Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 10-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
145.59 |
145.81 |
0.22 |
0.2% |
144.65 |
High |
145.88 |
146.17 |
0.29 |
0.2% |
145.88 |
Low |
145.42 |
145.54 |
0.12 |
0.1% |
143.75 |
Close |
145.72 |
145.60 |
-0.12 |
-0.1% |
145.72 |
Range |
0.46 |
0.63 |
0.17 |
37.0% |
2.13 |
ATR |
0.63 |
0.63 |
0.00 |
0.0% |
0.00 |
Volume |
553,848 |
577,854 |
24,006 |
4.3% |
3,650,004 |
|
Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.66 |
147.26 |
145.95 |
|
R3 |
147.03 |
146.63 |
145.77 |
|
R2 |
146.40 |
146.40 |
145.72 |
|
R1 |
146.00 |
146.00 |
145.66 |
145.89 |
PP |
145.77 |
145.77 |
145.77 |
145.71 |
S1 |
145.37 |
145.37 |
145.54 |
145.26 |
S2 |
145.14 |
145.14 |
145.48 |
|
S3 |
144.51 |
144.74 |
145.43 |
|
S4 |
143.88 |
144.11 |
145.25 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.51 |
150.74 |
146.89 |
|
R3 |
149.38 |
148.61 |
146.31 |
|
R2 |
147.25 |
147.25 |
146.11 |
|
R1 |
146.48 |
146.48 |
145.92 |
146.87 |
PP |
145.12 |
145.12 |
145.12 |
145.31 |
S1 |
144.35 |
144.35 |
145.52 |
144.74 |
S2 |
142.99 |
142.99 |
145.33 |
|
S3 |
140.86 |
142.22 |
145.13 |
|
S4 |
138.73 |
140.09 |
144.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
146.17 |
144.03 |
2.14 |
1.5% |
0.66 |
0.5% |
73% |
True |
False |
684,108 |
10 |
146.17 |
143.48 |
2.69 |
1.8% |
0.66 |
0.5% |
79% |
True |
False |
510,133 |
20 |
146.17 |
143.48 |
2.69 |
1.8% |
0.57 |
0.4% |
79% |
True |
False |
261,111 |
40 |
146.17 |
140.95 |
5.22 |
3.6% |
0.60 |
0.4% |
89% |
True |
False |
132,506 |
60 |
146.17 |
140.37 |
5.80 |
4.0% |
0.60 |
0.4% |
90% |
True |
False |
89,239 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.85 |
2.618 |
147.82 |
1.618 |
147.19 |
1.000 |
146.80 |
0.618 |
146.56 |
HIGH |
146.17 |
0.618 |
145.93 |
0.500 |
145.86 |
0.382 |
145.78 |
LOW |
145.54 |
0.618 |
145.15 |
1.000 |
144.91 |
1.618 |
144.52 |
2.618 |
143.89 |
4.250 |
142.86 |
|
|
Fisher Pivots for day following 10-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
145.86 |
145.58 |
PP |
145.77 |
145.56 |
S1 |
145.69 |
145.54 |
|