Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 10-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2013 |
10-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
143.26 |
143.53 |
0.27 |
0.2% |
144.85 |
High |
143.77 |
143.66 |
-0.11 |
-0.1% |
144.90 |
Low |
143.19 |
142.43 |
-0.76 |
-0.5% |
142.52 |
Close |
143.58 |
142.70 |
-0.88 |
-0.6% |
142.75 |
Range |
0.58 |
1.23 |
0.65 |
112.1% |
2.38 |
ATR |
0.68 |
0.72 |
0.04 |
5.8% |
0.00 |
Volume |
947,158 |
933,428 |
-13,730 |
-1.4% |
2,091,270 |
|
Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.62 |
145.89 |
143.38 |
|
R3 |
145.39 |
144.66 |
143.04 |
|
R2 |
144.16 |
144.16 |
142.93 |
|
R1 |
143.43 |
143.43 |
142.81 |
143.18 |
PP |
142.93 |
142.93 |
142.93 |
142.81 |
S1 |
142.20 |
142.20 |
142.59 |
141.95 |
S2 |
141.70 |
141.70 |
142.47 |
|
S3 |
140.47 |
140.97 |
142.36 |
|
S4 |
139.24 |
139.74 |
142.02 |
|
|
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 |
143.77 |
142.43 |
1.34 |
0.9% |
0.72 |
0.5% |
20% |
False |
True |
752,137 |
10 |
145.82 |
142.43 |
3.39 |
2.4% |
0.74 |
0.5% |
8% |
False |
True |
631,140 |
20 |
146.17 |
142.43 |
3.74 |
2.6% |
0.64 |
0.4% |
7% |
False |
True |
565,625 |
40 |
146.17 |
142.43 |
3.74 |
2.6% |
0.60 |
0.4% |
7% |
False |
True |
385,443 |
60 |
146.17 |
140.95 |
5.22 |
3.7% |
0.61 |
0.4% |
34% |
False |
False |
258,059 |
80 |
146.17 |
139.73 |
6.44 |
4.5% |
0.62 |
0.4% |
46% |
False |
False |
194,374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.89 |
2.618 |
146.88 |
1.618 |
145.65 |
1.000 |
144.89 |
0.618 |
144.42 |
HIGH |
143.66 |
0.618 |
143.19 |
0.500 |
143.05 |
0.382 |
142.90 |
LOW |
142.43 |
0.618 |
141.67 |
1.000 |
141.20 |
1.618 |
140.44 |
2.618 |
139.21 |
4.250 |
137.20 |
|
|
Fisher Pivots for day following 10-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
143.05 |
143.10 |
PP |
142.93 |
142.97 |
S1 |
142.82 |
142.83 |
|