Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 07-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2013 |
07-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
142.29 |
142.54 |
0.25 |
0.2% |
142.21 |
High |
142.78 |
143.01 |
0.23 |
0.2% |
142.53 |
Low |
142.22 |
142.14 |
-0.08 |
-0.1% |
141.28 |
Close |
142.54 |
142.82 |
0.28 |
0.2% |
142.01 |
Range |
0.56 |
0.87 |
0.31 |
55.4% |
1.25 |
ATR |
0.82 |
0.82 |
0.00 |
0.5% |
0.00 |
Volume |
1,024,089 |
723,908 |
-300,181 |
-29.3% |
5,062,056 |
|
Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.27 |
144.91 |
143.30 |
|
R3 |
144.40 |
144.04 |
143.06 |
|
R2 |
143.53 |
143.53 |
142.98 |
|
R1 |
143.17 |
143.17 |
142.90 |
143.35 |
PP |
142.66 |
142.66 |
142.66 |
142.75 |
S1 |
142.30 |
142.30 |
142.74 |
142.48 |
S2 |
141.79 |
141.79 |
142.66 |
|
S3 |
140.92 |
141.43 |
142.58 |
|
S4 |
140.05 |
140.56 |
142.34 |
|
|
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 |
143.01 |
141.47 |
1.54 |
1.1% |
0.94 |
0.7% |
88% |
True |
False |
908,061 |
10 |
143.49 |
141.28 |
2.21 |
1.5% |
0.88 |
0.6% |
70% |
False |
False |
944,185 |
20 |
144.07 |
141.28 |
2.79 |
2.0% |
0.83 |
0.6% |
55% |
False |
False |
890,361 |
40 |
146.17 |
141.28 |
4.89 |
3.4% |
0.72 |
0.5% |
31% |
False |
False |
720,155 |
60 |
146.17 |
141.28 |
4.89 |
3.4% |
0.67 |
0.5% |
31% |
False |
False |
538,248 |
80 |
146.17 |
140.95 |
5.22 |
3.7% |
0.66 |
0.5% |
36% |
False |
False |
404,498 |
100 |
146.17 |
139.73 |
6.44 |
4.5% |
0.66 |
0.5% |
48% |
False |
False |
324,238 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.71 |
2.618 |
145.29 |
1.618 |
144.42 |
1.000 |
143.88 |
0.618 |
143.55 |
HIGH |
143.01 |
0.618 |
142.68 |
0.500 |
142.58 |
0.382 |
142.47 |
LOW |
142.14 |
0.618 |
141.60 |
1.000 |
141.27 |
1.618 |
140.73 |
2.618 |
139.86 |
4.250 |
138.44 |
|
|
Fisher Pivots for day following 07-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
142.74 |
142.71 |
PP |
142.66 |
142.59 |
S1 |
142.58 |
142.48 |
|