Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 11-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2013 |
11-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
142.73 |
142.94 |
0.21 |
0.1% |
141.48 |
High |
143.11 |
143.11 |
0.00 |
0.0% |
143.11 |
Low |
142.62 |
142.63 |
0.01 |
0.0% |
141.47 |
Close |
142.83 |
142.85 |
0.02 |
0.0% |
142.83 |
Range |
0.49 |
0.48 |
-0.01 |
-2.0% |
1.64 |
ATR |
0.80 |
0.77 |
-0.02 |
-2.8% |
0.00 |
Volume |
529,456 |
723,656 |
194,200 |
36.7% |
4,038,998 |
|
Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.30 |
144.06 |
143.11 |
|
R3 |
143.82 |
143.58 |
142.98 |
|
R2 |
143.34 |
143.34 |
142.94 |
|
R1 |
143.10 |
143.10 |
142.89 |
142.98 |
PP |
142.86 |
142.86 |
142.86 |
142.81 |
S1 |
142.62 |
142.62 |
142.81 |
142.50 |
S2 |
142.38 |
142.38 |
142.76 |
|
S3 |
141.90 |
142.14 |
142.72 |
|
S4 |
141.42 |
141.66 |
142.59 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.39 |
146.75 |
143.73 |
|
R3 |
145.75 |
145.11 |
143.28 |
|
R2 |
144.11 |
144.11 |
143.13 |
|
R1 |
143.47 |
143.47 |
142.98 |
143.79 |
PP |
142.47 |
142.47 |
142.47 |
142.63 |
S1 |
141.83 |
141.83 |
142.68 |
142.15 |
S2 |
140.83 |
140.83 |
142.53 |
|
S3 |
139.19 |
140.19 |
142.38 |
|
S4 |
137.55 |
138.55 |
141.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
143.11 |
141.94 |
1.17 |
0.8% |
0.68 |
0.5% |
78% |
True |
False |
766,761 |
10 |
143.11 |
141.28 |
1.83 |
1.3% |
0.75 |
0.5% |
86% |
True |
False |
889,534 |
20 |
144.07 |
141.28 |
2.79 |
2.0% |
0.78 |
0.5% |
56% |
False |
False |
876,097 |
40 |
146.17 |
141.28 |
4.89 |
3.4% |
0.72 |
0.5% |
32% |
False |
False |
722,139 |
60 |
146.17 |
141.28 |
4.89 |
3.4% |
0.66 |
0.5% |
32% |
False |
False |
558,893 |
80 |
146.17 |
140.95 |
5.22 |
3.7% |
0.65 |
0.5% |
36% |
False |
False |
420,114 |
100 |
146.17 |
139.73 |
6.44 |
4.5% |
0.65 |
0.5% |
48% |
False |
False |
336,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.15 |
2.618 |
144.37 |
1.618 |
143.89 |
1.000 |
143.59 |
0.618 |
143.41 |
HIGH |
143.11 |
0.618 |
142.93 |
0.500 |
142.87 |
0.382 |
142.81 |
LOW |
142.63 |
0.618 |
142.33 |
1.000 |
142.15 |
1.618 |
141.85 |
2.618 |
141.37 |
4.250 |
140.59 |
|
|
Fisher Pivots for day following 11-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
142.87 |
142.78 |
PP |
142.86 |
142.70 |
S1 |
142.86 |
142.63 |
|