Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 10-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2013 |
10-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
145.87 |
145.65 |
-0.22 |
-0.2% |
145.58 |
High |
146.06 |
145.68 |
-0.38 |
-0.3% |
146.54 |
Low |
145.51 |
145.15 |
-0.36 |
-0.2% |
145.10 |
Close |
145.80 |
145.35 |
-0.45 |
-0.3% |
146.34 |
Range |
0.55 |
0.53 |
-0.02 |
-3.6% |
1.44 |
ATR |
0.65 |
0.65 |
0.00 |
0.0% |
0.00 |
Volume |
702,063 |
723,808 |
21,745 |
3.1% |
2,781,917 |
|
Daily Pivots for day following 10-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.98 |
146.70 |
145.64 |
|
R3 |
146.45 |
146.17 |
145.50 |
|
R2 |
145.92 |
145.92 |
145.45 |
|
R1 |
145.64 |
145.64 |
145.40 |
145.52 |
PP |
145.39 |
145.39 |
145.39 |
145.33 |
S1 |
145.11 |
145.11 |
145.30 |
144.99 |
S2 |
144.86 |
144.86 |
145.25 |
|
S3 |
144.33 |
144.58 |
145.20 |
|
S4 |
143.80 |
144.05 |
145.06 |
|
|
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 |
145.15 |
1.39 |
1.0% |
0.58 |
0.4% |
14% |
False |
True |
728,757 |
10 |
146.54 |
144.49 |
2.05 |
1.4% |
0.58 |
0.4% |
42% |
False |
False |
720,948 |
20 |
146.54 |
142.52 |
4.02 |
2.8% |
0.62 |
0.4% |
70% |
False |
False |
728,756 |
40 |
146.54 |
140.05 |
6.49 |
4.5% |
0.62 |
0.4% |
82% |
False |
False |
506,607 |
60 |
146.54 |
139.50 |
7.04 |
4.8% |
0.63 |
0.4% |
83% |
False |
False |
338,082 |
80 |
146.54 |
139.50 |
7.04 |
4.8% |
0.58 |
0.4% |
83% |
False |
False |
253,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.93 |
2.618 |
147.07 |
1.618 |
146.54 |
1.000 |
146.21 |
0.618 |
146.01 |
HIGH |
145.68 |
0.618 |
145.48 |
0.500 |
145.42 |
0.382 |
145.35 |
LOW |
145.15 |
0.618 |
144.82 |
1.000 |
144.62 |
1.618 |
144.29 |
2.618 |
143.76 |
4.250 |
142.90 |
|
|
Fisher Pivots for day following 10-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
145.42 |
145.75 |
PP |
145.39 |
145.61 |
S1 |
145.37 |
145.48 |
|