Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 11-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
143.53 |
142.55 |
-0.98 |
-0.7% |
142.95 |
High |
143.66 |
142.78 |
-0.88 |
-0.6% |
143.77 |
Low |
142.43 |
142.05 |
-0.38 |
-0.3% |
142.05 |
Close |
142.70 |
142.31 |
-0.39 |
-0.3% |
142.31 |
Range |
1.23 |
0.73 |
-0.50 |
-40.7% |
1.72 |
ATR |
0.72 |
0.72 |
0.00 |
0.1% |
0.00 |
Volume |
933,428 |
604,961 |
-328,467 |
-35.2% |
3,837,016 |
|
Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.57 |
144.17 |
142.71 |
|
R3 |
143.84 |
143.44 |
142.51 |
|
R2 |
143.11 |
143.11 |
142.44 |
|
R1 |
142.71 |
142.71 |
142.38 |
142.55 |
PP |
142.38 |
142.38 |
142.38 |
142.30 |
S1 |
141.98 |
141.98 |
142.24 |
141.82 |
S2 |
141.65 |
141.65 |
142.18 |
|
S3 |
140.92 |
141.25 |
142.11 |
|
S4 |
140.19 |
140.52 |
141.91 |
|
|
Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.87 |
146.81 |
143.26 |
|
R3 |
146.15 |
145.09 |
142.78 |
|
R2 |
144.43 |
144.43 |
142.63 |
|
R1 |
143.37 |
143.37 |
142.47 |
143.04 |
PP |
142.71 |
142.71 |
142.71 |
142.55 |
S1 |
141.65 |
141.65 |
142.15 |
141.32 |
S2 |
140.99 |
140.99 |
141.99 |
|
S3 |
139.27 |
139.93 |
141.84 |
|
S4 |
137.55 |
138.21 |
141.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
143.77 |
142.05 |
1.72 |
1.2% |
0.69 |
0.5% |
15% |
False |
True |
767,403 |
10 |
145.82 |
142.05 |
3.77 |
2.6% |
0.77 |
0.5% |
7% |
False |
True |
670,622 |
20 |
146.17 |
142.05 |
4.12 |
2.9% |
0.65 |
0.5% |
6% |
False |
True |
568,181 |
40 |
146.17 |
142.05 |
4.12 |
2.9% |
0.60 |
0.4% |
6% |
False |
True |
400,290 |
60 |
146.17 |
140.95 |
5.22 |
3.7% |
0.61 |
0.4% |
26% |
False |
False |
268,120 |
80 |
146.17 |
139.73 |
6.44 |
4.5% |
0.61 |
0.4% |
40% |
False |
False |
201,929 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.88 |
2.618 |
144.69 |
1.618 |
143.96 |
1.000 |
143.51 |
0.618 |
143.23 |
HIGH |
142.78 |
0.618 |
142.50 |
0.500 |
142.42 |
0.382 |
142.33 |
LOW |
142.05 |
0.618 |
141.60 |
1.000 |
141.32 |
1.618 |
140.87 |
2.618 |
140.14 |
4.250 |
138.95 |
|
|
Fisher Pivots for day following 11-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
142.42 |
142.91 |
PP |
142.38 |
142.71 |
S1 |
142.35 |
142.51 |
|