Euro Bund Future March 2013
| Trading Metrics calculated at close of trading on 15-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
142.48 |
142.86 |
0.38 |
0.3% |
142.95 |
| High |
142.94 |
143.39 |
0.45 |
0.3% |
143.77 |
| Low |
142.44 |
142.79 |
0.35 |
0.2% |
142.05 |
| Close |
142.77 |
143.29 |
0.52 |
0.4% |
142.31 |
| Range |
0.50 |
0.60 |
0.10 |
20.0% |
1.72 |
| ATR |
0.71 |
0.71 |
-0.01 |
-0.9% |
0.00 |
| Volume |
856,270 |
817,409 |
-38,861 |
-4.5% |
3,837,016 |
|
| Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.96 |
144.72 |
143.62 |
|
| R3 |
144.36 |
144.12 |
143.46 |
|
| R2 |
143.76 |
143.76 |
143.40 |
|
| R1 |
143.52 |
143.52 |
143.35 |
143.64 |
| PP |
143.16 |
143.16 |
143.16 |
143.22 |
| S1 |
142.92 |
142.92 |
143.24 |
143.04 |
| S2 |
142.56 |
142.56 |
143.18 |
|
| S3 |
141.96 |
142.32 |
143.13 |
|
| S4 |
141.36 |
141.72 |
142.96 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147.87 |
146.81 |
143.26 |
|
| R3 |
146.15 |
145.09 |
142.78 |
|
| R2 |
144.43 |
144.43 |
142.63 |
|
| R1 |
143.37 |
143.37 |
142.47 |
143.04 |
| PP |
142.71 |
142.71 |
142.71 |
142.55 |
| S1 |
141.65 |
141.65 |
142.15 |
141.32 |
| S2 |
140.99 |
140.99 |
141.99 |
|
| S3 |
139.27 |
139.93 |
141.84 |
|
| S4 |
137.55 |
138.21 |
141.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143.77 |
142.05 |
1.72 |
1.2% |
0.73 |
0.5% |
72% |
False |
False |
831,845 |
| 10 |
144.90 |
142.05 |
2.85 |
2.0% |
0.74 |
0.5% |
44% |
False |
False |
760,196 |
| 20 |
145.82 |
142.05 |
3.77 |
2.6% |
0.65 |
0.5% |
33% |
False |
False |
599,188 |
| 40 |
146.17 |
142.05 |
4.12 |
2.9% |
0.61 |
0.4% |
30% |
False |
False |
441,867 |
| 60 |
146.17 |
140.95 |
5.22 |
3.6% |
0.61 |
0.4% |
45% |
False |
False |
295,985 |
| 80 |
146.17 |
140.45 |
5.72 |
4.0% |
0.61 |
0.4% |
50% |
False |
False |
222,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145.94 |
|
2.618 |
144.96 |
|
1.618 |
144.36 |
|
1.000 |
143.99 |
|
0.618 |
143.76 |
|
HIGH |
143.39 |
|
0.618 |
143.16 |
|
0.500 |
143.09 |
|
0.382 |
143.02 |
|
LOW |
142.79 |
|
0.618 |
142.42 |
|
1.000 |
142.19 |
|
1.618 |
141.82 |
|
2.618 |
141.22 |
|
4.250 |
140.24 |
|
|
| Fisher Pivots for day following 15-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143.22 |
143.10 |
| PP |
143.16 |
142.91 |
| S1 |
143.09 |
142.72 |
|