Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 19-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2013 |
19-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
144.41 |
144.05 |
-0.36 |
-0.2% |
142.72 |
High |
144.69 |
144.82 |
0.13 |
0.1% |
143.54 |
Low |
143.87 |
143.98 |
0.11 |
0.1% |
142.51 |
Close |
143.94 |
144.62 |
0.68 |
0.5% |
143.39 |
Range |
0.82 |
0.84 |
0.02 |
2.4% |
1.03 |
ATR |
0.68 |
0.69 |
0.01 |
2.1% |
0.00 |
Volume |
984,761 |
915,806 |
-68,955 |
-7.0% |
3,128,754 |
|
Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.99 |
146.65 |
145.08 |
|
R3 |
146.15 |
145.81 |
144.85 |
|
R2 |
145.31 |
145.31 |
144.77 |
|
R1 |
144.97 |
144.97 |
144.70 |
145.14 |
PP |
144.47 |
144.47 |
144.47 |
144.56 |
S1 |
144.13 |
144.13 |
144.54 |
144.30 |
S2 |
143.63 |
143.63 |
144.47 |
|
S3 |
142.79 |
143.29 |
144.39 |
|
S4 |
141.95 |
142.45 |
144.16 |
|
|
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 |
144.82 |
142.82 |
2.00 |
1.4% |
0.61 |
0.4% |
90% |
True |
False |
749,497 |
10 |
144.82 |
142.27 |
2.55 |
1.8% |
0.60 |
0.4% |
92% |
True |
False |
715,482 |
20 |
144.82 |
140.42 |
4.40 |
3.0% |
0.63 |
0.4% |
95% |
True |
False |
503,656 |
40 |
144.82 |
139.50 |
5.32 |
3.7% |
0.64 |
0.4% |
96% |
True |
False |
252,595 |
60 |
144.82 |
139.50 |
5.32 |
3.7% |
0.60 |
0.4% |
96% |
True |
False |
168,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.39 |
2.618 |
147.02 |
1.618 |
146.18 |
1.000 |
145.66 |
0.618 |
145.34 |
HIGH |
144.82 |
0.618 |
144.50 |
0.500 |
144.40 |
0.382 |
144.30 |
LOW |
143.98 |
0.618 |
143.46 |
1.000 |
143.14 |
1.618 |
142.62 |
2.618 |
141.78 |
4.250 |
140.41 |
|
|
Fisher Pivots for day following 19-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
144.55 |
144.38 |
PP |
144.47 |
144.15 |
S1 |
144.40 |
143.91 |
|