Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 28-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
145.11 |
145.00 |
-0.11 |
-0.1% |
142.83 |
High |
145.40 |
145.23 |
-0.17 |
-0.1% |
143.74 |
Low |
144.80 |
144.81 |
0.01 |
0.0% |
142.23 |
Close |
145.09 |
144.99 |
-0.10 |
-0.1% |
143.62 |
Range |
0.60 |
0.42 |
-0.18 |
-30.0% |
1.51 |
ATR |
0.86 |
0.83 |
-0.03 |
-3.7% |
0.00 |
Volume |
865,803 |
923,369 |
57,566 |
6.6% |
3,879,340 |
|
Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.27 |
146.05 |
145.22 |
|
R3 |
145.85 |
145.63 |
145.11 |
|
R2 |
145.43 |
145.43 |
145.07 |
|
R1 |
145.21 |
145.21 |
145.03 |
145.11 |
PP |
145.01 |
145.01 |
145.01 |
144.96 |
S1 |
144.79 |
144.79 |
144.95 |
144.69 |
S2 |
144.59 |
144.59 |
144.91 |
|
S3 |
144.17 |
144.37 |
144.87 |
|
S4 |
143.75 |
143.95 |
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 |
142.85 |
2.55 |
1.8% |
0.78 |
0.5% |
84% |
False |
False |
999,047 |
10 |
145.40 |
141.87 |
3.53 |
2.4% |
0.72 |
0.5% |
88% |
False |
False |
893,675 |
20 |
145.40 |
141.47 |
3.93 |
2.7% |
0.75 |
0.5% |
90% |
False |
False |
885,423 |
40 |
145.40 |
141.28 |
4.12 |
2.8% |
0.77 |
0.5% |
90% |
False |
False |
858,614 |
60 |
146.17 |
141.28 |
4.89 |
3.4% |
0.71 |
0.5% |
76% |
False |
False |
737,771 |
80 |
146.17 |
141.28 |
4.89 |
3.4% |
0.67 |
0.5% |
76% |
False |
False |
555,836 |
100 |
146.17 |
140.95 |
5.22 |
3.6% |
0.66 |
0.5% |
77% |
False |
False |
445,325 |
120 |
146.17 |
139.73 |
6.44 |
4.4% |
0.67 |
0.5% |
82% |
False |
False |
371,477 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.02 |
2.618 |
146.33 |
1.618 |
145.91 |
1.000 |
145.65 |
0.618 |
145.49 |
HIGH |
145.23 |
0.618 |
145.07 |
0.500 |
145.02 |
0.382 |
144.97 |
LOW |
144.81 |
0.618 |
144.55 |
1.000 |
144.39 |
1.618 |
144.13 |
2.618 |
143.71 |
4.250 |
143.03 |
|
|
Fisher Pivots for day following 28-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
145.02 |
144.97 |
PP |
145.01 |
144.94 |
S1 |
145.00 |
144.92 |
|