Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 08-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
143.28 |
142.78 |
-0.50 |
-0.3% |
143.94 |
High |
143.45 |
142.95 |
-0.50 |
-0.3% |
143.96 |
Low |
142.64 |
142.27 |
-0.37 |
-0.3% |
142.27 |
Close |
142.83 |
142.46 |
-0.37 |
-0.3% |
142.46 |
Range |
0.81 |
0.68 |
-0.13 |
-16.0% |
1.69 |
ATR |
0.69 |
0.69 |
0.00 |
-0.1% |
0.00 |
Volume |
760,912 |
426,552 |
-334,360 |
-43.9% |
4,016,221 |
|
Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.60 |
144.21 |
142.83 |
|
R3 |
143.92 |
143.53 |
142.65 |
|
R2 |
143.24 |
143.24 |
142.58 |
|
R1 |
142.85 |
142.85 |
142.52 |
142.71 |
PP |
142.56 |
142.56 |
142.56 |
142.49 |
S1 |
142.17 |
142.17 |
142.40 |
142.03 |
S2 |
141.88 |
141.88 |
142.34 |
|
S3 |
141.20 |
141.49 |
142.27 |
|
S4 |
140.52 |
140.81 |
142.09 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.97 |
146.90 |
143.39 |
|
R3 |
146.28 |
145.21 |
142.92 |
|
R2 |
144.59 |
144.59 |
142.77 |
|
R1 |
143.52 |
143.52 |
142.61 |
143.21 |
PP |
142.90 |
142.90 |
142.90 |
142.74 |
S1 |
141.83 |
141.83 |
142.31 |
141.52 |
S2 |
141.21 |
141.21 |
142.15 |
|
S3 |
139.52 |
140.14 |
142.00 |
|
S4 |
137.83 |
138.45 |
141.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
143.96 |
142.27 |
1.69 |
1.2% |
0.54 |
0.4% |
11% |
False |
True |
803,244 |
10 |
143.96 |
141.03 |
2.93 |
2.1% |
0.67 |
0.5% |
49% |
False |
False |
501,233 |
20 |
143.96 |
140.05 |
3.91 |
2.7% |
0.62 |
0.4% |
62% |
False |
False |
252,875 |
40 |
143.96 |
139.50 |
4.46 |
3.1% |
0.64 |
0.4% |
66% |
False |
False |
126,947 |
60 |
143.96 |
139.50 |
4.46 |
3.1% |
0.56 |
0.4% |
66% |
False |
False |
84,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.84 |
2.618 |
144.73 |
1.618 |
144.05 |
1.000 |
143.63 |
0.618 |
143.37 |
HIGH |
142.95 |
0.618 |
142.69 |
0.500 |
142.61 |
0.382 |
142.53 |
LOW |
142.27 |
0.618 |
141.85 |
1.000 |
141.59 |
1.618 |
141.17 |
2.618 |
140.49 |
4.250 |
139.38 |
|
|
Fisher Pivots for day following 08-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
142.61 |
142.86 |
PP |
142.56 |
142.73 |
S1 |
142.51 |
142.59 |
|