Euro Bund Future March 2013
| Trading Metrics calculated at close of trading on 18-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
144.71 |
144.57 |
-0.14 |
-0.1% |
145.81 |
| High |
145.02 |
144.84 |
-0.18 |
-0.1% |
146.17 |
| Low |
144.61 |
144.11 |
-0.50 |
-0.3% |
144.73 |
| Close |
144.86 |
144.41 |
-0.45 |
-0.3% |
144.93 |
| Range |
0.41 |
0.73 |
0.32 |
78.0% |
1.44 |
| ATR |
0.59 |
0.60 |
0.01 |
1.9% |
0.00 |
| Volume |
513,488 |
621,747 |
108,259 |
21.1% |
2,528,744 |
|
| Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.64 |
146.26 |
144.81 |
|
| R3 |
145.91 |
145.53 |
144.61 |
|
| R2 |
145.18 |
145.18 |
144.54 |
|
| R1 |
144.80 |
144.80 |
144.48 |
144.63 |
| PP |
144.45 |
144.45 |
144.45 |
144.37 |
| S1 |
144.07 |
144.07 |
144.34 |
143.90 |
| S2 |
143.72 |
143.72 |
144.28 |
|
| S3 |
142.99 |
143.34 |
144.21 |
|
| S4 |
142.26 |
142.61 |
144.01 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149.60 |
148.70 |
145.72 |
|
| R3 |
148.16 |
147.26 |
145.33 |
|
| R2 |
146.72 |
146.72 |
145.19 |
|
| R1 |
145.82 |
145.82 |
145.06 |
145.55 |
| PP |
145.28 |
145.28 |
145.28 |
145.14 |
| S1 |
144.38 |
144.38 |
144.80 |
144.11 |
| S2 |
143.84 |
143.84 |
144.67 |
|
| S3 |
142.40 |
142.94 |
144.53 |
|
| S4 |
140.96 |
141.50 |
144.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145.54 |
144.11 |
1.43 |
1.0% |
0.55 |
0.4% |
21% |
False |
True |
522,088 |
| 10 |
146.17 |
144.11 |
2.06 |
1.4% |
0.62 |
0.4% |
15% |
False |
True |
552,350 |
| 20 |
146.17 |
143.48 |
2.69 |
1.9% |
0.57 |
0.4% |
35% |
False |
False |
413,339 |
| 40 |
146.17 |
141.40 |
4.77 |
3.3% |
0.58 |
0.4% |
63% |
False |
False |
209,098 |
| 60 |
146.17 |
140.95 |
5.22 |
3.6% |
0.60 |
0.4% |
66% |
False |
False |
140,419 |
| 80 |
146.17 |
139.73 |
6.44 |
4.5% |
0.63 |
0.4% |
73% |
False |
False |
106,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147.94 |
|
2.618 |
146.75 |
|
1.618 |
146.02 |
|
1.000 |
145.57 |
|
0.618 |
145.29 |
|
HIGH |
144.84 |
|
0.618 |
144.56 |
|
0.500 |
144.48 |
|
0.382 |
144.39 |
|
LOW |
144.11 |
|
0.618 |
143.66 |
|
1.000 |
143.38 |
|
1.618 |
142.93 |
|
2.618 |
142.20 |
|
4.250 |
141.01 |
|
|
| Fisher Pivots for day following 18-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
144.48 |
144.68 |
| PP |
144.45 |
144.59 |
| S1 |
144.43 |
144.50 |
|