Euro Bund Future March 2013
Trading Metrics calculated at close of trading on 19-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
142.70 |
142.83 |
0.13 |
0.1% |
142.94 |
High |
143.01 |
142.98 |
-0.03 |
0.0% |
143.11 |
Low |
142.29 |
142.61 |
0.32 |
0.2% |
141.84 |
Close |
142.34 |
142.82 |
0.48 |
0.3% |
142.34 |
Range |
0.72 |
0.37 |
-0.35 |
-48.6% |
1.27 |
ATR |
0.77 |
0.76 |
-0.01 |
-1.2% |
0.00 |
Volume |
355,006 |
848,004 |
492,998 |
138.9% |
3,806,995 |
|
Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.91 |
143.74 |
143.02 |
|
R3 |
143.54 |
143.37 |
142.92 |
|
R2 |
143.17 |
143.17 |
142.89 |
|
R1 |
143.00 |
143.00 |
142.85 |
142.90 |
PP |
142.80 |
142.80 |
142.80 |
142.76 |
S1 |
142.63 |
142.63 |
142.79 |
142.53 |
S2 |
142.43 |
142.43 |
142.75 |
|
S3 |
142.06 |
142.26 |
142.72 |
|
S4 |
141.69 |
141.89 |
142.62 |
|
|
Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.24 |
145.56 |
143.04 |
|
R3 |
144.97 |
144.29 |
142.69 |
|
R2 |
143.70 |
143.70 |
142.57 |
|
R1 |
143.02 |
143.02 |
142.46 |
142.73 |
PP |
142.43 |
142.43 |
142.43 |
142.28 |
S1 |
141.75 |
141.75 |
142.22 |
141.46 |
S2 |
141.16 |
141.16 |
142.11 |
|
S3 |
139.89 |
140.48 |
141.99 |
|
S4 |
138.62 |
139.21 |
141.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
143.03 |
141.84 |
1.19 |
0.8% |
0.67 |
0.5% |
82% |
False |
False |
786,268 |
10 |
143.11 |
141.84 |
1.27 |
0.9% |
0.68 |
0.5% |
77% |
False |
False |
776,515 |
20 |
144.07 |
141.28 |
2.79 |
2.0% |
0.77 |
0.5% |
55% |
False |
False |
875,879 |
40 |
145.82 |
141.28 |
4.54 |
3.2% |
0.73 |
0.5% |
34% |
False |
False |
757,204 |
60 |
146.17 |
141.28 |
4.89 |
3.4% |
0.68 |
0.5% |
31% |
False |
False |
623,878 |
80 |
146.17 |
141.10 |
5.07 |
3.5% |
0.65 |
0.5% |
34% |
False |
False |
469,131 |
100 |
146.17 |
140.95 |
5.22 |
3.7% |
0.65 |
0.5% |
36% |
False |
False |
375,820 |
120 |
146.17 |
139.73 |
6.44 |
4.5% |
0.68 |
0.5% |
48% |
False |
False |
313,940 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.55 |
2.618 |
143.95 |
1.618 |
143.58 |
1.000 |
143.35 |
0.618 |
143.21 |
HIGH |
142.98 |
0.618 |
142.84 |
0.500 |
142.80 |
0.382 |
142.75 |
LOW |
142.61 |
0.618 |
142.38 |
1.000 |
142.24 |
1.618 |
142.01 |
2.618 |
141.64 |
4.250 |
141.04 |
|
|
Fisher Pivots for day following 19-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
142.81 |
142.69 |
PP |
142.80 |
142.57 |
S1 |
142.80 |
142.44 |
|