Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 31-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
141.75 |
141.88 |
0.13 |
0.1% |
142.96 |
High |
141.98 |
142.17 |
0.19 |
0.1% |
144.07 |
Low |
141.28 |
141.55 |
0.27 |
0.2% |
142.20 |
Close |
141.43 |
141.90 |
0.47 |
0.3% |
142.50 |
Range |
0.70 |
0.62 |
-0.08 |
-11.4% |
1.87 |
ATR |
0.77 |
0.77 |
0.00 |
-0.3% |
0.00 |
Volume |
963,172 |
1,020,721 |
57,549 |
6.0% |
3,761,541 |
|
Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.73 |
143.44 |
142.24 |
|
R3 |
143.11 |
142.82 |
142.07 |
|
R2 |
142.49 |
142.49 |
142.01 |
|
R1 |
142.20 |
142.20 |
141.96 |
142.35 |
PP |
141.87 |
141.87 |
141.87 |
141.95 |
S1 |
141.58 |
141.58 |
141.84 |
141.73 |
S2 |
141.25 |
141.25 |
141.79 |
|
S3 |
140.63 |
140.96 |
141.73 |
|
S4 |
140.01 |
140.34 |
141.56 |
|
|
Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.53 |
147.39 |
143.53 |
|
R3 |
146.66 |
145.52 |
143.01 |
|
R2 |
144.79 |
144.79 |
142.84 |
|
R1 |
143.65 |
143.65 |
142.67 |
143.29 |
PP |
142.92 |
142.92 |
142.92 |
142.74 |
S1 |
141.78 |
141.78 |
142.33 |
141.42 |
S2 |
141.05 |
141.05 |
142.16 |
|
S3 |
139.18 |
139.91 |
141.99 |
|
S4 |
137.31 |
138.04 |
141.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
143.49 |
141.28 |
2.21 |
1.6% |
0.82 |
0.6% |
28% |
False |
False |
980,309 |
10 |
144.07 |
141.28 |
2.79 |
2.0% |
0.84 |
0.6% |
22% |
False |
False |
903,345 |
20 |
144.17 |
141.28 |
2.89 |
2.0% |
0.77 |
0.5% |
21% |
False |
False |
849,684 |
40 |
146.17 |
141.28 |
4.89 |
3.4% |
0.69 |
0.5% |
13% |
False |
False |
687,772 |
60 |
146.17 |
141.28 |
4.89 |
3.4% |
0.64 |
0.4% |
13% |
False |
False |
462,964 |
80 |
146.17 |
140.95 |
5.22 |
3.7% |
0.64 |
0.5% |
18% |
False |
False |
348,047 |
100 |
146.17 |
139.73 |
6.44 |
4.5% |
0.66 |
0.5% |
34% |
False |
False |
278,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.81 |
2.618 |
143.79 |
1.618 |
143.17 |
1.000 |
142.79 |
0.618 |
142.55 |
HIGH |
142.17 |
0.618 |
141.93 |
0.500 |
141.86 |
0.382 |
141.79 |
LOW |
141.55 |
0.618 |
141.17 |
1.000 |
140.93 |
1.618 |
140.55 |
2.618 |
139.93 |
4.250 |
138.92 |
|
|
Fisher Pivots for day following 31-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
141.89 |
141.86 |
PP |
141.87 |
141.82 |
S1 |
141.86 |
141.78 |
|