Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 07-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
143.30 |
143.28 |
-0.02 |
0.0% |
141.65 |
High |
143.37 |
143.45 |
0.08 |
0.1% |
143.80 |
Low |
143.01 |
142.64 |
-0.37 |
-0.3% |
141.03 |
Close |
143.25 |
142.83 |
-0.42 |
-0.3% |
143.67 |
Range |
0.36 |
0.81 |
0.45 |
125.0% |
2.77 |
ATR |
0.68 |
0.69 |
0.01 |
1.3% |
0.00 |
Volume |
938,042 |
760,912 |
-177,130 |
-18.9% |
996,118 |
|
Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.40 |
144.93 |
143.28 |
|
R3 |
144.59 |
144.12 |
143.05 |
|
R2 |
143.78 |
143.78 |
142.98 |
|
R1 |
143.31 |
143.31 |
142.90 |
143.14 |
PP |
142.97 |
142.97 |
142.97 |
142.89 |
S1 |
142.50 |
142.50 |
142.76 |
142.33 |
S2 |
142.16 |
142.16 |
142.68 |
|
S3 |
141.35 |
141.69 |
142.61 |
|
S4 |
140.54 |
140.88 |
142.38 |
|
|
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 |
142.64 |
1.32 |
0.9% |
0.56 |
0.4% |
14% |
False |
True |
835,223 |
10 |
143.96 |
141.03 |
2.93 |
2.1% |
0.66 |
0.5% |
61% |
False |
False |
460,058 |
20 |
143.96 |
140.05 |
3.91 |
2.7% |
0.60 |
0.4% |
71% |
False |
False |
231,632 |
40 |
143.96 |
139.50 |
4.46 |
3.1% |
0.63 |
0.4% |
75% |
False |
False |
116,291 |
60 |
143.96 |
139.50 |
4.46 |
3.1% |
0.55 |
0.4% |
75% |
False |
False |
77,537 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.89 |
2.618 |
145.57 |
1.618 |
144.76 |
1.000 |
144.26 |
0.618 |
143.95 |
HIGH |
143.45 |
0.618 |
143.14 |
0.500 |
143.05 |
0.382 |
142.95 |
LOW |
142.64 |
0.618 |
142.14 |
1.000 |
141.83 |
1.618 |
141.33 |
2.618 |
140.52 |
4.250 |
139.20 |
|
|
Fisher Pivots for day following 07-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
143.05 |
143.12 |
PP |
142.97 |
143.02 |
S1 |
142.90 |
142.93 |
|