Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 05-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
145.77 |
145.36 |
-0.41 |
-0.3% |
143.52 |
High |
145.80 |
145.43 |
-0.37 |
-0.3% |
145.64 |
Low |
145.35 |
145.01 |
-0.34 |
-0.2% |
142.85 |
Close |
145.51 |
145.03 |
-0.48 |
-0.3% |
145.51 |
Range |
0.45 |
0.42 |
-0.03 |
-6.7% |
2.79 |
ATR |
0.80 |
0.78 |
-0.02 |
-2.7% |
0.00 |
Volume |
1,349,237 |
496,794 |
-852,443 |
-63.2% |
5,020,559 |
|
Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.42 |
146.14 |
145.26 |
|
R3 |
146.00 |
145.72 |
145.15 |
|
R2 |
145.58 |
145.58 |
145.11 |
|
R1 |
145.30 |
145.30 |
145.07 |
145.23 |
PP |
145.16 |
145.16 |
145.16 |
145.12 |
S1 |
144.88 |
144.88 |
144.99 |
144.81 |
S2 |
144.74 |
144.74 |
144.95 |
|
S3 |
144.32 |
144.46 |
144.91 |
|
S4 |
143.90 |
144.04 |
144.80 |
|
|
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 |
144.80 |
1.00 |
0.7% |
0.53 |
0.4% |
23% |
False |
False |
944,820 |
10 |
145.80 |
142.23 |
3.57 |
2.5% |
0.69 |
0.5% |
78% |
False |
False |
989,792 |
20 |
145.80 |
141.84 |
3.96 |
2.7% |
0.69 |
0.5% |
81% |
False |
False |
883,153 |
40 |
145.80 |
141.28 |
4.52 |
3.1% |
0.74 |
0.5% |
83% |
False |
False |
879,705 |
60 |
146.17 |
141.28 |
4.89 |
3.4% |
0.71 |
0.5% |
77% |
False |
False |
772,747 |
80 |
146.17 |
141.28 |
4.89 |
3.4% |
0.67 |
0.5% |
77% |
False |
False |
592,457 |
100 |
146.17 |
140.95 |
5.22 |
3.6% |
0.66 |
0.5% |
78% |
False |
False |
474,646 |
120 |
146.17 |
139.73 |
6.44 |
4.4% |
0.66 |
0.5% |
82% |
False |
False |
395,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.22 |
2.618 |
146.53 |
1.618 |
146.11 |
1.000 |
145.85 |
0.618 |
145.69 |
HIGH |
145.43 |
0.618 |
145.27 |
0.500 |
145.22 |
0.382 |
145.17 |
LOW |
145.01 |
0.618 |
144.75 |
1.000 |
144.59 |
1.618 |
144.33 |
2.618 |
143.91 |
4.250 |
143.23 |
|
|
Fisher Pivots for day following 05-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
145.22 |
145.33 |
PP |
145.16 |
145.23 |
S1 |
145.09 |
145.13 |
|