Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 05-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2013 |
05-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
145.59 |
145.97 |
0.38 |
0.3% |
145.58 |
High |
146.08 |
146.54 |
0.46 |
0.3% |
146.54 |
Low |
145.45 |
145.82 |
0.37 |
0.3% |
145.10 |
Close |
145.96 |
146.34 |
0.38 |
0.3% |
146.34 |
Range |
0.63 |
0.72 |
0.09 |
14.3% |
1.44 |
ATR |
0.66 |
0.67 |
0.00 |
0.6% |
0.00 |
Volume |
843,052 |
598,166 |
-244,886 |
-29.0% |
2,781,917 |
|
Daily Pivots for day following 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.39 |
148.09 |
146.74 |
|
R3 |
147.67 |
147.37 |
146.54 |
|
R2 |
146.95 |
146.95 |
146.47 |
|
R1 |
146.65 |
146.65 |
146.41 |
146.80 |
PP |
146.23 |
146.23 |
146.23 |
146.31 |
S1 |
145.93 |
145.93 |
146.27 |
146.08 |
S2 |
145.51 |
145.51 |
146.21 |
|
S3 |
144.79 |
145.21 |
146.14 |
|
S4 |
144.07 |
144.49 |
145.94 |
|
|
Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150.31 |
149.77 |
147.13 |
|
R3 |
148.87 |
148.33 |
146.74 |
|
R2 |
147.43 |
147.43 |
146.60 |
|
R1 |
146.89 |
146.89 |
146.47 |
147.16 |
PP |
145.99 |
145.99 |
145.99 |
146.13 |
S1 |
145.45 |
145.45 |
146.21 |
145.72 |
S2 |
144.55 |
144.55 |
146.08 |
|
S3 |
143.11 |
144.01 |
145.94 |
|
S4 |
141.67 |
142.57 |
145.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
146.54 |
145.10 |
1.44 |
1.0% |
0.59 |
0.4% |
86% |
True |
False |
672,870 |
10 |
146.54 |
143.91 |
2.63 |
1.8% |
0.64 |
0.4% |
92% |
True |
False |
719,453 |
20 |
146.54 |
142.27 |
4.27 |
2.9% |
0.64 |
0.4% |
95% |
True |
False |
709,606 |
40 |
146.54 |
140.05 |
6.49 |
4.4% |
0.62 |
0.4% |
97% |
True |
False |
451,630 |
60 |
146.54 |
139.50 |
7.04 |
4.8% |
0.64 |
0.4% |
97% |
True |
False |
301,381 |
80 |
146.54 |
139.50 |
7.04 |
4.8% |
0.56 |
0.4% |
97% |
True |
False |
226,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
149.60 |
2.618 |
148.42 |
1.618 |
147.70 |
1.000 |
147.26 |
0.618 |
146.98 |
HIGH |
146.54 |
0.618 |
146.26 |
0.500 |
146.18 |
0.382 |
146.10 |
LOW |
145.82 |
0.618 |
145.38 |
1.000 |
145.10 |
1.618 |
144.66 |
2.618 |
143.94 |
4.250 |
142.76 |
|
|
Fisher Pivots for day following 05-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
146.29 |
146.17 |
PP |
146.23 |
146.00 |
S1 |
146.18 |
145.84 |
|