Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 22-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2013 |
22-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
142.50 |
142.96 |
0.46 |
0.3% |
142.48 |
High |
143.38 |
143.23 |
-0.15 |
-0.1% |
143.64 |
Low |
142.38 |
142.54 |
0.16 |
0.1% |
142.38 |
Close |
143.32 |
143.12 |
-0.20 |
-0.1% |
143.32 |
Range |
1.00 |
0.69 |
-0.31 |
-31.0% |
1.26 |
ATR |
0.74 |
0.74 |
0.00 |
0.4% |
0.00 |
Volume |
389,614 |
794,032 |
404,418 |
103.8% |
3,935,696 |
|
Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.03 |
144.77 |
143.50 |
|
R3 |
144.34 |
144.08 |
143.31 |
|
R2 |
143.65 |
143.65 |
143.25 |
|
R1 |
143.39 |
143.39 |
143.18 |
143.52 |
PP |
142.96 |
142.96 |
142.96 |
143.03 |
S1 |
142.70 |
142.70 |
143.06 |
142.83 |
S2 |
142.27 |
142.27 |
142.99 |
|
S3 |
141.58 |
142.01 |
142.93 |
|
S4 |
140.89 |
141.32 |
142.74 |
|
|
Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.89 |
146.37 |
144.01 |
|
R3 |
145.63 |
145.11 |
143.67 |
|
R2 |
144.37 |
144.37 |
143.55 |
|
R1 |
143.85 |
143.85 |
143.44 |
144.11 |
PP |
143.11 |
143.11 |
143.11 |
143.25 |
S1 |
142.59 |
142.59 |
143.20 |
142.85 |
S2 |
141.85 |
141.85 |
143.09 |
|
S3 |
140.59 |
141.33 |
142.97 |
|
S4 |
139.33 |
140.07 |
142.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
143.64 |
142.38 |
1.26 |
0.9% |
0.78 |
0.5% |
59% |
False |
False |
774,691 |
10 |
143.77 |
142.05 |
1.72 |
1.2% |
0.75 |
0.5% |
62% |
False |
False |
789,065 |
20 |
145.82 |
142.05 |
3.77 |
2.6% |
0.71 |
0.5% |
28% |
False |
False |
652,555 |
40 |
146.17 |
142.05 |
4.12 |
2.9% |
0.65 |
0.5% |
26% |
False |
False |
517,569 |
60 |
146.17 |
141.34 |
4.83 |
3.4% |
0.62 |
0.4% |
37% |
False |
False |
346,715 |
80 |
146.17 |
140.95 |
5.22 |
3.6% |
0.63 |
0.4% |
42% |
False |
False |
260,714 |
100 |
146.17 |
139.73 |
6.44 |
4.5% |
0.65 |
0.5% |
53% |
False |
False |
209,493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.16 |
2.618 |
145.04 |
1.618 |
144.35 |
1.000 |
143.92 |
0.618 |
143.66 |
HIGH |
143.23 |
0.618 |
142.97 |
0.500 |
142.89 |
0.382 |
142.80 |
LOW |
142.54 |
0.618 |
142.11 |
1.000 |
141.85 |
1.618 |
141.42 |
2.618 |
140.73 |
4.250 |
139.61 |
|
|
Fisher Pivots for day following 22-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
143.04 |
143.08 |
PP |
142.96 |
143.04 |
S1 |
142.89 |
143.00 |
|