Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 08-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2013 |
08-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
145.97 |
146.31 |
0.34 |
0.2% |
145.58 |
High |
146.54 |
146.34 |
-0.20 |
-0.1% |
146.54 |
Low |
145.82 |
145.85 |
0.03 |
0.0% |
145.10 |
Close |
146.34 |
146.08 |
-0.26 |
-0.2% |
146.34 |
Range |
0.72 |
0.49 |
-0.23 |
-31.9% |
1.44 |
ATR |
0.67 |
0.65 |
-0.01 |
-1.9% |
0.00 |
Volume |
598,166 |
776,696 |
178,530 |
29.8% |
2,781,917 |
|
Daily Pivots for day following 08-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.56 |
147.31 |
146.35 |
|
R3 |
147.07 |
146.82 |
146.21 |
|
R2 |
146.58 |
146.58 |
146.17 |
|
R1 |
146.33 |
146.33 |
146.12 |
146.21 |
PP |
146.09 |
146.09 |
146.09 |
146.03 |
S1 |
145.84 |
145.84 |
146.04 |
145.72 |
S2 |
145.60 |
145.60 |
145.99 |
|
S3 |
145.11 |
145.35 |
145.95 |
|
S4 |
144.62 |
144.86 |
145.81 |
|
|
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% |
0.58 |
0.4% |
68% |
False |
False |
711,722 |
10 |
146.54 |
143.91 |
2.63 |
1.8% |
0.63 |
0.4% |
83% |
False |
False |
723,828 |
20 |
146.54 |
142.27 |
4.27 |
2.9% |
0.62 |
0.4% |
89% |
False |
False |
710,396 |
40 |
146.54 |
140.05 |
6.49 |
4.4% |
0.61 |
0.4% |
93% |
False |
False |
471,014 |
60 |
146.54 |
139.50 |
7.04 |
4.8% |
0.63 |
0.4% |
93% |
False |
False |
314,326 |
80 |
146.54 |
139.50 |
7.04 |
4.8% |
0.57 |
0.4% |
93% |
False |
False |
235,751 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.42 |
2.618 |
147.62 |
1.618 |
147.13 |
1.000 |
146.83 |
0.618 |
146.64 |
HIGH |
146.34 |
0.618 |
146.15 |
0.500 |
146.10 |
0.382 |
146.04 |
LOW |
145.85 |
0.618 |
145.55 |
1.000 |
145.36 |
1.618 |
145.06 |
2.618 |
144.57 |
4.250 |
143.77 |
|
|
Fisher Pivots for day following 08-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
146.10 |
146.05 |
PP |
146.09 |
146.02 |
S1 |
146.09 |
146.00 |
|