Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 02-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2013 |
02-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
145.67 |
145.58 |
-0.09 |
-0.1% |
144.01 |
High |
145.87 |
145.63 |
-0.24 |
-0.2% |
145.87 |
Low |
145.34 |
145.10 |
-0.24 |
-0.2% |
143.91 |
Close |
145.49 |
145.24 |
-0.25 |
-0.2% |
145.49 |
Range |
0.53 |
0.53 |
0.00 |
0.0% |
1.96 |
ATR |
0.69 |
0.67 |
-0.01 |
-1.6% |
0.00 |
Volume |
582,435 |
556,674 |
-25,761 |
-4.4% |
2,946,725 |
|
Daily Pivots for day following 02-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.91 |
146.61 |
145.53 |
|
R3 |
146.38 |
146.08 |
145.39 |
|
R2 |
145.85 |
145.85 |
145.34 |
|
R1 |
145.55 |
145.55 |
145.29 |
145.44 |
PP |
145.32 |
145.32 |
145.32 |
145.27 |
S1 |
145.02 |
145.02 |
145.19 |
144.91 |
S2 |
144.79 |
144.79 |
145.14 |
|
S3 |
144.26 |
144.49 |
145.09 |
|
S4 |
143.73 |
143.96 |
144.95 |
|
|
Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150.97 |
150.19 |
146.57 |
|
R3 |
149.01 |
148.23 |
146.03 |
|
R2 |
147.05 |
147.05 |
145.85 |
|
R1 |
146.27 |
146.27 |
145.67 |
146.66 |
PP |
145.09 |
145.09 |
145.09 |
145.29 |
S1 |
144.31 |
144.31 |
145.31 |
144.70 |
S2 |
143.13 |
143.13 |
145.13 |
|
S3 |
141.17 |
142.35 |
144.95 |
|
S4 |
139.21 |
140.39 |
144.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
145.87 |
143.91 |
1.96 |
1.3% |
0.67 |
0.5% |
68% |
False |
False |
700,679 |
10 |
145.87 |
143.87 |
2.00 |
1.4% |
0.69 |
0.5% |
69% |
False |
False |
765,067 |
20 |
145.87 |
142.27 |
3.60 |
2.5% |
0.60 |
0.4% |
83% |
False |
False |
739,782 |
40 |
145.87 |
139.77 |
6.10 |
4.2% |
0.63 |
0.4% |
90% |
False |
False |
396,106 |
60 |
145.87 |
139.50 |
6.37 |
4.4% |
0.62 |
0.4% |
90% |
False |
False |
264,295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.88 |
2.618 |
147.02 |
1.618 |
146.49 |
1.000 |
146.16 |
0.618 |
145.96 |
HIGH |
145.63 |
0.618 |
145.43 |
0.500 |
145.37 |
0.382 |
145.30 |
LOW |
145.10 |
0.618 |
144.77 |
1.000 |
144.57 |
1.618 |
144.24 |
2.618 |
143.71 |
4.250 |
142.85 |
|
|
Fisher Pivots for day following 02-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
145.37 |
145.35 |
PP |
145.32 |
145.31 |
S1 |
145.28 |
145.28 |
|