Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 14-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
142.55 |
142.48 |
-0.07 |
0.0% |
142.95 |
High |
142.78 |
142.94 |
0.16 |
0.1% |
143.77 |
Low |
142.05 |
142.44 |
0.39 |
0.3% |
142.05 |
Close |
142.31 |
142.77 |
0.46 |
0.3% |
142.31 |
Range |
0.73 |
0.50 |
-0.23 |
-31.5% |
1.72 |
ATR |
0.72 |
0.71 |
-0.01 |
-0.9% |
0.00 |
Volume |
604,961 |
856,270 |
251,309 |
41.5% |
3,837,016 |
|
Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.22 |
143.99 |
143.05 |
|
R3 |
143.72 |
143.49 |
142.91 |
|
R2 |
143.22 |
143.22 |
142.86 |
|
R1 |
142.99 |
142.99 |
142.82 |
143.11 |
PP |
142.72 |
142.72 |
142.72 |
142.77 |
S1 |
142.49 |
142.49 |
142.72 |
142.61 |
S2 |
142.22 |
142.22 |
142.68 |
|
S3 |
141.72 |
141.99 |
142.63 |
|
S4 |
141.22 |
141.49 |
142.50 |
|
|
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% |
0.71 |
0.5% |
42% |
False |
False |
803,438 |
10 |
145.82 |
142.05 |
3.77 |
2.6% |
0.72 |
0.5% |
19% |
False |
False |
733,848 |
20 |
145.82 |
142.05 |
3.77 |
2.6% |
0.64 |
0.5% |
19% |
False |
False |
582,101 |
40 |
146.17 |
142.05 |
4.12 |
2.9% |
0.61 |
0.4% |
17% |
False |
False |
421,606 |
60 |
146.17 |
140.95 |
5.22 |
3.7% |
0.61 |
0.4% |
35% |
False |
False |
282,371 |
80 |
146.17 |
140.37 |
5.80 |
4.1% |
0.61 |
0.4% |
41% |
False |
False |
212,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.07 |
2.618 |
144.25 |
1.618 |
143.75 |
1.000 |
143.44 |
0.618 |
143.25 |
HIGH |
142.94 |
0.618 |
142.75 |
0.500 |
142.69 |
0.382 |
142.63 |
LOW |
142.44 |
0.618 |
142.13 |
1.000 |
141.94 |
1.618 |
141.63 |
2.618 |
141.13 |
4.250 |
140.32 |
|
|
Fisher Pivots for day following 14-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
142.74 |
142.86 |
PP |
142.72 |
142.83 |
S1 |
142.69 |
142.80 |
|