Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 20-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
144.05 |
144.64 |
0.59 |
0.4% |
142.72 |
High |
144.82 |
144.64 |
-0.18 |
-0.1% |
143.54 |
Low |
143.98 |
143.95 |
-0.03 |
0.0% |
142.51 |
Close |
144.62 |
144.30 |
-0.32 |
-0.2% |
143.39 |
Range |
0.84 |
0.69 |
-0.15 |
-17.9% |
1.03 |
ATR |
0.69 |
0.69 |
0.00 |
0.0% |
0.00 |
Volume |
915,806 |
780,820 |
-134,986 |
-14.7% |
3,128,754 |
|
Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.37 |
146.02 |
144.68 |
|
R3 |
145.68 |
145.33 |
144.49 |
|
R2 |
144.99 |
144.99 |
144.43 |
|
R1 |
144.64 |
144.64 |
144.36 |
144.47 |
PP |
144.30 |
144.30 |
144.30 |
144.21 |
S1 |
143.95 |
143.95 |
144.24 |
143.78 |
S2 |
143.61 |
143.61 |
144.17 |
|
S3 |
142.92 |
143.26 |
144.11 |
|
S4 |
142.23 |
142.57 |
143.92 |
|
|
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% |
0.66 |
0.5% |
74% |
False |
False |
793,400 |
10 |
144.82 |
142.27 |
2.55 |
1.8% |
0.63 |
0.4% |
80% |
False |
False |
699,760 |
20 |
144.82 |
140.95 |
3.87 |
2.7% |
0.64 |
0.4% |
87% |
False |
False |
542,598 |
40 |
144.82 |
139.50 |
5.32 |
3.7% |
0.65 |
0.4% |
90% |
False |
False |
272,112 |
60 |
144.82 |
139.50 |
5.32 |
3.7% |
0.61 |
0.4% |
90% |
False |
False |
181,478 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.57 |
2.618 |
146.45 |
1.618 |
145.76 |
1.000 |
145.33 |
0.618 |
145.07 |
HIGH |
144.64 |
0.618 |
144.38 |
0.500 |
144.30 |
0.382 |
144.21 |
LOW |
143.95 |
0.618 |
143.52 |
1.000 |
143.26 |
1.618 |
142.83 |
2.618 |
142.14 |
4.250 |
141.02 |
|
|
Fisher Pivots for day following 20-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
144.30 |
144.35 |
PP |
144.30 |
144.33 |
S1 |
144.30 |
144.32 |
|