Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 24-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2013 |
24-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
143.17 |
143.55 |
0.38 |
0.3% |
142.48 |
High |
143.68 |
144.07 |
0.39 |
0.3% |
143.64 |
Low |
143.07 |
143.18 |
0.11 |
0.1% |
142.38 |
Close |
143.59 |
143.20 |
-0.39 |
-0.3% |
143.32 |
Range |
0.61 |
0.89 |
0.28 |
45.9% |
1.26 |
ATR |
0.74 |
0.75 |
0.01 |
1.5% |
0.00 |
Volume |
982,838 |
1,114,416 |
131,578 |
13.4% |
3,935,696 |
|
Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.15 |
145.57 |
143.69 |
|
R3 |
145.26 |
144.68 |
143.44 |
|
R2 |
144.37 |
144.37 |
143.36 |
|
R1 |
143.79 |
143.79 |
143.28 |
143.64 |
PP |
143.48 |
143.48 |
143.48 |
143.41 |
S1 |
142.90 |
142.90 |
143.12 |
142.75 |
S2 |
142.59 |
142.59 |
143.04 |
|
S3 |
141.70 |
142.01 |
142.96 |
|
S4 |
140.81 |
141.12 |
142.71 |
|
|
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 |
144.07 |
142.38 |
1.69 |
1.2% |
0.86 |
0.6% |
49% |
True |
False |
826,382 |
10 |
144.07 |
142.05 |
2.02 |
1.4% |
0.79 |
0.5% |
57% |
True |
False |
836,537 |
20 |
145.82 |
142.05 |
3.77 |
2.6% |
0.72 |
0.5% |
31% |
False |
False |
705,039 |
40 |
146.17 |
142.05 |
4.12 |
2.9% |
0.65 |
0.5% |
28% |
False |
False |
569,267 |
60 |
146.17 |
141.40 |
4.77 |
3.3% |
0.62 |
0.4% |
38% |
False |
False |
381,386 |
80 |
146.17 |
140.95 |
5.22 |
3.6% |
0.62 |
0.4% |
43% |
False |
False |
286,886 |
100 |
146.17 |
139.73 |
6.44 |
4.5% |
0.65 |
0.5% |
54% |
False |
False |
230,400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.85 |
2.618 |
146.40 |
1.618 |
145.51 |
1.000 |
144.96 |
0.618 |
144.62 |
HIGH |
144.07 |
0.618 |
143.73 |
0.500 |
143.63 |
0.382 |
143.52 |
LOW |
143.18 |
0.618 |
142.63 |
1.000 |
142.29 |
1.618 |
141.74 |
2.618 |
140.85 |
4.250 |
139.40 |
|
|
Fisher Pivots for day following 24-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
143.63 |
143.31 |
PP |
143.48 |
143.27 |
S1 |
143.34 |
143.24 |
|