Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 06-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
143.50 |
143.30 |
-0.20 |
-0.1% |
141.65 |
High |
143.59 |
143.37 |
-0.22 |
-0.2% |
143.80 |
Low |
143.19 |
143.01 |
-0.18 |
-0.1% |
141.03 |
Close |
143.21 |
143.25 |
0.04 |
0.0% |
143.67 |
Range |
0.40 |
0.36 |
-0.04 |
-10.0% |
2.77 |
ATR |
0.71 |
0.68 |
-0.02 |
-3.5% |
0.00 |
Volume |
973,874 |
938,042 |
-35,832 |
-3.7% |
996,118 |
|
Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.29 |
144.13 |
143.45 |
|
R3 |
143.93 |
143.77 |
143.35 |
|
R2 |
143.57 |
143.57 |
143.32 |
|
R1 |
143.41 |
143.41 |
143.28 |
143.31 |
PP |
143.21 |
143.21 |
143.21 |
143.16 |
S1 |
143.05 |
143.05 |
143.22 |
142.95 |
S2 |
142.85 |
142.85 |
143.18 |
|
S3 |
142.49 |
142.69 |
143.15 |
|
S4 |
142.13 |
142.33 |
143.05 |
|
|
Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.14 |
150.18 |
145.19 |
|
R3 |
148.37 |
147.41 |
144.43 |
|
R2 |
145.60 |
145.60 |
144.18 |
|
R1 |
144.64 |
144.64 |
143.92 |
145.12 |
PP |
142.83 |
142.83 |
142.83 |
143.08 |
S1 |
141.87 |
141.87 |
143.42 |
142.35 |
S2 |
140.06 |
140.06 |
143.16 |
|
S3 |
137.29 |
139.10 |
142.91 |
|
S4 |
134.52 |
136.33 |
142.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
143.96 |
142.98 |
0.98 |
0.7% |
0.48 |
0.3% |
28% |
False |
False |
716,021 |
10 |
143.96 |
140.95 |
3.01 |
2.1% |
0.66 |
0.5% |
76% |
False |
False |
385,436 |
20 |
143.96 |
140.05 |
3.91 |
2.7% |
0.60 |
0.4% |
82% |
False |
False |
193,653 |
40 |
143.96 |
139.50 |
4.46 |
3.1% |
0.64 |
0.4% |
84% |
False |
False |
97,269 |
60 |
143.96 |
139.50 |
4.46 |
3.1% |
0.54 |
0.4% |
84% |
False |
False |
64,855 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.90 |
2.618 |
144.31 |
1.618 |
143.95 |
1.000 |
143.73 |
0.618 |
143.59 |
HIGH |
143.37 |
0.618 |
143.23 |
0.500 |
143.19 |
0.382 |
143.15 |
LOW |
143.01 |
0.618 |
142.79 |
1.000 |
142.65 |
1.618 |
142.43 |
2.618 |
142.07 |
4.250 |
141.48 |
|
|
Fisher Pivots for day following 06-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
143.23 |
143.49 |
PP |
143.21 |
143.41 |
S1 |
143.19 |
143.33 |
|