Euro Bund Future March 2013
| Trading Metrics calculated at close of trading on 02-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
02-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
145.55 |
144.85 |
-0.70 |
-0.5% |
144.78 |
| High |
145.82 |
144.90 |
-0.92 |
-0.6% |
145.82 |
| Low |
145.42 |
143.94 |
-1.48 |
-1.0% |
144.62 |
| Close |
145.64 |
144.07 |
-1.57 |
-1.1% |
145.64 |
| Range |
0.40 |
0.96 |
0.56 |
140.0% |
1.20 |
| ATR |
0.60 |
0.68 |
0.08 |
13.2% |
0.00 |
| Volume |
553,926 |
663,119 |
109,193 |
19.7% |
777,935 |
|
| Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147.18 |
146.59 |
144.60 |
|
| R3 |
146.22 |
145.63 |
144.33 |
|
| R2 |
145.26 |
145.26 |
144.25 |
|
| R1 |
144.67 |
144.67 |
144.16 |
144.49 |
| PP |
144.30 |
144.30 |
144.30 |
144.21 |
| S1 |
143.71 |
143.71 |
143.98 |
143.53 |
| S2 |
143.34 |
143.34 |
143.89 |
|
| S3 |
142.38 |
142.75 |
143.81 |
|
| S4 |
141.42 |
141.79 |
143.54 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.96 |
148.50 |
146.30 |
|
| R3 |
147.76 |
147.30 |
145.97 |
|
| R2 |
146.56 |
146.56 |
145.86 |
|
| R1 |
146.10 |
146.10 |
145.75 |
146.33 |
| PP |
145.36 |
145.36 |
145.36 |
145.48 |
| S1 |
144.90 |
144.90 |
145.53 |
145.13 |
| S2 |
144.16 |
144.16 |
145.42 |
|
| S3 |
142.96 |
143.70 |
145.31 |
|
| S4 |
141.76 |
142.50 |
144.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145.82 |
143.94 |
1.88 |
1.3% |
0.62 |
0.4% |
7% |
False |
True |
401,729 |
| 10 |
145.82 |
143.80 |
2.02 |
1.4% |
0.61 |
0.4% |
13% |
False |
False |
433,149 |
| 20 |
146.17 |
143.75 |
2.42 |
1.7% |
0.61 |
0.4% |
13% |
False |
False |
525,859 |
| 40 |
146.17 |
143.00 |
3.17 |
2.2% |
0.57 |
0.4% |
34% |
False |
False |
269,604 |
| 60 |
146.17 |
140.95 |
5.22 |
3.6% |
0.60 |
0.4% |
60% |
False |
False |
180,835 |
| 80 |
146.17 |
139.73 |
6.44 |
4.5% |
0.63 |
0.4% |
67% |
False |
False |
136,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148.98 |
|
2.618 |
147.41 |
|
1.618 |
146.45 |
|
1.000 |
145.86 |
|
0.618 |
145.49 |
|
HIGH |
144.90 |
|
0.618 |
144.53 |
|
0.500 |
144.42 |
|
0.382 |
144.31 |
|
LOW |
143.94 |
|
0.618 |
143.35 |
|
1.000 |
142.98 |
|
1.618 |
142.39 |
|
2.618 |
141.43 |
|
4.250 |
139.86 |
|
|
| Fisher Pivots for day following 02-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
144.42 |
144.88 |
| PP |
144.30 |
144.61 |
| S1 |
144.19 |
144.34 |
|