Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 04-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2013 |
04-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
141.67 |
141.48 |
-0.19 |
-0.1% |
142.21 |
High |
142.45 |
142.82 |
0.37 |
0.3% |
142.53 |
Low |
141.54 |
141.47 |
-0.07 |
0.0% |
141.28 |
Close |
142.01 |
142.64 |
0.63 |
0.4% |
142.01 |
Range |
0.91 |
1.35 |
0.44 |
48.4% |
1.25 |
ATR |
0.78 |
0.82 |
0.04 |
5.2% |
0.00 |
Volume |
1,030,766 |
928,846 |
-101,920 |
-9.9% |
5,062,056 |
|
Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.36 |
145.85 |
143.38 |
|
R3 |
145.01 |
144.50 |
143.01 |
|
R2 |
143.66 |
143.66 |
142.89 |
|
R1 |
143.15 |
143.15 |
142.76 |
143.41 |
PP |
142.31 |
142.31 |
142.31 |
142.44 |
S1 |
141.80 |
141.80 |
142.52 |
142.06 |
S2 |
140.96 |
140.96 |
142.39 |
|
S3 |
139.61 |
140.45 |
142.27 |
|
S4 |
138.26 |
139.10 |
141.90 |
|
|
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 |
142.82 |
141.28 |
1.54 |
1.1% |
0.83 |
0.6% |
88% |
True |
False |
1,012,307 |
10 |
144.07 |
141.28 |
2.79 |
2.0% |
0.86 |
0.6% |
49% |
False |
False |
975,244 |
20 |
144.07 |
141.28 |
2.79 |
2.0% |
0.79 |
0.6% |
49% |
False |
False |
876,257 |
40 |
146.17 |
141.28 |
4.89 |
3.4% |
0.72 |
0.5% |
28% |
False |
False |
717,544 |
60 |
146.17 |
141.28 |
4.89 |
3.4% |
0.66 |
0.5% |
28% |
False |
False |
495,558 |
80 |
146.17 |
140.95 |
5.22 |
3.7% |
0.65 |
0.5% |
32% |
False |
False |
372,519 |
100 |
146.17 |
139.73 |
6.44 |
4.5% |
0.66 |
0.5% |
45% |
False |
False |
298,434 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.56 |
2.618 |
146.35 |
1.618 |
145.00 |
1.000 |
144.17 |
0.618 |
143.65 |
HIGH |
142.82 |
0.618 |
142.30 |
0.500 |
142.15 |
0.382 |
141.99 |
LOW |
141.47 |
0.618 |
140.64 |
1.000 |
140.12 |
1.618 |
139.29 |
2.618 |
137.94 |
4.250 |
135.73 |
|
|
Fisher Pivots for day following 04-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
142.48 |
142.48 |
PP |
142.31 |
142.31 |
S1 |
142.15 |
142.15 |
|