 |
142.03 |
141.87 |
| S2 |
141.36 |
141.36 |
141.97 |
|
| S3 |
140.71 |
141.08 |
141.91 |
|
| S4 |
140.06 |
140.43 |
141.73 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.68 |
144.28 |
142.43 |
|
| R3 |
143.67 |
143.27 |
142.15 |
|
| R2 |
142.66 |
142.66 |
142.06 |
|
| R1 |
142.26 |
142.26 |
141.96 |
142.46 |
| PP |
141.65 |
141.65 |
141.65 |
141.75 |
| S1 |
141.25 |
141.25 |
141.78 |
141.45 |
| S2 |
140.64 |
140.64 |
141.68 |
|
| S3 |
139.63 |
140.24 |
141.59 |
|
| S4 |
138.62 |
139.23 |
141.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142.30 |
141.18 |
1.12 |
0.8% |
0.54 |
0.4% |
81% |
True |
False |
552,600 |
| 10 |
142.30 |
139.88 |
2.42 |
1.7% |
0.59 |
0.4% |
91% |
True |
False |
603,505 |
| 20 |
142.30 |
139.45 |
2.85 |
2.0% |
0.65 |
0.5% |
93% |
True |
False |
658,743 |
| 40 |
142.30 |
138.41 |
3.89 |
2.7% |
0.70 |
0.5% |
95% |
True |
False |
664,281 |
| 60 |
142.62 |
138.41 |
4.21 |
3.0% |
0.75 |
0.5% |
87% |
False |
False |
527,848 |
| 80 |
144.49 |
138.41 |
6.08 |
4.3% |
0.76 |
0.5% |
61% |
False |
False |
396,136 |
| 100 |
144.49 |
138.26 |
6.23 |
4.4% |
0.70 |
0.5% |
61% |
False |
False |
316,936 |
| 120 |
144.49 |
138.26 |
6.23 |
4.4% |
0.65 |
0.5% |
61% |
False |
False |
264,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145.06 |
|
2.618 |
144.00 |
|
1.618 |
143.35 |
|
1.000 |
142.95 |
|
0.618 |
142.70 |
|
HIGH |
142.30 |
|
0.618 |
142.05 |
|
0.500 |
141.98 |
|
0.382 |
141.90 |
|
LOW |
141.65 |
|
0.618 |
141.25 |
|
1.000 |
141.00 |
|
1.618 |
140.60 |
|
2.618 |
139.95 |
|
4.250 |
138.89 |
|
|
| Fisher Pivots for day following 06-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
142.05 |
142.01 |
| PP |
142.01 |
141.93 |
| S1 |
141.98 |
141.85 |
|