Euro Bund Future March 2013
| Trading Metrics calculated at close of trading on 18-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2013 |
18-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
143.50 |
142.50 |
-1.00 |
-0.7% |
142.48 |
| High |
143.62 |
143.38 |
-0.24 |
-0.2% |
143.64 |
| Low |
142.51 |
142.38 |
-0.13 |
-0.1% |
142.38 |
| Close |
142.76 |
143.32 |
0.56 |
0.4% |
143.32 |
| Range |
1.11 |
1.00 |
-0.11 |
-9.9% |
1.26 |
| ATR |
0.72 |
0.74 |
0.02 |
2.7% |
0.00 |
| Volume |
851,014 |
389,614 |
-461,400 |
-54.2% |
3,935,696 |
|
| Daily Pivots for day following 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.03 |
145.67 |
143.87 |
|
| R3 |
145.03 |
144.67 |
143.60 |
|
| R2 |
144.03 |
144.03 |
143.50 |
|
| R1 |
143.67 |
143.67 |
143.41 |
143.85 |
| PP |
143.03 |
143.03 |
143.03 |
143.12 |
| S1 |
142.67 |
142.67 |
143.23 |
142.85 |
| S2 |
142.03 |
142.03 |
143.14 |
|
| S3 |
141.03 |
141.67 |
143.05 |
|
| S4 |
140.03 |
140.67 |
142.77 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.89 |
146.37 |
144.01 |
|
| R3 |
145.63 |
145.11 |
143.67 |
|
| R2 |
144.37 |
144.37 |
143.55 |
|
| R1 |
143.85 |
143.85 |
143.44 |
144.11 |
| PP |
143.11 |
143.11 |
143.11 |
143.25 |
| S1 |
142.59 |
142.59 |
143.20 |
142.85 |
| S2 |
141.85 |
141.85 |
143.09 |
|
| S3 |
140.59 |
141.33 |
142.97 |
|
| S4 |
139.33 |
140.07 |
142.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143.64 |
142.38 |
1.26 |
0.9% |
0.74 |
0.5% |
75% |
False |
True |
787,139 |
| 10 |
143.77 |
142.05 |
1.72 |
1.2% |
0.72 |
0.5% |
74% |
False |
False |
777,271 |
| 20 |
145.82 |
142.05 |
3.77 |
2.6% |
0.70 |
0.5% |
34% |
False |
False |
638,528 |
| 40 |
146.17 |
142.05 |
4.12 |
2.9% |
0.64 |
0.4% |
31% |
False |
False |
497,877 |
| 60 |
146.17 |
141.10 |
5.07 |
3.5% |
0.62 |
0.4% |
44% |
False |
False |
333,548 |
| 80 |
146.17 |
140.95 |
5.22 |
3.6% |
0.62 |
0.4% |
45% |
False |
False |
250,806 |
| 100 |
146.17 |
139.73 |
6.44 |
4.5% |
0.66 |
0.5% |
56% |
False |
False |
201,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147.63 |
|
2.618 |
146.00 |
|
1.618 |
145.00 |
|
1.000 |
144.38 |
|
0.618 |
144.00 |
|
HIGH |
143.38 |
|
0.618 |
143.00 |
|
0.500 |
142.88 |
|
0.382 |
142.76 |
|
LOW |
142.38 |
|
0.618 |
141.76 |
|
1.000 |
141.38 |
|
1.618 |
140.76 |
|
2.618 |
139.76 |
|
4.250 |
138.13 |
|
|
| Fisher Pivots for day following 18-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143.17 |
143.22 |
| PP |
143.03 |
143.11 |
| S1 |
142.88 |
143.01 |
|