Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 12-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
142.72 |
142.60 |
-0.12 |
-0.1% |
143.94 |
High |
142.87 |
143.21 |
0.34 |
0.2% |
143.96 |
Low |
142.51 |
142.52 |
0.01 |
0.0% |
142.27 |
Close |
142.72 |
143.04 |
0.32 |
0.2% |
142.46 |
Range |
0.36 |
0.69 |
0.33 |
91.7% |
1.69 |
ATR |
0.67 |
0.67 |
0.00 |
0.2% |
0.00 |
Volume |
632,120 |
649,714 |
17,594 |
2.8% |
4,016,221 |
|
Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.99 |
144.71 |
143.42 |
|
R3 |
144.30 |
144.02 |
143.23 |
|
R2 |
143.61 |
143.61 |
143.17 |
|
R1 |
143.33 |
143.33 |
143.10 |
143.47 |
PP |
142.92 |
142.92 |
142.92 |
143.00 |
S1 |
142.64 |
142.64 |
142.98 |
142.78 |
S2 |
142.23 |
142.23 |
142.91 |
|
S3 |
141.54 |
141.95 |
142.85 |
|
S4 |
140.85 |
141.26 |
142.66 |
|
|
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 |
143.45 |
142.27 |
1.18 |
0.8% |
0.58 |
0.4% |
65% |
False |
False |
681,468 |
10 |
143.96 |
142.27 |
1.69 |
1.2% |
0.55 |
0.4% |
46% |
False |
False |
618,508 |
20 |
143.96 |
140.05 |
3.91 |
2.7% |
0.62 |
0.4% |
76% |
False |
False |
316,899 |
40 |
143.96 |
139.50 |
4.46 |
3.1% |
0.64 |
0.4% |
79% |
False |
False |
158,987 |
60 |
143.96 |
139.50 |
4.46 |
3.1% |
0.58 |
0.4% |
79% |
False |
False |
106,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.14 |
2.618 |
145.02 |
1.618 |
144.33 |
1.000 |
143.90 |
0.618 |
143.64 |
HIGH |
143.21 |
0.618 |
142.95 |
0.500 |
142.87 |
0.382 |
142.78 |
LOW |
142.52 |
0.618 |
142.09 |
1.000 |
141.83 |
1.618 |
141.40 |
2.618 |
140.71 |
4.250 |
139.59 |
|
|
Fisher Pivots for day following 12-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
142.98 |
142.94 |
PP |
142.92 |
142.84 |
S1 |
142.87 |
142.74 |
|