Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 21-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2013 |
21-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
144.64 |
144.20 |
-0.44 |
-0.3% |
142.72 |
High |
144.64 |
144.66 |
0.02 |
0.0% |
143.54 |
Low |
143.95 |
144.04 |
0.09 |
0.1% |
142.51 |
Close |
144.30 |
144.46 |
0.16 |
0.1% |
143.39 |
Range |
0.69 |
0.62 |
-0.07 |
-10.1% |
1.03 |
ATR |
0.69 |
0.69 |
-0.01 |
-0.8% |
0.00 |
Volume |
780,820 |
732,945 |
-47,875 |
-6.1% |
3,128,754 |
|
Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.25 |
145.97 |
144.80 |
|
R3 |
145.63 |
145.35 |
144.63 |
|
R2 |
145.01 |
145.01 |
144.57 |
|
R1 |
144.73 |
144.73 |
144.52 |
144.87 |
PP |
144.39 |
144.39 |
144.39 |
144.46 |
S1 |
144.11 |
144.11 |
144.40 |
144.25 |
S2 |
143.77 |
143.77 |
144.35 |
|
S3 |
143.15 |
143.49 |
144.29 |
|
S4 |
142.53 |
142.87 |
144.12 |
|
|
Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.24 |
145.84 |
143.96 |
|
R3 |
145.21 |
144.81 |
143.67 |
|
R2 |
144.18 |
144.18 |
143.58 |
|
R1 |
143.78 |
143.78 |
143.48 |
143.98 |
PP |
143.15 |
143.15 |
143.15 |
143.25 |
S1 |
142.75 |
142.75 |
143.30 |
142.95 |
S2 |
142.12 |
142.12 |
143.20 |
|
S3 |
141.09 |
141.72 |
143.11 |
|
S4 |
140.06 |
140.69 |
142.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
144.82 |
143.00 |
1.82 |
1.3% |
0.70 |
0.5% |
80% |
False |
False |
827,724 |
10 |
144.82 |
142.27 |
2.55 |
1.8% |
0.61 |
0.4% |
86% |
False |
False |
696,963 |
20 |
144.82 |
141.03 |
3.79 |
2.6% |
0.63 |
0.4% |
91% |
False |
False |
578,511 |
40 |
144.82 |
139.50 |
5.32 |
3.7% |
0.64 |
0.4% |
93% |
False |
False |
290,411 |
60 |
144.82 |
139.50 |
5.32 |
3.7% |
0.62 |
0.4% |
93% |
False |
False |
193,694 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.30 |
2.618 |
146.28 |
1.618 |
145.66 |
1.000 |
145.28 |
0.618 |
145.04 |
HIGH |
144.66 |
0.618 |
144.42 |
0.500 |
144.35 |
0.382 |
144.28 |
LOW |
144.04 |
0.618 |
143.66 |
1.000 |
143.42 |
1.618 |
143.04 |
2.618 |
142.42 |
4.250 |
141.41 |
|
|
Fisher Pivots for day following 21-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
144.42 |
144.44 |
PP |
144.39 |
144.41 |
S1 |
144.35 |
144.39 |
|