Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 06-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2013 |
06-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
142.65 |
142.29 |
-0.36 |
-0.3% |
142.21 |
High |
142.93 |
142.78 |
-0.15 |
-0.1% |
142.53 |
Low |
141.94 |
142.22 |
0.28 |
0.2% |
141.28 |
Close |
142.20 |
142.54 |
0.34 |
0.2% |
142.01 |
Range |
0.99 |
0.56 |
-0.43 |
-43.4% |
1.25 |
ATR |
0.83 |
0.82 |
-0.02 |
-2.2% |
0.00 |
Volume |
832,699 |
1,024,089 |
191,390 |
23.0% |
5,062,056 |
|
Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.19 |
143.93 |
142.85 |
|
R3 |
143.63 |
143.37 |
142.69 |
|
R2 |
143.07 |
143.07 |
142.64 |
|
R1 |
142.81 |
142.81 |
142.59 |
142.94 |
PP |
142.51 |
142.51 |
142.51 |
142.58 |
S1 |
142.25 |
142.25 |
142.49 |
142.38 |
S2 |
141.95 |
141.95 |
142.44 |
|
S3 |
141.39 |
141.69 |
142.39 |
|
S4 |
140.83 |
141.13 |
142.23 |
|
|
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 |
141.47 |
1.46 |
1.0% |
0.89 |
0.6% |
73% |
False |
False |
967,424 |
10 |
144.07 |
141.28 |
2.79 |
2.0% |
0.88 |
0.6% |
45% |
False |
False |
983,236 |
20 |
144.07 |
141.28 |
2.79 |
2.0% |
0.82 |
0.6% |
45% |
False |
False |
901,523 |
40 |
146.17 |
141.28 |
4.89 |
3.4% |
0.73 |
0.5% |
26% |
False |
False |
719,201 |
60 |
146.17 |
141.28 |
4.89 |
3.4% |
0.67 |
0.5% |
26% |
False |
False |
526,343 |
80 |
146.17 |
140.95 |
5.22 |
3.7% |
0.66 |
0.5% |
30% |
False |
False |
395,706 |
100 |
146.17 |
139.73 |
6.44 |
4.5% |
0.66 |
0.5% |
44% |
False |
False |
317,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.16 |
2.618 |
144.25 |
1.618 |
143.69 |
1.000 |
143.34 |
0.618 |
143.13 |
HIGH |
142.78 |
0.618 |
142.57 |
0.500 |
142.50 |
0.382 |
142.43 |
LOW |
142.22 |
0.618 |
141.87 |
1.000 |
141.66 |
1.618 |
141.31 |
2.618 |
140.75 |
4.250 |
139.84 |
|
|
Fisher Pivots for day following 06-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
142.53 |
142.43 |
PP |
142.51 |
142.31 |
S1 |
142.50 |
142.20 |
|