Euro Bund Future June 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 |
143.94 |
143.50 |
-0.44 |
-0.3% |
141.65 |
| High |
143.96 |
143.59 |
-0.37 |
-0.3% |
143.80 |
| Low |
143.51 |
143.19 |
-0.32 |
-0.2% |
141.03 |
| Close |
143.67 |
143.21 |
-0.46 |
-0.3% |
143.67 |
| Range |
0.45 |
0.40 |
-0.05 |
-11.1% |
2.77 |
| ATR |
0.72 |
0.71 |
-0.02 |
-2.4% |
0.00 |
| Volume |
916,841 |
973,874 |
57,033 |
6.2% |
996,118 |
|
| Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.53 |
144.27 |
143.43 |
|
| R3 |
144.13 |
143.87 |
143.32 |
|
| R2 |
143.73 |
143.73 |
143.28 |
|
| R1 |
143.47 |
143.47 |
143.25 |
143.40 |
| PP |
143.33 |
143.33 |
143.33 |
143.30 |
| S1 |
143.07 |
143.07 |
143.17 |
143.00 |
| S2 |
142.93 |
142.93 |
143.14 |
|
| S3 |
142.53 |
142.67 |
143.10 |
|
| S4 |
142.13 |
142.27 |
142.99 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151.14 |
150.18 |
145.19 |
|
| R3 |
148.37 |
147.41 |
144.43 |
|
| R2 |
145.60 |
145.60 |
144.18 |
|
| R1 |
144.64 |
144.64 |
143.92 |
145.12 |
| PP |
142.83 |
142.83 |
142.83 |
143.08 |
| S1 |
141.87 |
141.87 |
143.42 |
142.35 |
| S2 |
140.06 |
140.06 |
143.16 |
|
| S3 |
137.29 |
139.10 |
142.91 |
|
| S4 |
134.52 |
136.33 |
142.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143.96 |
142.97 |
0.99 |
0.7% |
0.52 |
0.4% |
24% |
False |
False |
555,548 |
| 10 |
143.96 |
140.42 |
3.54 |
2.5% |
0.66 |
0.5% |
79% |
False |
False |
291,831 |
| 20 |
143.96 |
140.05 |
3.91 |
2.7% |
0.60 |
0.4% |
81% |
False |
False |
146,797 |
| 40 |
143.96 |
139.50 |
4.46 |
3.1% |
0.64 |
0.4% |
83% |
False |
False |
73,818 |
| 60 |
144.11 |
139.50 |
4.61 |
3.2% |
0.55 |
0.4% |
80% |
False |
False |
49,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145.29 |
|
2.618 |
144.64 |
|
1.618 |
144.24 |
|
1.000 |
143.99 |
|
0.618 |
143.84 |
|
HIGH |
143.59 |
|
0.618 |
143.44 |
|
0.500 |
143.39 |
|
0.382 |
143.34 |
|
LOW |
143.19 |
|
0.618 |
142.94 |
|
1.000 |
142.79 |
|
1.618 |
142.54 |
|
2.618 |
142.14 |
|
4.250 |
141.49 |
|
|
| Fisher Pivots for day following 05-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143.39 |
143.50 |
| PP |
143.33 |
143.40 |
| S1 |
143.27 |
143.31 |
|