Euro Bund Future March 2013
| Trading Metrics calculated at close of trading on 26-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
143.52 |
144.51 |
0.99 |
0.7% |
142.83 |
| High |
144.47 |
145.13 |
0.66 |
0.5% |
143.74 |
| Low |
142.85 |
144.43 |
1.58 |
1.1% |
142.23 |
| Close |
143.52 |
144.90 |
1.38 |
1.0% |
143.62 |
| Range |
1.62 |
0.70 |
-0.92 |
-56.8% |
1.51 |
| ATR |
0.82 |
0.88 |
0.06 |
6.8% |
0.00 |
| Volume |
1,153,151 |
989,335 |
-163,816 |
-14.2% |
3,879,340 |
|
| Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.92 |
146.61 |
145.29 |
|
| R3 |
146.22 |
145.91 |
145.09 |
|
| R2 |
145.52 |
145.52 |
145.03 |
|
| R1 |
145.21 |
145.21 |
144.96 |
145.37 |
| PP |
144.82 |
144.82 |
144.82 |
144.90 |
| S1 |
144.51 |
144.51 |
144.84 |
144.67 |
| S2 |
144.12 |
144.12 |
144.77 |
|
| S3 |
143.42 |
143.81 |
144.71 |
|
| S4 |
142.72 |
143.11 |
144.52 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147.73 |
147.18 |
144.45 |
|
| R3 |
146.22 |
145.67 |
144.04 |
|
| R2 |
144.71 |
144.71 |
143.90 |
|
| R1 |
144.16 |
144.16 |
143.76 |
144.44 |
| PP |
143.20 |
143.20 |
143.20 |
143.33 |
| S1 |
142.65 |
142.65 |
143.48 |
142.93 |
| S2 |
141.69 |
141.69 |
143.34 |
|
| S3 |
140.18 |
141.14 |
143.20 |
|
| S4 |
138.67 |
139.63 |
142.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145.13 |
142.23 |
2.90 |
2.0% |
0.85 |
0.6% |
92% |
True |
False |
1,034,764 |
| 10 |
145.13 |
141.84 |
3.29 |
2.3% |
0.76 |
0.5% |
93% |
True |
False |
910,516 |
| 20 |
145.13 |
141.28 |
3.85 |
2.7% |
0.76 |
0.5% |
94% |
True |
False |
900,025 |
| 40 |
145.82 |
141.28 |
4.54 |
3.1% |
0.77 |
0.5% |
80% |
False |
False |
833,333 |
| 60 |
146.17 |
141.28 |
4.89 |
3.4% |
0.71 |
0.5% |
74% |
False |
False |
708,991 |
| 80 |
146.17 |
141.28 |
4.89 |
3.4% |
0.67 |
0.5% |
74% |
False |
False |
533,510 |
| 100 |
146.17 |
140.95 |
5.22 |
3.6% |
0.66 |
0.5% |
76% |
False |
False |
427,503 |
| 120 |
146.17 |
139.73 |
6.44 |
4.4% |
0.68 |
0.5% |
80% |
False |
False |
356,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148.11 |
|
2.618 |
146.96 |
|
1.618 |
146.26 |
|
1.000 |
145.83 |
|
0.618 |
145.56 |
|
HIGH |
145.13 |
|
0.618 |
144.86 |
|
0.500 |
144.78 |
|
0.382 |
144.70 |
|
LOW |
144.43 |
|
0.618 |
144.00 |
|
1.000 |
143.73 |
|
1.618 |
143.30 |
|
2.618 |
142.60 |
|
4.250 |
141.46 |
|
|
| Fisher Pivots for day following 26-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
144.86 |
144.60 |
| PP |
144.82 |
144.29 |
| S1 |
144.78 |
143.99 |
|