Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 30-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2013 |
30-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
141.87 |
141.75 |
-0.12 |
-0.1% |
142.96 |
High |
142.27 |
141.98 |
-0.29 |
-0.2% |
144.07 |
Low |
141.70 |
141.28 |
-0.42 |
-0.3% |
142.20 |
Close |
141.82 |
141.43 |
-0.39 |
-0.3% |
142.50 |
Range |
0.57 |
0.70 |
0.13 |
22.8% |
1.87 |
ATR |
0.78 |
0.77 |
-0.01 |
-0.7% |
0.00 |
Volume |
1,118,032 |
963,172 |
-154,860 |
-13.9% |
3,761,541 |
|
Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.66 |
143.25 |
141.82 |
|
R3 |
142.96 |
142.55 |
141.62 |
|
R2 |
142.26 |
142.26 |
141.56 |
|
R1 |
141.85 |
141.85 |
141.49 |
141.71 |
PP |
141.56 |
141.56 |
141.56 |
141.49 |
S1 |
141.15 |
141.15 |
141.37 |
141.01 |
S2 |
140.86 |
140.86 |
141.30 |
|
S3 |
140.16 |
140.45 |
141.24 |
|
S4 |
139.46 |
139.75 |
141.05 |
|
|
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 |
141.28 |
2.79 |
2.0% |
0.87 |
0.6% |
5% |
False |
True |
999,048 |
10 |
144.07 |
141.28 |
2.79 |
2.0% |
0.83 |
0.6% |
5% |
False |
True |
903,412 |
20 |
144.90 |
141.28 |
3.62 |
2.6% |
0.78 |
0.6% |
4% |
False |
True |
831,804 |
40 |
146.17 |
141.28 |
4.89 |
3.5% |
0.70 |
0.5% |
3% |
False |
True |
663,945 |
60 |
146.17 |
141.28 |
4.89 |
3.5% |
0.64 |
0.5% |
3% |
False |
True |
445,973 |
80 |
146.17 |
140.95 |
5.22 |
3.7% |
0.64 |
0.5% |
9% |
False |
False |
335,301 |
100 |
146.17 |
139.73 |
6.44 |
4.6% |
0.66 |
0.5% |
26% |
False |
False |
268,688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.96 |
2.618 |
143.81 |
1.618 |
143.11 |
1.000 |
142.68 |
0.618 |
142.41 |
HIGH |
141.98 |
0.618 |
141.71 |
0.500 |
141.63 |
0.382 |
141.55 |
LOW |
141.28 |
0.618 |
140.85 |
1.000 |
140.58 |
1.618 |
140.15 |
2.618 |
139.45 |
4.250 |
138.31 |
|
|
Fisher Pivots for day following 30-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
141.63 |
141.91 |
PP |
141.56 |
141.75 |
S1 |
141.50 |
141.59 |
|