Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 15-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2013 |
15-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
142.03 |
142.70 |
0.67 |
0.5% |
142.94 |
High |
142.68 |
143.01 |
0.33 |
0.2% |
143.11 |
Low |
141.87 |
142.29 |
0.42 |
0.3% |
141.84 |
Close |
142.59 |
142.34 |
-0.25 |
-0.2% |
142.34 |
Range |
0.81 |
0.72 |
-0.09 |
-11.1% |
1.27 |
ATR |
0.77 |
0.77 |
0.00 |
-0.5% |
0.00 |
Volume |
770,754 |
355,006 |
-415,748 |
-53.9% |
3,806,995 |
|
Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.71 |
144.24 |
142.74 |
|
R3 |
143.99 |
143.52 |
142.54 |
|
R2 |
143.27 |
143.27 |
142.47 |
|
R1 |
142.80 |
142.80 |
142.41 |
142.68 |
PP |
142.55 |
142.55 |
142.55 |
142.48 |
S1 |
142.08 |
142.08 |
142.27 |
141.96 |
S2 |
141.83 |
141.83 |
142.21 |
|
S3 |
141.11 |
141.36 |
142.14 |
|
S4 |
140.39 |
140.64 |
141.94 |
|
|
Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.24 |
145.56 |
143.04 |
|
R3 |
144.97 |
144.29 |
142.69 |
|
R2 |
143.70 |
143.70 |
142.57 |
|
R1 |
143.02 |
143.02 |
142.46 |
142.73 |
PP |
142.43 |
142.43 |
142.43 |
142.28 |
S1 |
141.75 |
141.75 |
142.22 |
141.46 |
S2 |
141.16 |
141.16 |
142.11 |
|
S3 |
139.89 |
140.48 |
141.99 |
|
S4 |
138.62 |
139.21 |
141.64 |
|
|
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% |
0.70 |
0.5% |
39% |
False |
False |
761,399 |
10 |
143.11 |
141.47 |
1.64 |
1.2% |
0.77 |
0.5% |
53% |
False |
False |
784,599 |
20 |
144.07 |
141.28 |
2.79 |
2.0% |
0.80 |
0.6% |
38% |
False |
False |
852,960 |
40 |
145.82 |
141.28 |
4.54 |
3.2% |
0.73 |
0.5% |
23% |
False |
False |
744,944 |
60 |
146.17 |
141.28 |
4.89 |
3.4% |
0.68 |
0.5% |
22% |
False |
False |
609,829 |
80 |
146.17 |
141.10 |
5.07 |
3.6% |
0.66 |
0.5% |
24% |
False |
False |
458,595 |
100 |
146.17 |
140.95 |
5.22 |
3.7% |
0.65 |
0.5% |
27% |
False |
False |
367,343 |
120 |
146.17 |
139.73 |
6.44 |
4.5% |
0.68 |
0.5% |
41% |
False |
False |
306,874 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.07 |
2.618 |
144.89 |
1.618 |
144.17 |
1.000 |
143.73 |
0.618 |
143.45 |
HIGH |
143.01 |
0.618 |
142.73 |
0.500 |
142.65 |
0.382 |
142.57 |
LOW |
142.29 |
0.618 |
141.85 |
1.000 |
141.57 |
1.618 |
141.13 |
2.618 |
140.41 |
4.250 |
139.23 |
|
|
Fisher Pivots for day following 15-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
142.65 |
142.43 |
PP |
142.55 |
142.40 |
S1 |
142.44 |
142.37 |
|