Euro Bund Future March 2013
| Trading Metrics calculated at close of trading on 04-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2013 |
04-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
143.91 |
143.17 |
-0.74 |
-0.5% |
144.85 |
| High |
144.17 |
143.43 |
-0.74 |
-0.5% |
144.90 |
| Low |
143.19 |
142.52 |
-0.67 |
-0.5% |
142.52 |
| Close |
143.57 |
142.75 |
-0.82 |
-0.6% |
142.75 |
| Range |
0.98 |
0.91 |
-0.07 |
-7.1% |
2.38 |
| ATR |
0.70 |
0.72 |
0.03 |
3.6% |
0.00 |
| Volume |
899,521 |
528,630 |
-370,891 |
-41.2% |
2,091,270 |
|
| Daily Pivots for day following 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.63 |
145.10 |
143.25 |
|
| R3 |
144.72 |
144.19 |
143.00 |
|
| R2 |
143.81 |
143.81 |
142.92 |
|
| R1 |
143.28 |
143.28 |
142.83 |
143.09 |
| PP |
142.90 |
142.90 |
142.90 |
142.81 |
| S1 |
142.37 |
142.37 |
142.67 |
142.18 |
| S2 |
141.99 |
141.99 |
142.58 |
|
| S3 |
141.08 |
141.46 |
142.50 |
|
| S4 |
140.17 |
140.55 |
142.25 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150.53 |
149.02 |
144.06 |
|
| R3 |
148.15 |
146.64 |
143.40 |
|
| R2 |
145.77 |
145.77 |
143.19 |
|
| R1 |
144.26 |
144.26 |
142.97 |
143.83 |
| PP |
143.39 |
143.39 |
143.39 |
143.17 |
| S1 |
141.88 |
141.88 |
142.53 |
141.45 |
| S2 |
141.01 |
141.01 |
142.31 |
|
| S3 |
138.63 |
139.50 |
142.10 |
|
| S4 |
136.25 |
137.12 |
141.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145.82 |
142.52 |
3.30 |
2.3% |
0.85 |
0.6% |
7% |
False |
True |
573,841 |
| 10 |
145.82 |
142.52 |
3.30 |
2.3% |
0.68 |
0.5% |
7% |
False |
True |
499,786 |
| 20 |
146.17 |
142.52 |
3.65 |
2.6% |
0.66 |
0.5% |
6% |
False |
True |
558,830 |
| 40 |
146.17 |
142.52 |
3.65 |
2.6% |
0.60 |
0.4% |
6% |
False |
True |
305,208 |
| 60 |
146.17 |
140.95 |
5.22 |
3.7% |
0.60 |
0.4% |
34% |
False |
False |
204,607 |
| 80 |
146.17 |
139.73 |
6.44 |
4.5% |
0.62 |
0.4% |
47% |
False |
False |
153,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147.30 |
|
2.618 |
145.81 |
|
1.618 |
144.90 |
|
1.000 |
144.34 |
|
0.618 |
143.99 |
|
HIGH |
143.43 |
|
0.618 |
143.08 |
|
0.500 |
142.98 |
|
0.382 |
142.87 |
|
LOW |
142.52 |
|
0.618 |
141.96 |
|
1.000 |
141.61 |
|
1.618 |
141.05 |
|
2.618 |
140.14 |
|
4.250 |
138.65 |
|
|
| Fisher Pivots for day following 04-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
142.98 |
143.71 |
| PP |
142.90 |
143.39 |
| S1 |
142.83 |
143.07 |
|