Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 01-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
145.00 |
145.19 |
0.19 |
0.1% |
143.52 |
High |
145.23 |
145.64 |
0.41 |
0.3% |
145.64 |
Low |
144.81 |
144.86 |
0.05 |
0.0% |
142.85 |
Close |
144.99 |
145.51 |
0.52 |
0.4% |
145.51 |
Range |
0.42 |
0.78 |
0.36 |
85.7% |
2.79 |
ATR |
0.83 |
0.83 |
0.00 |
-0.4% |
0.00 |
Volume |
923,369 |
1,088,901 |
165,532 |
17.9% |
5,020,559 |
|
Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.68 |
147.37 |
145.94 |
|
R3 |
146.90 |
146.59 |
145.72 |
|
R2 |
146.12 |
146.12 |
145.65 |
|
R1 |
145.81 |
145.81 |
145.58 |
145.97 |
PP |
145.34 |
145.34 |
145.34 |
145.41 |
S1 |
145.03 |
145.03 |
145.44 |
145.19 |
S2 |
144.56 |
144.56 |
145.37 |
|
S3 |
143.78 |
144.25 |
145.30 |
|
S4 |
143.00 |
143.47 |
145.08 |
|
|
Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153.04 |
152.06 |
147.04 |
|
R3 |
150.25 |
149.27 |
146.28 |
|
R2 |
147.46 |
147.46 |
146.02 |
|
R1 |
146.48 |
146.48 |
145.77 |
146.97 |
PP |
144.67 |
144.67 |
144.67 |
144.91 |
S1 |
143.69 |
143.69 |
145.25 |
144.18 |
S2 |
141.88 |
141.88 |
145.00 |
|
S3 |
139.09 |
140.90 |
144.74 |
|
S4 |
136.30 |
138.11 |
143.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
145.64 |
142.85 |
2.79 |
1.9% |
0.82 |
0.6% |
95% |
True |
False |
1,004,111 |
10 |
145.64 |
142.23 |
3.41 |
2.3% |
0.72 |
0.5% |
96% |
True |
False |
925,490 |
20 |
145.64 |
141.47 |
4.17 |
2.9% |
0.75 |
0.5% |
97% |
True |
False |
888,832 |
40 |
145.64 |
141.28 |
4.36 |
3.0% |
0.76 |
0.5% |
97% |
True |
False |
869,258 |
60 |
146.17 |
141.28 |
4.89 |
3.4% |
0.71 |
0.5% |
87% |
False |
False |
754,792 |
80 |
146.17 |
141.28 |
4.89 |
3.4% |
0.67 |
0.5% |
87% |
False |
False |
569,431 |
100 |
146.17 |
140.95 |
5.22 |
3.6% |
0.66 |
0.5% |
87% |
False |
False |
456,204 |
120 |
146.17 |
139.73 |
6.44 |
4.4% |
0.67 |
0.5% |
90% |
False |
False |
380,507 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.96 |
2.618 |
147.68 |
1.618 |
146.90 |
1.000 |
146.42 |
0.618 |
146.12 |
HIGH |
145.64 |
0.618 |
145.34 |
0.500 |
145.25 |
0.382 |
145.16 |
LOW |
144.86 |
0.618 |
144.38 |
1.000 |
144.08 |
1.618 |
143.60 |
2.618 |
142.82 |
4.250 |
141.55 |
|
|
Fisher Pivots for day following 01-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
145.42 |
145.41 |
PP |
145.34 |
145.32 |
S1 |
145.25 |
145.22 |
|