Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 25-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2013 |
25-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
143.55 |
143.27 |
-0.28 |
-0.2% |
142.96 |
High |
144.07 |
143.49 |
-0.58 |
-0.4% |
144.07 |
Low |
143.18 |
142.20 |
-0.98 |
-0.7% |
142.20 |
Close |
143.20 |
142.50 |
-0.70 |
-0.5% |
142.50 |
Range |
0.89 |
1.29 |
0.40 |
44.9% |
1.87 |
ATR |
0.75 |
0.79 |
0.04 |
5.2% |
0.00 |
Volume |
1,114,416 |
870,255 |
-244,161 |
-21.9% |
3,761,541 |
|
Daily Pivots for day following 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.60 |
145.84 |
143.21 |
|
R3 |
145.31 |
144.55 |
142.85 |
|
R2 |
144.02 |
144.02 |
142.74 |
|
R1 |
143.26 |
143.26 |
142.62 |
143.00 |
PP |
142.73 |
142.73 |
142.73 |
142.60 |
S1 |
141.97 |
141.97 |
142.38 |
141.71 |
S2 |
141.44 |
141.44 |
142.26 |
|
S3 |
140.15 |
140.68 |
142.15 |
|
S4 |
138.86 |
139.39 |
141.79 |
|
|
Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.53 |
147.39 |
143.53 |
|
R3 |
146.66 |
145.52 |
143.01 |
|
R2 |
144.79 |
144.79 |
142.84 |
|
R1 |
143.65 |
143.65 |
142.67 |
143.29 |
PP |
142.92 |
142.92 |
142.92 |
142.74 |
S1 |
141.78 |
141.78 |
142.33 |
141.42 |
S2 |
141.05 |
141.05 |
142.16 |
|
S3 |
139.18 |
139.91 |
141.99 |
|
S4 |
137.31 |
138.04 |
141.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
144.07 |
142.20 |
1.87 |
1.3% |
0.90 |
0.6% |
16% |
False |
True |
830,231 |
10 |
144.07 |
142.05 |
2.02 |
1.4% |
0.79 |
0.6% |
22% |
False |
False |
830,219 |
20 |
145.82 |
142.05 |
3.77 |
2.6% |
0.77 |
0.5% |
12% |
False |
False |
730,679 |
40 |
146.17 |
142.05 |
4.12 |
2.9% |
0.67 |
0.5% |
11% |
False |
False |
590,790 |
60 |
146.17 |
142.05 |
4.12 |
2.9% |
0.63 |
0.4% |
11% |
False |
False |
395,874 |
80 |
146.17 |
140.95 |
5.22 |
3.7% |
0.63 |
0.4% |
30% |
False |
False |
297,759 |
100 |
146.17 |
139.73 |
6.44 |
4.5% |
0.66 |
0.5% |
43% |
False |
False |
239,096 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.97 |
2.618 |
146.87 |
1.618 |
145.58 |
1.000 |
144.78 |
0.618 |
144.29 |
HIGH |
143.49 |
0.618 |
143.00 |
0.500 |
142.85 |
0.382 |
142.69 |
LOW |
142.20 |
0.618 |
141.40 |
1.000 |
140.91 |
1.618 |
140.11 |
2.618 |
138.82 |
4.250 |
136.72 |
|
|
Fisher Pivots for day following 25-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
142.85 |
143.14 |
PP |
142.73 |
142.92 |
S1 |
142.62 |
142.71 |
|