Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 28-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2013 |
28-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
144.93 |
145.67 |
0.74 |
0.5% |
144.41 |
High |
145.67 |
145.87 |
0.20 |
0.1% |
144.83 |
Low |
144.83 |
145.34 |
0.51 |
0.4% |
143.87 |
Close |
145.52 |
145.49 |
-0.03 |
0.0% |
144.37 |
Range |
0.84 |
0.53 |
-0.31 |
-36.9% |
0.96 |
ATR |
0.70 |
0.69 |
-0.01 |
-1.7% |
0.00 |
Volume |
764,000 |
582,435 |
-181,565 |
-23.8% |
4,147,277 |
|
Daily Pivots for day following 28-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.16 |
146.85 |
145.78 |
|
R3 |
146.63 |
146.32 |
145.64 |
|
R2 |
146.10 |
146.10 |
145.59 |
|
R1 |
145.79 |
145.79 |
145.54 |
145.68 |
PP |
145.57 |
145.57 |
145.57 |
145.51 |
S1 |
145.26 |
145.26 |
145.44 |
145.15 |
S2 |
145.04 |
145.04 |
145.39 |
|
S3 |
144.51 |
144.73 |
145.34 |
|
S4 |
143.98 |
144.20 |
145.20 |
|
|
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 |
145.87 |
143.91 |
1.96 |
1.3% |
0.68 |
0.5% |
81% |
True |
False |
735,934 |
10 |
145.87 |
143.00 |
2.87 |
2.0% |
0.69 |
0.5% |
87% |
True |
False |
781,829 |
20 |
145.87 |
142.27 |
3.60 |
2.5% |
0.62 |
0.4% |
89% |
True |
False |
741,271 |
40 |
145.87 |
139.77 |
6.10 |
4.2% |
0.64 |
0.4% |
94% |
True |
False |
382,217 |
60 |
145.87 |
139.50 |
6.37 |
4.4% |
0.62 |
0.4% |
94% |
True |
False |
255,018 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.12 |
2.618 |
147.26 |
1.618 |
146.73 |
1.000 |
146.40 |
0.618 |
146.20 |
HIGH |
145.87 |
0.618 |
145.67 |
0.500 |
145.61 |
0.382 |
145.54 |
LOW |
145.34 |
0.618 |
145.01 |
1.000 |
144.81 |
1.618 |
144.48 |
2.618 |
143.95 |
4.250 |
143.09 |
|
|
Fisher Pivots for day following 28-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
145.61 |
145.39 |
PP |
145.57 |
145.28 |
S1 |
145.53 |
145.18 |
|