Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 11-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
142.78 |
142.72 |
-0.06 |
0.0% |
143.94 |
High |
142.95 |
142.87 |
-0.08 |
-0.1% |
143.96 |
Low |
142.27 |
142.51 |
0.24 |
0.2% |
142.27 |
Close |
142.46 |
142.72 |
0.26 |
0.2% |
142.46 |
Range |
0.68 |
0.36 |
-0.32 |
-47.1% |
1.69 |
ATR |
0.69 |
0.67 |
-0.02 |
-2.9% |
0.00 |
Volume |
426,552 |
632,120 |
205,568 |
48.2% |
4,016,221 |
|
Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.78 |
143.61 |
142.92 |
|
R3 |
143.42 |
143.25 |
142.82 |
|
R2 |
143.06 |
143.06 |
142.79 |
|
R1 |
142.89 |
142.89 |
142.75 |
142.90 |
PP |
142.70 |
142.70 |
142.70 |
142.71 |
S1 |
142.53 |
142.53 |
142.69 |
142.54 |
S2 |
142.34 |
142.34 |
142.65 |
|
S3 |
141.98 |
142.17 |
142.62 |
|
S4 |
141.62 |
141.81 |
142.52 |
|
|
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 |
143.59 |
142.27 |
1.32 |
0.9% |
0.52 |
0.4% |
34% |
False |
False |
746,300 |
10 |
143.96 |
142.27 |
1.69 |
1.2% |
0.55 |
0.4% |
27% |
False |
False |
560,509 |
20 |
143.96 |
140.05 |
3.91 |
2.7% |
0.61 |
0.4% |
68% |
False |
False |
284,459 |
40 |
143.96 |
139.50 |
4.46 |
3.1% |
0.64 |
0.4% |
72% |
False |
False |
142,746 |
60 |
143.96 |
139.50 |
4.46 |
3.1% |
0.57 |
0.4% |
72% |
False |
False |
95,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.40 |
2.618 |
143.81 |
1.618 |
143.45 |
1.000 |
143.23 |
0.618 |
143.09 |
HIGH |
142.87 |
0.618 |
142.73 |
0.500 |
142.69 |
0.382 |
142.65 |
LOW |
142.51 |
0.618 |
142.29 |
1.000 |
142.15 |
1.618 |
141.93 |
2.618 |
141.57 |
4.250 |
140.98 |
|
|
Fisher Pivots for day following 11-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
142.71 |
142.86 |
PP |
142.70 |
142.81 |
S1 |
142.69 |
142.77 |
|