Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 22-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
142.71 |
143.40 |
0.69 |
0.5% |
142.83 |
High |
143.60 |
143.74 |
0.14 |
0.1% |
143.74 |
Low |
142.71 |
143.17 |
0.46 |
0.3% |
142.23 |
Close |
143.38 |
143.62 |
0.24 |
0.2% |
143.62 |
Range |
0.89 |
0.57 |
-0.32 |
-36.0% |
1.51 |
ATR |
0.78 |
0.76 |
-0.01 |
-1.9% |
0.00 |
Volume |
870,420 |
1,063,579 |
193,159 |
22.2% |
3,879,340 |
|
Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.22 |
144.99 |
143.93 |
|
R3 |
144.65 |
144.42 |
143.78 |
|
R2 |
144.08 |
144.08 |
143.72 |
|
R1 |
143.85 |
143.85 |
143.67 |
143.97 |
PP |
143.51 |
143.51 |
143.51 |
143.57 |
S1 |
143.28 |
143.28 |
143.57 |
143.40 |
S2 |
142.94 |
142.94 |
143.52 |
|
S3 |
142.37 |
142.71 |
143.46 |
|
S4 |
141.80 |
142.14 |
143.31 |
|
|
Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.73 |
147.18 |
144.45 |
|
R3 |
146.22 |
145.67 |
144.04 |
|
R2 |
144.71 |
144.71 |
143.90 |
|
R1 |
144.16 |
144.16 |
143.76 |
144.44 |
PP |
143.20 |
143.20 |
143.20 |
143.33 |
S1 |
142.65 |
142.65 |
143.48 |
142.93 |
S2 |
141.69 |
141.69 |
143.34 |
|
S3 |
140.18 |
141.14 |
143.20 |
|
S4 |
138.67 |
139.63 |
142.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
143.74 |
142.23 |
1.51 |
1.1% |
0.61 |
0.4% |
92% |
True |
False |
846,869 |
10 |
143.74 |
141.84 |
1.90 |
1.3% |
0.63 |
0.4% |
94% |
True |
False |
821,579 |
20 |
143.74 |
141.28 |
2.46 |
1.7% |
0.75 |
0.5% |
95% |
True |
False |
882,882 |
40 |
145.82 |
141.28 |
4.54 |
3.2% |
0.74 |
0.5% |
52% |
False |
False |
793,961 |
60 |
146.17 |
141.28 |
4.89 |
3.4% |
0.68 |
0.5% |
48% |
False |
False |
673,805 |
80 |
146.17 |
141.28 |
4.89 |
3.4% |
0.66 |
0.5% |
48% |
False |
False |
506,760 |
100 |
146.17 |
140.95 |
5.22 |
3.6% |
0.65 |
0.4% |
51% |
False |
False |
406,085 |
120 |
146.17 |
139.73 |
6.44 |
4.5% |
0.67 |
0.5% |
60% |
False |
False |
339,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.16 |
2.618 |
145.23 |
1.618 |
144.66 |
1.000 |
144.31 |
0.618 |
144.09 |
HIGH |
143.74 |
0.618 |
143.52 |
0.500 |
143.46 |
0.382 |
143.39 |
LOW |
143.17 |
0.618 |
142.82 |
1.000 |
142.60 |
1.618 |
142.25 |
2.618 |
141.68 |
4.250 |
140.75 |
|
|
Fisher Pivots for day following 22-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
143.57 |
143.41 |
PP |
143.51 |
143.20 |
S1 |
143.46 |
142.99 |
|