Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 01-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2013 |
01-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
141.88 |
141.67 |
-0.21 |
-0.1% |
142.21 |
High |
142.17 |
142.45 |
0.28 |
0.2% |
142.53 |
Low |
141.55 |
141.54 |
-0.01 |
0.0% |
141.28 |
Close |
141.90 |
142.01 |
0.11 |
0.1% |
142.01 |
Range |
0.62 |
0.91 |
0.29 |
46.8% |
1.25 |
ATR |
0.77 |
0.78 |
0.01 |
1.3% |
0.00 |
Volume |
1,020,721 |
1,030,766 |
10,045 |
1.0% |
5,062,056 |
|
Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.73 |
144.28 |
142.51 |
|
R3 |
143.82 |
143.37 |
142.26 |
|
R2 |
142.91 |
142.91 |
142.18 |
|
R1 |
142.46 |
142.46 |
142.09 |
142.69 |
PP |
142.00 |
142.00 |
142.00 |
142.11 |
S1 |
141.55 |
141.55 |
141.93 |
141.78 |
S2 |
141.09 |
141.09 |
141.84 |
|
S3 |
140.18 |
140.64 |
141.76 |
|
S4 |
139.27 |
139.73 |
141.51 |
|
|
Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.69 |
145.10 |
142.70 |
|
R3 |
144.44 |
143.85 |
142.35 |
|
R2 |
143.19 |
143.19 |
142.24 |
|
R1 |
142.60 |
142.60 |
142.12 |
142.27 |
PP |
141.94 |
141.94 |
141.94 |
141.78 |
S1 |
141.35 |
141.35 |
141.90 |
141.02 |
S2 |
140.69 |
140.69 |
141.78 |
|
S3 |
139.44 |
140.10 |
141.67 |
|
S4 |
138.19 |
138.85 |
141.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
142.53 |
141.28 |
1.25 |
0.9% |
0.74 |
0.5% |
58% |
False |
False |
1,012,411 |
10 |
144.07 |
141.28 |
2.79 |
2.0% |
0.82 |
0.6% |
26% |
False |
False |
921,321 |
20 |
144.07 |
141.28 |
2.79 |
2.0% |
0.76 |
0.5% |
26% |
False |
False |
856,246 |
40 |
146.17 |
141.28 |
4.89 |
3.4% |
0.70 |
0.5% |
15% |
False |
False |
708,269 |
60 |
146.17 |
141.28 |
4.89 |
3.4% |
0.65 |
0.5% |
15% |
False |
False |
480,123 |
80 |
146.17 |
140.95 |
5.22 |
3.7% |
0.64 |
0.5% |
20% |
False |
False |
360,923 |
100 |
146.17 |
139.73 |
6.44 |
4.5% |
0.66 |
0.5% |
35% |
False |
False |
289,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.32 |
2.618 |
144.83 |
1.618 |
143.92 |
1.000 |
143.36 |
0.618 |
143.01 |
HIGH |
142.45 |
0.618 |
142.10 |
0.500 |
142.00 |
0.382 |
141.89 |
LOW |
141.54 |
0.618 |
140.98 |
1.000 |
140.63 |
1.618 |
140.07 |
2.618 |
139.16 |
4.250 |
137.67 |
|
|
Fisher Pivots for day following 01-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
142.01 |
141.96 |
PP |
142.00 |
141.91 |
S1 |
142.00 |
141.87 |
|