Euro Bund Future June 2013
| Trading Metrics calculated at close of trading on 15-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
143.12 |
143.10 |
-0.02 |
0.0% |
142.72 |
| High |
143.24 |
143.54 |
0.30 |
0.2% |
143.54 |
| Low |
142.82 |
143.00 |
0.18 |
0.1% |
142.51 |
| Close |
143.14 |
143.39 |
0.25 |
0.2% |
143.39 |
| Range |
0.42 |
0.54 |
0.12 |
28.6% |
1.03 |
| ATR |
0.64 |
0.63 |
-0.01 |
-1.1% |
0.00 |
| Volume |
561,324 |
724,290 |
162,966 |
29.0% |
3,128,754 |
|
| Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.93 |
144.70 |
143.69 |
|
| R3 |
144.39 |
144.16 |
143.54 |
|
| R2 |
143.85 |
143.85 |
143.49 |
|
| R1 |
143.62 |
143.62 |
143.44 |
143.74 |
| PP |
143.31 |
143.31 |
143.31 |
143.37 |
| S1 |
143.08 |
143.08 |
143.34 |
143.20 |
| S2 |
142.77 |
142.77 |
143.29 |
|
| S3 |
142.23 |
142.54 |
143.24 |
|
| S4 |
141.69 |
142.00 |
143.09 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.24 |
145.84 |
143.96 |
|
| R3 |
145.21 |
144.81 |
143.67 |
|
| R2 |
144.18 |
144.18 |
143.58 |
|
| R1 |
143.78 |
143.78 |
143.48 |
143.98 |
| PP |
143.15 |
143.15 |
143.15 |
143.25 |
| S1 |
142.75 |
142.75 |
143.30 |
142.95 |
| S2 |
142.12 |
142.12 |
143.20 |
|
| S3 |
141.09 |
141.72 |
143.11 |
|
| S4 |
140.06 |
140.69 |
142.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143.54 |
142.51 |
1.03 |
0.7% |
0.49 |
0.3% |
85% |
True |
False |
625,750 |
| 10 |
143.96 |
142.27 |
1.69 |
1.2% |
0.52 |
0.4% |
66% |
False |
False |
714,497 |
| 20 |
143.96 |
140.42 |
3.54 |
2.5% |
0.58 |
0.4% |
84% |
False |
False |
408,868 |
| 40 |
143.96 |
139.50 |
4.46 |
3.1% |
0.63 |
0.4% |
87% |
False |
False |
205,098 |
| 60 |
143.96 |
139.50 |
4.46 |
3.1% |
0.59 |
0.4% |
87% |
False |
False |
136,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145.84 |
|
2.618 |
144.95 |
|
1.618 |
144.41 |
|
1.000 |
144.08 |
|
0.618 |
143.87 |
|
HIGH |
143.54 |
|
0.618 |
143.33 |
|
0.500 |
143.27 |
|
0.382 |
143.21 |
|
LOW |
143.00 |
|
0.618 |
142.67 |
|
1.000 |
142.46 |
|
1.618 |
142.13 |
|
2.618 |
141.59 |
|
4.250 |
140.71 |
|
|
| Fisher Pivots for day following 15-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143.35 |
143.32 |
| PP |
143.31 |
143.25 |
| S1 |
143.27 |
143.18 |
|