Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 09-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2013 |
09-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
143.22 |
143.26 |
0.04 |
0.0% |
144.85 |
High |
143.52 |
143.77 |
0.25 |
0.2% |
144.90 |
Low |
143.01 |
143.19 |
0.18 |
0.1% |
142.52 |
Close |
143.43 |
143.58 |
0.15 |
0.1% |
142.75 |
Range |
0.51 |
0.58 |
0.07 |
13.7% |
2.38 |
ATR |
0.69 |
0.68 |
-0.01 |
-1.1% |
0.00 |
Volume |
675,376 |
947,158 |
271,782 |
40.2% |
2,091,270 |
|
Daily Pivots for day following 09-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.25 |
145.00 |
143.90 |
|
R3 |
144.67 |
144.42 |
143.74 |
|
R2 |
144.09 |
144.09 |
143.69 |
|
R1 |
143.84 |
143.84 |
143.63 |
143.97 |
PP |
143.51 |
143.51 |
143.51 |
143.58 |
S1 |
143.26 |
143.26 |
143.53 |
143.39 |
S2 |
142.93 |
142.93 |
143.47 |
|
S3 |
142.35 |
142.68 |
143.42 |
|
S4 |
141.77 |
142.10 |
143.26 |
|
|
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 |
144.17 |
142.52 |
1.65 |
1.1% |
0.67 |
0.5% |
64% |
False |
False |
745,355 |
10 |
145.82 |
142.52 |
3.30 |
2.3% |
0.65 |
0.5% |
32% |
False |
False |
573,542 |
20 |
146.17 |
142.52 |
3.65 |
2.5% |
0.62 |
0.4% |
29% |
False |
False |
549,949 |
40 |
146.17 |
142.52 |
3.65 |
2.5% |
0.58 |
0.4% |
29% |
False |
False |
362,192 |
60 |
146.17 |
140.95 |
5.22 |
3.6% |
0.60 |
0.4% |
50% |
False |
False |
242,544 |
80 |
146.17 |
139.73 |
6.44 |
4.5% |
0.62 |
0.4% |
60% |
False |
False |
182,707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.24 |
2.618 |
145.29 |
1.618 |
144.71 |
1.000 |
144.35 |
0.618 |
144.13 |
HIGH |
143.77 |
0.618 |
143.55 |
0.500 |
143.48 |
0.382 |
143.41 |
LOW |
143.19 |
0.618 |
142.83 |
1.000 |
142.61 |
1.618 |
142.25 |
2.618 |
141.67 |
4.250 |
140.73 |
|
|
Fisher Pivots for day following 09-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
143.55 |
143.48 |
PP |
143.51 |
143.38 |
S1 |
143.48 |
143.28 |
|