Euro Bund Future March 2013
| Trading Metrics calculated at close of trading on 07-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2013 |
07-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
143.17 |
142.95 |
-0.22 |
-0.2% |
144.85 |
| High |
143.43 |
143.18 |
-0.25 |
-0.2% |
144.90 |
| Low |
142.52 |
142.79 |
0.27 |
0.2% |
142.52 |
| Close |
142.75 |
143.06 |
0.31 |
0.2% |
142.75 |
| Range |
0.91 |
0.39 |
-0.52 |
-57.1% |
2.38 |
| ATR |
0.72 |
0.70 |
-0.02 |
-2.9% |
0.00 |
| Volume |
528,630 |
676,093 |
147,463 |
27.9% |
2,091,270 |
|
| Daily Pivots for day following 07-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.18 |
144.01 |
143.27 |
|
| R3 |
143.79 |
143.62 |
143.17 |
|
| R2 |
143.40 |
143.40 |
143.13 |
|
| R1 |
143.23 |
143.23 |
143.10 |
143.32 |
| PP |
143.01 |
143.01 |
143.01 |
143.05 |
| S1 |
142.84 |
142.84 |
143.02 |
142.93 |
| S2 |
142.62 |
142.62 |
142.99 |
|
| S3 |
142.23 |
142.45 |
142.95 |
|
| S4 |
141.84 |
142.06 |
142.85 |
|
|
| 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% |
0.73 |
0.5% |
16% |
False |
False |
664,257 |
| 10 |
145.82 |
142.52 |
3.30 |
2.3% |
0.67 |
0.5% |
16% |
False |
False |
516,046 |
| 20 |
146.17 |
142.52 |
3.65 |
2.6% |
0.63 |
0.4% |
15% |
False |
False |
552,269 |
| 40 |
146.17 |
142.52 |
3.65 |
2.6% |
0.60 |
0.4% |
15% |
False |
False |
321,994 |
| 60 |
146.17 |
140.95 |
5.22 |
3.6% |
0.60 |
0.4% |
40% |
False |
False |
215,859 |
| 80 |
146.17 |
139.73 |
6.44 |
4.5% |
0.62 |
0.4% |
52% |
False |
False |
162,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144.84 |
|
2.618 |
144.20 |
|
1.618 |
143.81 |
|
1.000 |
143.57 |
|
0.618 |
143.42 |
|
HIGH |
143.18 |
|
0.618 |
143.03 |
|
0.500 |
142.99 |
|
0.382 |
142.94 |
|
LOW |
142.79 |
|
0.618 |
142.55 |
|
1.000 |
142.40 |
|
1.618 |
142.16 |
|
2.618 |
141.77 |
|
4.250 |
141.13 |
|
|
| Fisher Pivots for day following 07-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143.04 |
143.35 |
| PP |
143.01 |
143.25 |
| S1 |
142.99 |
143.16 |
|