Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 20-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
142.83 |
142.72 |
-0.11 |
-0.1% |
142.94 |
High |
142.98 |
142.72 |
-0.26 |
-0.2% |
143.11 |
Low |
142.61 |
142.23 |
-0.38 |
-0.3% |
141.84 |
Close |
142.82 |
142.42 |
-0.40 |
-0.3% |
142.34 |
Range |
0.37 |
0.49 |
0.12 |
32.4% |
1.27 |
ATR |
0.76 |
0.75 |
-0.01 |
-1.6% |
0.00 |
Volume |
848,004 |
1,097,337 |
249,333 |
29.4% |
3,806,995 |
|
Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.93 |
143.66 |
142.69 |
|
R3 |
143.44 |
143.17 |
142.55 |
|
R2 |
142.95 |
142.95 |
142.51 |
|
R1 |
142.68 |
142.68 |
142.46 |
142.57 |
PP |
142.46 |
142.46 |
142.46 |
142.40 |
S1 |
142.19 |
142.19 |
142.38 |
142.08 |
S2 |
141.97 |
141.97 |
142.33 |
|
S3 |
141.48 |
141.70 |
142.29 |
|
S4 |
140.99 |
141.21 |
142.15 |
|
|
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 |
143.01 |
141.84 |
1.17 |
0.8% |
0.65 |
0.5% |
50% |
False |
False |
818,202 |
10 |
143.11 |
141.84 |
1.27 |
0.9% |
0.63 |
0.4% |
46% |
False |
False |
802,978 |
20 |
144.07 |
141.28 |
2.79 |
2.0% |
0.76 |
0.5% |
41% |
False |
False |
891,044 |
40 |
145.82 |
141.28 |
4.54 |
3.2% |
0.73 |
0.5% |
25% |
False |
False |
771,800 |
60 |
146.17 |
141.28 |
4.89 |
3.4% |
0.68 |
0.5% |
23% |
False |
False |
642,061 |
80 |
146.17 |
141.28 |
4.89 |
3.4% |
0.65 |
0.5% |
23% |
False |
False |
482,797 |
100 |
146.17 |
140.95 |
5.22 |
3.7% |
0.65 |
0.5% |
28% |
False |
False |
386,780 |
120 |
146.17 |
139.73 |
6.44 |
4.5% |
0.67 |
0.5% |
42% |
False |
False |
323,085 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.80 |
2.618 |
144.00 |
1.618 |
143.51 |
1.000 |
143.21 |
0.618 |
143.02 |
HIGH |
142.72 |
0.618 |
142.53 |
0.500 |
142.48 |
0.382 |
142.42 |
LOW |
142.23 |
0.618 |
141.93 |
1.000 |
141.74 |
1.618 |
141.44 |
2.618 |
140.95 |
4.250 |
140.15 |
|
|
Fisher Pivots for day following 20-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
142.48 |
142.62 |
PP |
142.46 |
142.55 |
S1 |
142.44 |
142.49 |
|