Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 29-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
142.21 |
141.87 |
-0.34 |
-0.2% |
142.96 |
High |
142.53 |
142.27 |
-0.26 |
-0.2% |
144.07 |
Low |
141.61 |
141.70 |
0.09 |
0.1% |
142.20 |
Close |
141.79 |
141.82 |
0.03 |
0.0% |
142.50 |
Range |
0.92 |
0.57 |
-0.35 |
-38.0% |
1.87 |
ATR |
0.79 |
0.78 |
-0.02 |
-2.0% |
0.00 |
Volume |
929,365 |
1,118,032 |
188,667 |
20.3% |
3,761,541 |
|
Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.64 |
143.30 |
142.13 |
|
R3 |
143.07 |
142.73 |
141.98 |
|
R2 |
142.50 |
142.50 |
141.92 |
|
R1 |
142.16 |
142.16 |
141.87 |
142.05 |
PP |
141.93 |
141.93 |
141.93 |
141.87 |
S1 |
141.59 |
141.59 |
141.77 |
141.48 |
S2 |
141.36 |
141.36 |
141.72 |
|
S3 |
140.79 |
141.02 |
141.66 |
|
S4 |
140.22 |
140.45 |
141.51 |
|
|
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% |
0.86 |
0.6% |
9% |
False |
False |
1,002,981 |
10 |
144.07 |
141.61 |
2.46 |
1.7% |
0.82 |
0.6% |
9% |
False |
False |
888,836 |
20 |
145.82 |
141.61 |
4.21 |
3.0% |
0.77 |
0.5% |
5% |
False |
False |
811,342 |
40 |
146.17 |
141.61 |
4.56 |
3.2% |
0.69 |
0.5% |
5% |
False |
False |
640,793 |
60 |
146.17 |
141.61 |
4.56 |
3.2% |
0.64 |
0.4% |
5% |
False |
False |
429,937 |
80 |
146.17 |
140.95 |
5.22 |
3.7% |
0.64 |
0.4% |
17% |
False |
False |
323,347 |
100 |
146.17 |
139.73 |
6.44 |
4.5% |
0.66 |
0.5% |
32% |
False |
False |
259,259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.69 |
2.618 |
143.76 |
1.618 |
143.19 |
1.000 |
142.84 |
0.618 |
142.62 |
HIGH |
142.27 |
0.618 |
142.05 |
0.500 |
141.99 |
0.382 |
141.92 |
LOW |
141.70 |
0.618 |
141.35 |
1.000 |
141.13 |
1.618 |
140.78 |
2.618 |
140.21 |
4.250 |
139.28 |
|
|
Fisher Pivots for day following 29-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
141.99 |
142.55 |
PP |
141.93 |
142.31 |
S1 |
141.88 |
142.06 |
|