Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 22-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
144.20 |
144.71 |
0.51 |
0.4% |
144.41 |
High |
144.66 |
144.83 |
0.17 |
0.1% |
144.83 |
Low |
144.04 |
144.21 |
0.17 |
0.1% |
143.87 |
Close |
144.46 |
144.37 |
-0.09 |
-0.1% |
144.37 |
Range |
0.62 |
0.62 |
0.00 |
0.0% |
0.96 |
ATR |
0.69 |
0.68 |
0.00 |
-0.7% |
0.00 |
Volume |
732,945 |
732,945 |
0 |
0.0% |
4,147,277 |
|
Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.33 |
145.97 |
144.71 |
|
R3 |
145.71 |
145.35 |
144.54 |
|
R2 |
145.09 |
145.09 |
144.48 |
|
R1 |
144.73 |
144.73 |
144.43 |
144.60 |
PP |
144.47 |
144.47 |
144.47 |
144.41 |
S1 |
144.11 |
144.11 |
144.31 |
143.98 |
S2 |
143.85 |
143.85 |
144.26 |
|
S3 |
143.23 |
143.49 |
144.20 |
|
S4 |
142.61 |
142.87 |
144.03 |
|
|
Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.24 |
146.76 |
144.90 |
|
R3 |
146.28 |
145.80 |
144.63 |
|
R2 |
145.32 |
145.32 |
144.55 |
|
R1 |
144.84 |
144.84 |
144.46 |
144.60 |
PP |
144.36 |
144.36 |
144.36 |
144.24 |
S1 |
143.88 |
143.88 |
144.28 |
143.64 |
S2 |
143.40 |
143.40 |
144.19 |
|
S3 |
142.44 |
142.92 |
144.11 |
|
S4 |
141.48 |
141.96 |
143.84 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
144.83 |
143.87 |
0.96 |
0.7% |
0.72 |
0.5% |
52% |
True |
False |
829,455 |
10 |
144.83 |
142.51 |
2.32 |
1.6% |
0.61 |
0.4% |
80% |
True |
False |
727,603 |
20 |
144.83 |
141.03 |
3.80 |
2.6% |
0.64 |
0.4% |
88% |
True |
False |
614,418 |
40 |
144.83 |
139.50 |
5.33 |
3.7% |
0.63 |
0.4% |
91% |
True |
False |
308,649 |
60 |
144.83 |
139.50 |
5.33 |
3.7% |
0.63 |
0.4% |
91% |
True |
False |
205,909 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.47 |
2.618 |
146.45 |
1.618 |
145.83 |
1.000 |
145.45 |
0.618 |
145.21 |
HIGH |
144.83 |
0.618 |
144.59 |
0.500 |
144.52 |
0.382 |
144.45 |
LOW |
144.21 |
0.618 |
143.83 |
1.000 |
143.59 |
1.618 |
143.21 |
2.618 |
142.59 |
4.250 |
141.58 |
|
|
Fisher Pivots for day following 22-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
144.52 |
144.39 |
PP |
144.47 |
144.38 |
S1 |
144.42 |
144.38 |
|