Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 04-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
145.19 |
145.77 |
0.58 |
0.4% |
143.52 |
High |
145.64 |
145.80 |
0.16 |
0.1% |
145.64 |
Low |
144.86 |
145.35 |
0.49 |
0.3% |
142.85 |
Close |
145.51 |
145.51 |
0.00 |
0.0% |
145.51 |
Range |
0.78 |
0.45 |
-0.33 |
-42.3% |
2.79 |
ATR |
0.83 |
0.80 |
-0.03 |
-3.2% |
0.00 |
Volume |
1,088,901 |
1,349,237 |
260,336 |
23.9% |
5,020,559 |
|
Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.90 |
146.66 |
145.76 |
|
R3 |
146.45 |
146.21 |
145.63 |
|
R2 |
146.00 |
146.00 |
145.59 |
|
R1 |
145.76 |
145.76 |
145.55 |
145.66 |
PP |
145.55 |
145.55 |
145.55 |
145.50 |
S1 |
145.31 |
145.31 |
145.47 |
145.21 |
S2 |
145.10 |
145.10 |
145.43 |
|
S3 |
144.65 |
144.86 |
145.39 |
|
S4 |
144.20 |
144.41 |
145.26 |
|
|
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 |
145.80 |
144.43 |
1.37 |
0.9% |
0.59 |
0.4% |
79% |
True |
False |
1,043,329 |
10 |
145.80 |
142.23 |
3.57 |
2.5% |
0.69 |
0.5% |
92% |
True |
False |
1,024,913 |
20 |
145.80 |
141.47 |
4.33 |
3.0% |
0.73 |
0.5% |
93% |
True |
False |
904,756 |
40 |
145.80 |
141.28 |
4.52 |
3.1% |
0.75 |
0.5% |
94% |
True |
False |
880,501 |
60 |
146.17 |
141.28 |
4.89 |
3.4% |
0.71 |
0.5% |
87% |
False |
False |
773,765 |
80 |
146.17 |
141.28 |
4.89 |
3.4% |
0.67 |
0.5% |
87% |
False |
False |
586,281 |
100 |
146.17 |
140.95 |
5.22 |
3.6% |
0.66 |
0.5% |
87% |
False |
False |
469,689 |
120 |
146.17 |
139.73 |
6.44 |
4.4% |
0.67 |
0.5% |
90% |
False |
False |
391,748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.71 |
2.618 |
146.98 |
1.618 |
146.53 |
1.000 |
146.25 |
0.618 |
146.08 |
HIGH |
145.80 |
0.618 |
145.63 |
0.500 |
145.58 |
0.382 |
145.52 |
LOW |
145.35 |
0.618 |
145.07 |
1.000 |
144.90 |
1.618 |
144.62 |
2.618 |
144.17 |
4.250 |
143.44 |
|
|
Fisher Pivots for day following 04-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
145.58 |
145.44 |
PP |
145.55 |
145.37 |
S1 |
145.53 |
145.31 |
|