Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 13-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
142.60 |
143.00 |
0.40 |
0.3% |
143.94 |
High |
143.21 |
143.37 |
0.16 |
0.1% |
143.96 |
Low |
142.52 |
142.92 |
0.40 |
0.3% |
142.27 |
Close |
143.04 |
143.14 |
0.10 |
0.1% |
142.46 |
Range |
0.69 |
0.45 |
-0.24 |
-34.8% |
1.69 |
ATR |
0.67 |
0.66 |
-0.02 |
-2.4% |
0.00 |
Volume |
649,714 |
561,306 |
-88,408 |
-13.6% |
4,016,221 |
|
Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.49 |
144.27 |
143.39 |
|
R3 |
144.04 |
143.82 |
143.26 |
|
R2 |
143.59 |
143.59 |
143.22 |
|
R1 |
143.37 |
143.37 |
143.18 |
143.48 |
PP |
143.14 |
143.14 |
143.14 |
143.20 |
S1 |
142.92 |
142.92 |
143.10 |
143.03 |
S2 |
142.69 |
142.69 |
143.06 |
|
S3 |
142.24 |
142.47 |
143.02 |
|
S4 |
141.79 |
142.02 |
142.89 |
|
|
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% |
0.60 |
0.4% |
74% |
False |
False |
606,120 |
10 |
143.96 |
142.27 |
1.69 |
1.2% |
0.54 |
0.4% |
51% |
False |
False |
661,070 |
20 |
143.96 |
140.09 |
3.87 |
2.7% |
0.60 |
0.4% |
79% |
False |
False |
344,914 |
40 |
143.96 |
139.50 |
4.46 |
3.1% |
0.64 |
0.5% |
82% |
False |
False |
173,018 |
60 |
143.96 |
139.50 |
4.46 |
3.1% |
0.58 |
0.4% |
82% |
False |
False |
115,365 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.28 |
2.618 |
144.55 |
1.618 |
144.10 |
1.000 |
143.82 |
0.618 |
143.65 |
HIGH |
143.37 |
0.618 |
143.20 |
0.500 |
143.15 |
0.382 |
143.09 |
LOW |
142.92 |
0.618 |
142.64 |
1.000 |
142.47 |
1.618 |
142.19 |
2.618 |
141.74 |
4.250 |
141.01 |
|
|
Fisher Pivots for day following 13-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
143.15 |
143.07 |
PP |
143.14 |
143.01 |
S1 |
143.14 |
142.94 |
|