Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 26-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
144.01 |
144.65 |
0.64 |
0.4% |
144.41 |
High |
144.93 |
144.90 |
-0.03 |
0.0% |
144.83 |
Low |
143.91 |
144.49 |
0.58 |
0.4% |
143.87 |
Close |
144.72 |
144.82 |
0.10 |
0.1% |
144.37 |
Range |
1.02 |
0.41 |
-0.61 |
-59.8% |
0.96 |
ATR |
0.71 |
0.69 |
-0.02 |
-3.0% |
0.00 |
Volume |
721,723 |
878,567 |
156,844 |
21.7% |
4,147,277 |
|
Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.97 |
145.80 |
145.05 |
|
R3 |
145.56 |
145.39 |
144.93 |
|
R2 |
145.15 |
145.15 |
144.90 |
|
R1 |
144.98 |
144.98 |
144.86 |
145.07 |
PP |
144.74 |
144.74 |
144.74 |
144.78 |
S1 |
144.57 |
144.57 |
144.78 |
144.66 |
S2 |
144.33 |
144.33 |
144.74 |
|
S3 |
143.92 |
144.16 |
144.71 |
|
S4 |
143.51 |
143.75 |
144.59 |
|
|
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 |
144.93 |
143.91 |
1.02 |
0.7% |
0.67 |
0.5% |
89% |
False |
False |
769,400 |
10 |
144.93 |
142.82 |
2.11 |
1.5% |
0.64 |
0.4% |
95% |
False |
False |
759,448 |
20 |
144.93 |
142.27 |
2.66 |
1.8% |
0.60 |
0.4% |
96% |
False |
False |
688,978 |
40 |
144.93 |
139.50 |
5.43 |
3.7% |
0.63 |
0.4% |
98% |
False |
False |
348,618 |
60 |
144.93 |
139.50 |
5.43 |
3.7% |
0.63 |
0.4% |
98% |
False |
False |
232,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.64 |
2.618 |
145.97 |
1.618 |
145.56 |
1.000 |
145.31 |
0.618 |
145.15 |
HIGH |
144.90 |
0.618 |
144.74 |
0.500 |
144.70 |
0.382 |
144.65 |
LOW |
144.49 |
0.618 |
144.24 |
1.000 |
144.08 |
1.618 |
143.83 |
2.618 |
143.42 |
4.250 |
142.75 |
|
|
Fisher Pivots for day following 26-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
144.78 |
144.69 |
PP |
144.74 |
144.55 |
S1 |
144.70 |
144.42 |
|