Euro Bund Future March 2013
| Trading Metrics calculated at close of trading on 16-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
142.86 |
143.14 |
0.28 |
0.2% |
142.95 |
| High |
143.39 |
143.64 |
0.25 |
0.2% |
143.77 |
| Low |
142.79 |
143.14 |
0.35 |
0.2% |
142.05 |
| Close |
143.29 |
143.37 |
0.08 |
0.1% |
142.31 |
| Range |
0.60 |
0.50 |
-0.10 |
-16.7% |
1.72 |
| ATR |
0.71 |
0.69 |
-0.01 |
-2.1% |
0.00 |
| Volume |
817,409 |
1,021,389 |
203,980 |
25.0% |
3,837,016 |
|
| Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.88 |
144.63 |
143.65 |
|
| R3 |
144.38 |
144.13 |
143.51 |
|
| R2 |
143.88 |
143.88 |
143.46 |
|
| R1 |
143.63 |
143.63 |
143.42 |
143.76 |
| PP |
143.38 |
143.38 |
143.38 |
143.45 |
| S1 |
143.13 |
143.13 |
143.32 |
143.26 |
| S2 |
142.88 |
142.88 |
143.28 |
|
| S3 |
142.38 |
142.63 |
143.23 |
|
| S4 |
141.88 |
142.13 |
143.10 |
|
|
| 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 |
143.66 |
142.05 |
1.61 |
1.1% |
0.71 |
0.5% |
82% |
False |
False |
846,691 |
| 10 |
144.17 |
142.05 |
2.12 |
1.5% |
0.69 |
0.5% |
62% |
False |
False |
796,023 |
| 20 |
145.82 |
142.05 |
3.77 |
2.6% |
0.65 |
0.5% |
35% |
False |
False |
614,586 |
| 40 |
146.17 |
142.05 |
4.12 |
2.9% |
0.61 |
0.4% |
32% |
False |
False |
467,158 |
| 60 |
146.17 |
140.95 |
5.22 |
3.6% |
0.60 |
0.4% |
46% |
False |
False |
312,995 |
| 80 |
146.17 |
140.95 |
5.22 |
3.6% |
0.61 |
0.4% |
46% |
False |
False |
235,302 |
| 100 |
146.17 |
139.73 |
6.44 |
4.5% |
0.65 |
0.5% |
57% |
False |
False |
189,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145.77 |
|
2.618 |
144.95 |
|
1.618 |
144.45 |
|
1.000 |
144.14 |
|
0.618 |
143.95 |
|
HIGH |
143.64 |
|
0.618 |
143.45 |
|
0.500 |
143.39 |
|
0.382 |
143.33 |
|
LOW |
143.14 |
|
0.618 |
142.83 |
|
1.000 |
142.64 |
|
1.618 |
142.33 |
|
2.618 |
141.83 |
|
4.250 |
141.02 |
|
|
| Fisher Pivots for day following 16-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143.39 |
143.26 |
| PP |
143.38 |
143.15 |
| S1 |
143.38 |
143.04 |
|