Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 18-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
143.10 |
144.41 |
1.31 |
0.9% |
142.72 |
High |
143.54 |
144.69 |
1.15 |
0.8% |
143.54 |
Low |
143.00 |
143.87 |
0.87 |
0.6% |
142.51 |
Close |
143.39 |
143.94 |
0.55 |
0.4% |
143.39 |
Range |
0.54 |
0.82 |
0.28 |
51.9% |
1.03 |
ATR |
0.63 |
0.68 |
0.05 |
7.6% |
0.00 |
Volume |
724,290 |
984,761 |
260,471 |
36.0% |
3,128,754 |
|
Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.63 |
146.10 |
144.39 |
|
R3 |
145.81 |
145.28 |
144.17 |
|
R2 |
144.99 |
144.99 |
144.09 |
|
R1 |
144.46 |
144.46 |
144.02 |
144.32 |
PP |
144.17 |
144.17 |
144.17 |
144.09 |
S1 |
143.64 |
143.64 |
143.86 |
143.50 |
S2 |
143.35 |
143.35 |
143.79 |
|
S3 |
142.53 |
142.82 |
143.71 |
|
S4 |
141.71 |
142.00 |
143.49 |
|
|
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 |
144.69 |
142.52 |
2.17 |
1.5% |
0.58 |
0.4% |
65% |
True |
False |
696,279 |
10 |
144.69 |
142.27 |
2.42 |
1.7% |
0.55 |
0.4% |
69% |
True |
False |
721,289 |
20 |
144.69 |
140.42 |
4.27 |
3.0% |
0.60 |
0.4% |
82% |
True |
False |
458,015 |
40 |
144.69 |
139.50 |
5.19 |
3.6% |
0.64 |
0.4% |
86% |
True |
False |
229,713 |
60 |
144.69 |
139.50 |
5.19 |
3.6% |
0.60 |
0.4% |
86% |
True |
False |
153,203 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.18 |
2.618 |
146.84 |
1.618 |
146.02 |
1.000 |
145.51 |
0.618 |
145.20 |
HIGH |
144.69 |
0.618 |
144.38 |
0.500 |
144.28 |
0.382 |
144.18 |
LOW |
143.87 |
0.618 |
143.36 |
1.000 |
143.05 |
1.618 |
142.54 |
2.618 |
141.72 |
4.250 |
140.39 |
|
|
Fisher Pivots for day following 18-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
144.28 |
143.88 |
PP |
144.17 |
143.82 |
S1 |
144.05 |
143.76 |
|