Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 28-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
143.27 |
142.21 |
-1.06 |
-0.7% |
142.96 |
High |
143.49 |
142.53 |
-0.96 |
-0.7% |
144.07 |
Low |
142.20 |
141.61 |
-0.59 |
-0.4% |
142.20 |
Close |
142.50 |
141.79 |
-0.71 |
-0.5% |
142.50 |
Range |
1.29 |
0.92 |
-0.37 |
-28.7% |
1.87 |
ATR |
0.79 |
0.79 |
0.01 |
1.2% |
0.00 |
Volume |
870,255 |
929,365 |
59,110 |
6.8% |
3,761,541 |
|
Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.74 |
144.18 |
142.30 |
|
R3 |
143.82 |
143.26 |
142.04 |
|
R2 |
142.90 |
142.90 |
141.96 |
|
R1 |
142.34 |
142.34 |
141.87 |
142.16 |
PP |
141.98 |
141.98 |
141.98 |
141.89 |
S1 |
141.42 |
141.42 |
141.71 |
141.24 |
S2 |
141.06 |
141.06 |
141.62 |
|
S3 |
140.14 |
140.50 |
141.54 |
|
S4 |
139.22 |
139.58 |
141.28 |
|
|
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 |
141.61 |
2.46 |
1.7% |
0.88 |
0.6% |
7% |
False |
True |
938,181 |
10 |
144.07 |
141.61 |
2.46 |
1.7% |
0.81 |
0.6% |
7% |
False |
True |
862,660 |
20 |
145.82 |
141.61 |
4.21 |
3.0% |
0.79 |
0.6% |
4% |
False |
True |
766,641 |
40 |
146.17 |
141.61 |
4.56 |
3.2% |
0.69 |
0.5% |
4% |
False |
True |
613,474 |
60 |
146.17 |
141.61 |
4.56 |
3.2% |
0.64 |
0.5% |
4% |
False |
True |
411,338 |
80 |
146.17 |
140.95 |
5.22 |
3.7% |
0.64 |
0.4% |
16% |
False |
False |
309,372 |
100 |
146.17 |
139.73 |
6.44 |
4.5% |
0.66 |
0.5% |
32% |
False |
False |
248,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.44 |
2.618 |
144.94 |
1.618 |
144.02 |
1.000 |
143.45 |
0.618 |
143.10 |
HIGH |
142.53 |
0.618 |
142.18 |
0.500 |
142.07 |
0.382 |
141.96 |
LOW |
141.61 |
0.618 |
141.04 |
1.000 |
140.69 |
1.618 |
140.12 |
2.618 |
139.20 |
4.250 |
137.70 |
|
|
Fisher Pivots for day following 28-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
142.07 |
142.84 |
PP |
141.98 |
142.49 |
S1 |
141.88 |
142.14 |
|