Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 08-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2013 |
08-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
142.95 |
143.22 |
0.27 |
0.2% |
144.85 |
High |
143.18 |
143.52 |
0.34 |
0.2% |
144.90 |
Low |
142.79 |
143.01 |
0.22 |
0.2% |
142.52 |
Close |
143.06 |
143.43 |
0.37 |
0.3% |
142.75 |
Range |
0.39 |
0.51 |
0.12 |
30.8% |
2.38 |
ATR |
0.70 |
0.69 |
-0.01 |
-2.0% |
0.00 |
Volume |
676,093 |
675,376 |
-717 |
-0.1% |
2,091,270 |
|
Daily Pivots for day following 08-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.85 |
144.65 |
143.71 |
|
R3 |
144.34 |
144.14 |
143.57 |
|
R2 |
143.83 |
143.83 |
143.52 |
|
R1 |
143.63 |
143.63 |
143.48 |
143.73 |
PP |
143.32 |
143.32 |
143.32 |
143.37 |
S1 |
143.12 |
143.12 |
143.38 |
143.22 |
S2 |
142.81 |
142.81 |
143.34 |
|
S3 |
142.30 |
142.61 |
143.29 |
|
S4 |
141.79 |
142.10 |
143.15 |
|
|
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 |
144.90 |
142.52 |
2.38 |
1.7% |
0.75 |
0.5% |
38% |
False |
False |
688,547 |
10 |
145.82 |
142.52 |
3.30 |
2.3% |
0.65 |
0.5% |
28% |
False |
False |
521,409 |
20 |
146.17 |
142.52 |
3.65 |
2.5% |
0.63 |
0.4% |
25% |
False |
False |
536,880 |
40 |
146.17 |
142.52 |
3.65 |
2.5% |
0.60 |
0.4% |
25% |
False |
False |
338,753 |
60 |
146.17 |
140.95 |
5.22 |
3.6% |
0.60 |
0.4% |
48% |
False |
False |
227,100 |
80 |
146.17 |
139.73 |
6.44 |
4.5% |
0.62 |
0.4% |
57% |
False |
False |
170,869 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.69 |
2.618 |
144.86 |
1.618 |
144.35 |
1.000 |
144.03 |
0.618 |
143.84 |
HIGH |
143.52 |
0.618 |
143.33 |
0.500 |
143.27 |
0.382 |
143.20 |
LOW |
143.01 |
0.618 |
142.69 |
1.000 |
142.50 |
1.618 |
142.18 |
2.618 |
141.67 |
4.250 |
140.84 |
|
|
Fisher Pivots for day following 08-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
143.38 |
143.29 |
PP |
143.32 |
143.16 |
S1 |
143.27 |
143.02 |
|