Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 27-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
144.65 |
144.93 |
0.28 |
0.2% |
144.41 |
High |
144.90 |
145.67 |
0.77 |
0.5% |
144.83 |
Low |
144.49 |
144.83 |
0.34 |
0.2% |
143.87 |
Close |
144.82 |
145.52 |
0.70 |
0.5% |
144.37 |
Range |
0.41 |
0.84 |
0.43 |
104.9% |
0.96 |
ATR |
0.69 |
0.70 |
0.01 |
1.7% |
0.00 |
Volume |
878,567 |
764,000 |
-114,567 |
-13.0% |
4,147,277 |
|
Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.86 |
147.53 |
145.98 |
|
R3 |
147.02 |
146.69 |
145.75 |
|
R2 |
146.18 |
146.18 |
145.67 |
|
R1 |
145.85 |
145.85 |
145.60 |
146.02 |
PP |
145.34 |
145.34 |
145.34 |
145.42 |
S1 |
145.01 |
145.01 |
145.44 |
145.18 |
S2 |
144.50 |
144.50 |
145.37 |
|
S3 |
143.66 |
144.17 |
145.29 |
|
S4 |
142.82 |
143.33 |
145.06 |
|
|
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 |
145.67 |
143.91 |
1.76 |
1.2% |
0.70 |
0.5% |
91% |
True |
False |
766,036 |
10 |
145.67 |
142.82 |
2.85 |
2.0% |
0.68 |
0.5% |
95% |
True |
False |
779,718 |
20 |
145.67 |
142.27 |
3.40 |
2.3% |
0.61 |
0.4% |
96% |
True |
False |
720,394 |
40 |
145.67 |
139.75 |
5.92 |
4.1% |
0.64 |
0.4% |
97% |
True |
False |
367,707 |
60 |
145.67 |
139.50 |
6.17 |
4.2% |
0.62 |
0.4% |
98% |
True |
False |
245,313 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
149.24 |
2.618 |
147.87 |
1.618 |
147.03 |
1.000 |
146.51 |
0.618 |
146.19 |
HIGH |
145.67 |
0.618 |
145.35 |
0.500 |
145.25 |
0.382 |
145.15 |
LOW |
144.83 |
0.618 |
144.31 |
1.000 |
143.99 |
1.618 |
143.47 |
2.618 |
142.63 |
4.250 |
141.26 |
|
|
Fisher Pivots for day following 27-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
145.43 |
145.28 |
PP |
145.34 |
145.03 |
S1 |
145.25 |
144.79 |
|