Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 12-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2013 |
12-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
142.94 |
142.92 |
-0.02 |
0.0% |
141.48 |
High |
143.11 |
143.03 |
-0.08 |
-0.1% |
143.11 |
Low |
142.63 |
142.41 |
-0.22 |
-0.2% |
141.47 |
Close |
142.85 |
142.55 |
-0.30 |
-0.2% |
142.83 |
Range |
0.48 |
0.62 |
0.14 |
29.2% |
1.64 |
ATR |
0.77 |
0.76 |
-0.01 |
-1.4% |
0.00 |
Volume |
723,656 |
937,667 |
214,011 |
29.6% |
4,038,998 |
|
Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.52 |
144.16 |
142.89 |
|
R3 |
143.90 |
143.54 |
142.72 |
|
R2 |
143.28 |
143.28 |
142.66 |
|
R1 |
142.92 |
142.92 |
142.61 |
142.79 |
PP |
142.66 |
142.66 |
142.66 |
142.60 |
S1 |
142.30 |
142.30 |
142.49 |
142.17 |
S2 |
142.04 |
142.04 |
142.44 |
|
S3 |
141.42 |
141.68 |
142.38 |
|
S4 |
140.80 |
141.06 |
142.21 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.39 |
146.75 |
143.73 |
|
R3 |
145.75 |
145.11 |
143.28 |
|
R2 |
144.11 |
144.11 |
143.13 |
|
R1 |
143.47 |
143.47 |
142.98 |
143.79 |
PP |
142.47 |
142.47 |
142.47 |
142.63 |
S1 |
141.83 |
141.83 |
142.68 |
142.15 |
S2 |
140.83 |
140.83 |
142.53 |
|
S3 |
139.19 |
140.19 |
142.38 |
|
S4 |
137.55 |
138.55 |
141.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
143.11 |
142.14 |
0.97 |
0.7% |
0.60 |
0.4% |
42% |
False |
False |
787,755 |
10 |
143.11 |
141.28 |
1.83 |
1.3% |
0.76 |
0.5% |
69% |
False |
False |
871,498 |
20 |
144.07 |
141.28 |
2.79 |
2.0% |
0.79 |
0.6% |
46% |
False |
False |
880,167 |
40 |
145.82 |
141.28 |
4.54 |
3.2% |
0.72 |
0.5% |
28% |
False |
False |
731,134 |
60 |
146.17 |
141.28 |
4.89 |
3.4% |
0.67 |
0.5% |
26% |
False |
False |
574,460 |
80 |
146.17 |
140.95 |
5.22 |
3.7% |
0.66 |
0.5% |
31% |
False |
False |
431,820 |
100 |
146.17 |
140.37 |
5.80 |
4.1% |
0.65 |
0.5% |
38% |
False |
False |
345,997 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.67 |
2.618 |
144.65 |
1.618 |
144.03 |
1.000 |
143.65 |
0.618 |
143.41 |
HIGH |
143.03 |
0.618 |
142.79 |
0.500 |
142.72 |
0.382 |
142.65 |
LOW |
142.41 |
0.618 |
142.03 |
1.000 |
141.79 |
1.618 |
141.41 |
2.618 |
140.79 |
4.250 |
139.78 |
|
|
Fisher Pivots for day following 12-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
142.72 |
142.76 |
PP |
142.66 |
142.69 |
S1 |
142.61 |
142.62 |
|