Euro Bund Future March 2013
| Trading Metrics calculated at close of trading on 27-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
144.60 |
144.78 |
0.18 |
0.1% |
144.71 |
| High |
144.85 |
145.63 |
0.78 |
0.5% |
145.02 |
| Low |
144.44 |
144.62 |
0.18 |
0.1% |
143.80 |
| Close |
144.77 |
145.54 |
0.77 |
0.5% |
144.77 |
| Range |
0.41 |
1.01 |
0.60 |
146.3% |
1.22 |
| ATR |
0.58 |
0.61 |
0.03 |
5.3% |
0.00 |
| Volume |
210,140 |
224,009 |
13,869 |
6.6% |
2,128,655 |
|
| Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.29 |
147.93 |
146.10 |
|
| R3 |
147.28 |
146.92 |
145.82 |
|
| R2 |
146.27 |
146.27 |
145.73 |
|
| R1 |
145.91 |
145.91 |
145.63 |
146.09 |
| PP |
145.26 |
145.26 |
145.26 |
145.36 |
| S1 |
144.90 |
144.90 |
145.45 |
145.08 |
| S2 |
144.25 |
144.25 |
145.35 |
|
| S3 |
143.24 |
143.89 |
145.26 |
|
| S4 |
142.23 |
142.88 |
144.98 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.19 |
147.70 |
145.44 |
|
| R3 |
146.97 |
146.48 |
145.11 |
|
| R2 |
145.75 |
145.75 |
144.99 |
|
| R1 |
145.26 |
145.26 |
144.88 |
145.51 |
| PP |
144.53 |
144.53 |
144.53 |
144.65 |
| S1 |
144.04 |
144.04 |
144.66 |
144.29 |
| S2 |
143.31 |
143.31 |
144.55 |
|
| S3 |
142.09 |
142.82 |
144.43 |
|
| S4 |
140.87 |
141.60 |
144.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145.63 |
143.80 |
1.83 |
1.3% |
0.62 |
0.4% |
95% |
True |
False |
367,835 |
| 10 |
145.78 |
143.80 |
1.98 |
1.4% |
0.57 |
0.4% |
88% |
False |
False |
430,355 |
| 20 |
146.17 |
143.48 |
2.69 |
1.8% |
0.61 |
0.4% |
77% |
False |
False |
470,244 |
| 40 |
146.17 |
142.74 |
3.43 |
2.4% |
0.57 |
0.4% |
82% |
False |
False |
239,234 |
| 60 |
146.17 |
140.95 |
5.22 |
3.6% |
0.59 |
0.4% |
88% |
False |
False |
160,682 |
| 80 |
146.17 |
139.73 |
6.44 |
4.4% |
0.63 |
0.4% |
90% |
False |
False |
121,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149.92 |
|
2.618 |
148.27 |
|
1.618 |
147.26 |
|
1.000 |
146.64 |
|
0.618 |
146.25 |
|
HIGH |
145.63 |
|
0.618 |
145.24 |
|
0.500 |
145.13 |
|
0.382 |
145.01 |
|
LOW |
144.62 |
|
0.618 |
144.00 |
|
1.000 |
143.61 |
|
1.618 |
142.99 |
|
2.618 |
141.98 |
|
4.250 |
140.33 |
|
|
| Fisher Pivots for day following 27-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
145.40 |
145.33 |
| PP |
145.26 |
145.11 |
| S1 |
145.13 |
144.90 |
|