Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 27-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
144.51 |
145.11 |
0.60 |
0.4% |
142.83 |
High |
145.13 |
145.40 |
0.27 |
0.2% |
143.74 |
Low |
144.43 |
144.80 |
0.37 |
0.3% |
142.23 |
Close |
144.90 |
145.09 |
0.19 |
0.1% |
143.62 |
Range |
0.70 |
0.60 |
-0.10 |
-14.3% |
1.51 |
ATR |
0.88 |
0.86 |
-0.02 |
-2.3% |
0.00 |
Volume |
989,335 |
865,803 |
-123,532 |
-12.5% |
3,879,340 |
|
Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.90 |
146.59 |
145.42 |
|
R3 |
146.30 |
145.99 |
145.26 |
|
R2 |
145.70 |
145.70 |
145.20 |
|
R1 |
145.39 |
145.39 |
145.15 |
145.25 |
PP |
145.10 |
145.10 |
145.10 |
145.02 |
S1 |
144.79 |
144.79 |
145.04 |
144.65 |
S2 |
144.50 |
144.50 |
144.98 |
|
S3 |
143.90 |
144.19 |
144.93 |
|
S4 |
143.30 |
143.59 |
144.76 |
|
|
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 |
145.40 |
142.71 |
2.69 |
1.9% |
0.88 |
0.6% |
88% |
True |
False |
988,457 |
10 |
145.40 |
141.84 |
3.56 |
2.5% |
0.76 |
0.5% |
91% |
True |
False |
903,330 |
20 |
145.40 |
141.28 |
4.12 |
2.8% |
0.76 |
0.5% |
92% |
True |
False |
887,414 |
40 |
145.82 |
141.28 |
4.54 |
3.1% |
0.76 |
0.5% |
84% |
False |
False |
849,378 |
60 |
146.17 |
141.28 |
4.89 |
3.4% |
0.71 |
0.5% |
78% |
False |
False |
723,000 |
80 |
146.17 |
141.28 |
4.89 |
3.4% |
0.67 |
0.5% |
78% |
False |
False |
544,306 |
100 |
146.17 |
140.95 |
5.22 |
3.6% |
0.66 |
0.5% |
79% |
False |
False |
436,160 |
120 |
146.17 |
139.73 |
6.44 |
4.4% |
0.68 |
0.5% |
83% |
False |
False |
363,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.95 |
2.618 |
146.97 |
1.618 |
146.37 |
1.000 |
146.00 |
0.618 |
145.77 |
HIGH |
145.40 |
0.618 |
145.17 |
0.500 |
145.10 |
0.382 |
145.03 |
LOW |
144.80 |
0.618 |
144.43 |
1.000 |
144.20 |
1.618 |
143.83 |
2.618 |
143.23 |
4.250 |
142.25 |
|
|
Fisher Pivots for day following 27-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
145.10 |
144.77 |
PP |
145.10 |
144.45 |
S1 |
145.09 |
144.13 |
|