Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 05-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2013 |
05-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
141.48 |
142.65 |
1.17 |
0.8% |
142.21 |
High |
142.82 |
142.93 |
0.11 |
0.1% |
142.53 |
Low |
141.47 |
141.94 |
0.47 |
0.3% |
141.28 |
Close |
142.64 |
142.20 |
-0.44 |
-0.3% |
142.01 |
Range |
1.35 |
0.99 |
-0.36 |
-26.7% |
1.25 |
ATR |
0.82 |
0.83 |
0.01 |
1.5% |
0.00 |
Volume |
928,846 |
832,699 |
-96,147 |
-10.4% |
5,062,056 |
|
Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.33 |
144.75 |
142.74 |
|
R3 |
144.34 |
143.76 |
142.47 |
|
R2 |
143.35 |
143.35 |
142.38 |
|
R1 |
142.77 |
142.77 |
142.29 |
142.57 |
PP |
142.36 |
142.36 |
142.36 |
142.25 |
S1 |
141.78 |
141.78 |
142.11 |
141.58 |
S2 |
141.37 |
141.37 |
142.02 |
|
S3 |
140.38 |
140.79 |
141.93 |
|
S4 |
139.39 |
139.80 |
141.66 |
|
|
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 |
142.93 |
141.28 |
1.65 |
1.2% |
0.91 |
0.6% |
56% |
True |
False |
955,240 |
10 |
144.07 |
141.28 |
2.79 |
2.0% |
0.89 |
0.6% |
33% |
False |
False |
979,111 |
20 |
144.07 |
141.28 |
2.79 |
2.0% |
0.82 |
0.6% |
33% |
False |
False |
884,088 |
40 |
146.17 |
141.28 |
4.89 |
3.4% |
0.72 |
0.5% |
19% |
False |
False |
718,178 |
60 |
146.17 |
141.28 |
4.89 |
3.4% |
0.67 |
0.5% |
19% |
False |
False |
509,359 |
80 |
146.17 |
140.95 |
5.22 |
3.7% |
0.66 |
0.5% |
24% |
False |
False |
382,916 |
100 |
146.17 |
139.73 |
6.44 |
4.5% |
0.66 |
0.5% |
38% |
False |
False |
306,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.14 |
2.618 |
145.52 |
1.618 |
144.53 |
1.000 |
143.92 |
0.618 |
143.54 |
HIGH |
142.93 |
0.618 |
142.55 |
0.500 |
142.44 |
0.382 |
142.32 |
LOW |
141.94 |
0.618 |
141.33 |
1.000 |
140.95 |
1.618 |
140.34 |
2.618 |
139.35 |
4.250 |
137.73 |
|
|
Fisher Pivots for day following 05-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
142.44 |
142.20 |
PP |
142.36 |
142.20 |
S1 |
142.28 |
142.20 |
|