Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 06-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
145.36 |
145.10 |
-0.26 |
-0.2% |
143.52 |
High |
145.43 |
145.25 |
-0.18 |
-0.1% |
145.64 |
Low |
145.01 |
144.86 |
-0.15 |
-0.1% |
142.85 |
Close |
145.03 |
145.12 |
0.09 |
0.1% |
145.51 |
Range |
0.42 |
0.39 |
-0.03 |
-7.1% |
2.79 |
ATR |
0.78 |
0.75 |
-0.03 |
-3.6% |
0.00 |
Volume |
496,794 |
43,559 |
-453,235 |
-91.2% |
5,020,559 |
|
Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.25 |
146.07 |
145.33 |
|
R3 |
145.86 |
145.68 |
145.23 |
|
R2 |
145.47 |
145.47 |
145.19 |
|
R1 |
145.29 |
145.29 |
145.16 |
145.38 |
PP |
145.08 |
145.08 |
145.08 |
145.12 |
S1 |
144.90 |
144.90 |
145.08 |
144.99 |
S2 |
144.69 |
144.69 |
145.05 |
|
S3 |
144.30 |
144.51 |
145.01 |
|
S4 |
143.91 |
144.12 |
144.91 |
|
|
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 |
144.81 |
0.99 |
0.7% |
0.49 |
0.3% |
31% |
False |
False |
780,372 |
10 |
145.80 |
142.71 |
3.09 |
2.1% |
0.68 |
0.5% |
78% |
False |
False |
884,414 |
20 |
145.80 |
141.84 |
3.96 |
2.7% |
0.66 |
0.5% |
83% |
False |
False |
843,696 |
40 |
145.80 |
141.28 |
4.52 |
3.1% |
0.74 |
0.5% |
85% |
False |
False |
863,892 |
60 |
146.17 |
141.28 |
4.89 |
3.4% |
0.70 |
0.5% |
79% |
False |
False |
760,018 |
80 |
146.17 |
141.28 |
4.89 |
3.4% |
0.67 |
0.5% |
79% |
False |
False |
592,943 |
100 |
146.17 |
140.95 |
5.22 |
3.6% |
0.66 |
0.5% |
80% |
False |
False |
475,072 |
120 |
146.17 |
139.73 |
6.44 |
4.4% |
0.66 |
0.5% |
84% |
False |
False |
396,249 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.91 |
2.618 |
146.27 |
1.618 |
145.88 |
1.000 |
145.64 |
0.618 |
145.49 |
HIGH |
145.25 |
0.618 |
145.10 |
0.500 |
145.06 |
0.382 |
145.01 |
LOW |
144.86 |
0.618 |
144.62 |
1.000 |
144.47 |
1.618 |
144.23 |
2.618 |
143.84 |
4.250 |
143.20 |
|
|
Fisher Pivots for day following 06-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
145.10 |
145.33 |
PP |
145.08 |
145.26 |
S1 |
145.06 |
145.19 |
|