Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 14-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2013 |
14-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
142.61 |
142.03 |
-0.58 |
-0.4% |
141.48 |
High |
142.69 |
142.68 |
-0.01 |
0.0% |
143.11 |
Low |
141.84 |
141.87 |
0.03 |
0.0% |
141.47 |
Close |
142.05 |
142.59 |
0.54 |
0.4% |
142.83 |
Range |
0.85 |
0.81 |
-0.04 |
-4.7% |
1.64 |
ATR |
0.77 |
0.77 |
0.00 |
0.4% |
0.00 |
Volume |
1,019,912 |
770,754 |
-249,158 |
-24.4% |
4,038,998 |
|
Daily Pivots for day following 14-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.81 |
144.51 |
143.04 |
|
R3 |
144.00 |
143.70 |
142.81 |
|
R2 |
143.19 |
143.19 |
142.74 |
|
R1 |
142.89 |
142.89 |
142.66 |
143.04 |
PP |
142.38 |
142.38 |
142.38 |
142.46 |
S1 |
142.08 |
142.08 |
142.52 |
142.23 |
S2 |
141.57 |
141.57 |
142.44 |
|
S3 |
140.76 |
141.27 |
142.37 |
|
S4 |
139.95 |
140.46 |
142.14 |
|
|
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 |
141.84 |
1.27 |
0.9% |
0.65 |
0.5% |
59% |
False |
False |
796,289 |
10 |
143.11 |
141.47 |
1.64 |
1.2% |
0.79 |
0.6% |
68% |
False |
False |
852,175 |
20 |
144.07 |
141.28 |
2.79 |
2.0% |
0.82 |
0.6% |
47% |
False |
False |
877,760 |
40 |
145.82 |
141.28 |
4.54 |
3.2% |
0.73 |
0.5% |
29% |
False |
False |
746,173 |
60 |
146.17 |
141.28 |
4.89 |
3.4% |
0.68 |
0.5% |
27% |
False |
False |
604,025 |
80 |
146.17 |
140.95 |
5.22 |
3.7% |
0.65 |
0.5% |
31% |
False |
False |
454,186 |
100 |
146.17 |
140.95 |
5.22 |
3.7% |
0.65 |
0.5% |
31% |
False |
False |
363,793 |
120 |
146.17 |
139.73 |
6.44 |
4.5% |
0.68 |
0.5% |
44% |
False |
False |
303,916 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.12 |
2.618 |
144.80 |
1.618 |
143.99 |
1.000 |
143.49 |
0.618 |
143.18 |
HIGH |
142.68 |
0.618 |
142.37 |
0.500 |
142.28 |
0.382 |
142.18 |
LOW |
141.87 |
0.618 |
141.37 |
1.000 |
141.06 |
1.618 |
140.56 |
2.618 |
139.75 |
4.250 |
138.43 |
|
|
Fisher Pivots for day following 14-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
142.49 |
142.54 |
PP |
142.38 |
142.49 |
S1 |
142.28 |
142.44 |
|