Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 25-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
143.40 |
143.52 |
0.12 |
0.1% |
142.83 |
High |
143.74 |
144.47 |
0.73 |
0.5% |
143.74 |
Low |
143.17 |
142.85 |
-0.32 |
-0.2% |
142.23 |
Close |
143.62 |
143.52 |
-0.10 |
-0.1% |
143.62 |
Range |
0.57 |
1.62 |
1.05 |
184.2% |
1.51 |
ATR |
0.76 |
0.82 |
0.06 |
8.0% |
0.00 |
Volume |
1,063,579 |
1,153,151 |
89,572 |
8.4% |
3,879,340 |
|
Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.47 |
147.62 |
144.41 |
|
R3 |
146.85 |
146.00 |
143.97 |
|
R2 |
145.23 |
145.23 |
143.82 |
|
R1 |
144.38 |
144.38 |
143.67 |
144.33 |
PP |
143.61 |
143.61 |
143.61 |
143.59 |
S1 |
142.76 |
142.76 |
143.37 |
142.71 |
S2 |
141.99 |
141.99 |
143.22 |
|
S3 |
140.37 |
141.14 |
143.07 |
|
S4 |
138.75 |
139.52 |
142.63 |
|
|
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 |
144.47 |
142.23 |
2.24 |
1.6% |
0.79 |
0.5% |
58% |
True |
False |
1,006,498 |
10 |
144.47 |
141.84 |
2.63 |
1.8% |
0.74 |
0.5% |
64% |
True |
False |
883,948 |
20 |
144.47 |
141.28 |
3.19 |
2.2% |
0.77 |
0.5% |
70% |
True |
False |
897,027 |
40 |
145.82 |
141.28 |
4.54 |
3.2% |
0.77 |
0.5% |
49% |
False |
False |
813,853 |
60 |
146.17 |
141.28 |
4.89 |
3.4% |
0.71 |
0.5% |
46% |
False |
False |
692,869 |
80 |
146.17 |
141.28 |
4.89 |
3.4% |
0.67 |
0.5% |
46% |
False |
False |
521,162 |
100 |
146.17 |
140.95 |
5.22 |
3.6% |
0.66 |
0.5% |
49% |
False |
False |
417,613 |
120 |
146.17 |
139.73 |
6.44 |
4.5% |
0.68 |
0.5% |
59% |
False |
False |
348,751 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
151.36 |
2.618 |
148.71 |
1.618 |
147.09 |
1.000 |
146.09 |
0.618 |
145.47 |
HIGH |
144.47 |
0.618 |
143.85 |
0.500 |
143.66 |
0.382 |
143.47 |
LOW |
142.85 |
0.618 |
141.85 |
1.000 |
141.23 |
1.618 |
140.23 |
2.618 |
138.61 |
4.250 |
135.97 |
|
|
Fisher Pivots for day following 25-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
143.66 |
143.59 |
PP |
143.61 |
143.57 |
S1 |
143.57 |
143.54 |
|