Euro Bund Future March 2013
| Trading Metrics calculated at close of trading on 21-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
142.72 |
142.71 |
-0.01 |
0.0% |
142.94 |
| High |
142.72 |
143.60 |
0.88 |
0.6% |
143.11 |
| Low |
142.23 |
142.71 |
0.48 |
0.3% |
141.84 |
| Close |
142.42 |
143.38 |
0.96 |
0.7% |
142.34 |
| Range |
0.49 |
0.89 |
0.40 |
81.6% |
1.27 |
| ATR |
0.75 |
0.78 |
0.03 |
4.1% |
0.00 |
| Volume |
1,097,337 |
870,420 |
-226,917 |
-20.7% |
3,806,995 |
|
| Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.90 |
145.53 |
143.87 |
|
| R3 |
145.01 |
144.64 |
143.62 |
|
| R2 |
144.12 |
144.12 |
143.54 |
|
| R1 |
143.75 |
143.75 |
143.46 |
143.94 |
| PP |
143.23 |
143.23 |
143.23 |
143.32 |
| S1 |
142.86 |
142.86 |
143.30 |
143.05 |
| S2 |
142.34 |
142.34 |
143.22 |
|
| S3 |
141.45 |
141.97 |
143.14 |
|
| S4 |
140.56 |
141.08 |
142.89 |
|
|
| 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 |
143.60 |
141.87 |
1.73 |
1.2% |
0.66 |
0.5% |
87% |
True |
False |
788,304 |
| 10 |
143.60 |
141.84 |
1.76 |
1.2% |
0.66 |
0.5% |
88% |
True |
False |
787,612 |
| 20 |
144.07 |
141.28 |
2.79 |
1.9% |
0.77 |
0.5% |
75% |
False |
False |
885,424 |
| 40 |
145.82 |
141.28 |
4.54 |
3.2% |
0.74 |
0.5% |
46% |
False |
False |
778,017 |
| 60 |
146.17 |
141.28 |
4.89 |
3.4% |
0.68 |
0.5% |
43% |
False |
False |
656,457 |
| 80 |
146.17 |
141.28 |
4.89 |
3.4% |
0.66 |
0.5% |
43% |
False |
False |
493,557 |
| 100 |
146.17 |
140.95 |
5.22 |
3.6% |
0.65 |
0.5% |
47% |
False |
False |
395,458 |
| 120 |
146.17 |
139.73 |
6.44 |
4.5% |
0.67 |
0.5% |
57% |
False |
False |
330,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147.38 |
|
2.618 |
145.93 |
|
1.618 |
145.04 |
|
1.000 |
144.49 |
|
0.618 |
144.15 |
|
HIGH |
143.60 |
|
0.618 |
143.26 |
|
0.500 |
143.16 |
|
0.382 |
143.05 |
|
LOW |
142.71 |
|
0.618 |
142.16 |
|
1.000 |
141.82 |
|
1.618 |
141.27 |
|
2.618 |
140.38 |
|
4.250 |
138.93 |
|
|
| Fisher Pivots for day following 21-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143.31 |
143.23 |
| PP |
143.23 |
143.07 |
| S1 |
143.16 |
142.92 |
|