Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 25-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2013 |
25-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
144.71 |
144.01 |
-0.70 |
-0.5% |
144.41 |
High |
144.83 |
144.93 |
0.10 |
0.1% |
144.83 |
Low |
144.21 |
143.91 |
-0.30 |
-0.2% |
143.87 |
Close |
144.37 |
144.72 |
0.35 |
0.2% |
144.37 |
Range |
0.62 |
1.02 |
0.40 |
64.5% |
0.96 |
ATR |
0.68 |
0.71 |
0.02 |
3.5% |
0.00 |
Volume |
732,945 |
721,723 |
-11,222 |
-1.5% |
4,147,277 |
|
Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.58 |
147.17 |
145.28 |
|
R3 |
146.56 |
146.15 |
145.00 |
|
R2 |
145.54 |
145.54 |
144.91 |
|
R1 |
145.13 |
145.13 |
144.81 |
145.34 |
PP |
144.52 |
144.52 |
144.52 |
144.62 |
S1 |
144.11 |
144.11 |
144.63 |
144.32 |
S2 |
143.50 |
143.50 |
144.53 |
|
S3 |
142.48 |
143.09 |
144.44 |
|
S4 |
141.46 |
142.07 |
144.16 |
|
|
Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.24 |
146.76 |
144.90 |
|
R3 |
146.28 |
145.80 |
144.63 |
|
R2 |
145.32 |
145.32 |
144.55 |
|
R1 |
144.84 |
144.84 |
144.46 |
144.60 |
PP |
144.36 |
144.36 |
144.36 |
144.24 |
S1 |
143.88 |
143.88 |
144.28 |
143.64 |
S2 |
143.40 |
143.40 |
144.19 |
|
S3 |
142.44 |
142.92 |
144.11 |
|
S4 |
141.48 |
141.96 |
143.84 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
144.93 |
143.91 |
1.02 |
0.7% |
0.76 |
0.5% |
79% |
True |
True |
776,847 |
10 |
144.93 |
142.52 |
2.41 |
1.7% |
0.67 |
0.5% |
91% |
True |
False |
736,563 |
20 |
144.93 |
142.27 |
2.66 |
1.8% |
0.61 |
0.4% |
92% |
True |
False |
648,536 |
40 |
144.93 |
139.50 |
5.43 |
3.8% |
0.63 |
0.4% |
96% |
True |
False |
326,656 |
60 |
144.93 |
139.50 |
5.43 |
3.8% |
0.63 |
0.4% |
96% |
True |
False |
217,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
149.27 |
2.618 |
147.60 |
1.618 |
146.58 |
1.000 |
145.95 |
0.618 |
145.56 |
HIGH |
144.93 |
0.618 |
144.54 |
0.500 |
144.42 |
0.382 |
144.30 |
LOW |
143.91 |
0.618 |
143.28 |
1.000 |
142.89 |
1.618 |
142.26 |
2.618 |
141.24 |
4.250 |
139.58 |
|
|
Fisher Pivots for day following 25-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
144.62 |
144.62 |
PP |
144.52 |
144.52 |
S1 |
144.42 |
144.42 |
|