Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 04-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2013 |
04-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
145.25 |
145.59 |
0.34 |
0.2% |
144.01 |
High |
145.65 |
146.08 |
0.43 |
0.3% |
145.87 |
Low |
145.13 |
145.45 |
0.32 |
0.2% |
143.91 |
Close |
145.52 |
145.96 |
0.44 |
0.3% |
145.49 |
Range |
0.52 |
0.63 |
0.11 |
21.2% |
1.96 |
ATR |
0.66 |
0.66 |
0.00 |
-0.4% |
0.00 |
Volume |
784,025 |
843,052 |
59,027 |
7.5% |
2,946,725 |
|
Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.72 |
147.47 |
146.31 |
|
R3 |
147.09 |
146.84 |
146.13 |
|
R2 |
146.46 |
146.46 |
146.08 |
|
R1 |
146.21 |
146.21 |
146.02 |
146.34 |
PP |
145.83 |
145.83 |
145.83 |
145.89 |
S1 |
145.58 |
145.58 |
145.90 |
145.71 |
S2 |
145.20 |
145.20 |
145.84 |
|
S3 |
144.57 |
144.95 |
145.79 |
|
S4 |
143.94 |
144.32 |
145.61 |
|
|
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 |
146.08 |
144.83 |
1.25 |
0.9% |
0.61 |
0.4% |
90% |
True |
False |
706,037 |
10 |
146.08 |
143.91 |
2.17 |
1.5% |
0.64 |
0.4% |
94% |
True |
False |
737,718 |
20 |
146.08 |
142.27 |
3.81 |
2.6% |
0.62 |
0.4% |
97% |
True |
False |
726,600 |
40 |
146.08 |
140.05 |
6.03 |
4.1% |
0.61 |
0.4% |
98% |
True |
False |
436,698 |
60 |
146.08 |
139.50 |
6.58 |
4.5% |
0.63 |
0.4% |
98% |
True |
False |
291,412 |
80 |
146.08 |
139.50 |
6.58 |
4.5% |
0.57 |
0.4% |
98% |
True |
False |
218,566 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.76 |
2.618 |
147.73 |
1.618 |
147.10 |
1.000 |
146.71 |
0.618 |
146.47 |
HIGH |
146.08 |
0.618 |
145.84 |
0.500 |
145.77 |
0.382 |
145.69 |
LOW |
145.45 |
0.618 |
145.06 |
1.000 |
144.82 |
1.618 |
144.43 |
2.618 |
143.80 |
4.250 |
142.77 |
|
|
Fisher Pivots for day following 04-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
145.90 |
145.84 |
PP |
145.83 |
145.71 |
S1 |
145.77 |
145.59 |
|