Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 11-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2013 |
11-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
145.65 |
145.24 |
-0.41 |
-0.3% |
145.58 |
High |
145.68 |
145.50 |
-0.18 |
-0.1% |
146.54 |
Low |
145.15 |
144.93 |
-0.22 |
-0.2% |
145.10 |
Close |
145.35 |
145.25 |
-0.10 |
-0.1% |
146.34 |
Range |
0.53 |
0.57 |
0.04 |
7.5% |
1.44 |
ATR |
0.65 |
0.64 |
-0.01 |
-0.9% |
0.00 |
Volume |
723,808 |
664,091 |
-59,717 |
-8.3% |
2,781,917 |
|
Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.94 |
146.66 |
145.56 |
|
R3 |
146.37 |
146.09 |
145.41 |
|
R2 |
145.80 |
145.80 |
145.35 |
|
R1 |
145.52 |
145.52 |
145.30 |
145.66 |
PP |
145.23 |
145.23 |
145.23 |
145.30 |
S1 |
144.95 |
144.95 |
145.20 |
145.09 |
S2 |
144.66 |
144.66 |
145.15 |
|
S3 |
144.09 |
144.38 |
145.09 |
|
S4 |
143.52 |
143.81 |
144.94 |
|
|
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 |
144.93 |
1.61 |
1.1% |
0.57 |
0.4% |
20% |
False |
True |
692,964 |
10 |
146.54 |
144.83 |
1.71 |
1.2% |
0.59 |
0.4% |
25% |
False |
False |
699,501 |
20 |
146.54 |
142.82 |
3.72 |
2.6% |
0.62 |
0.4% |
65% |
False |
False |
729,474 |
40 |
146.54 |
140.05 |
6.49 |
4.5% |
0.62 |
0.4% |
80% |
False |
False |
523,187 |
60 |
146.54 |
139.50 |
7.04 |
4.8% |
0.63 |
0.4% |
82% |
False |
False |
349,149 |
80 |
146.54 |
139.50 |
7.04 |
4.8% |
0.59 |
0.4% |
82% |
False |
False |
261,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.92 |
2.618 |
146.99 |
1.618 |
146.42 |
1.000 |
146.07 |
0.618 |
145.85 |
HIGH |
145.50 |
0.618 |
145.28 |
0.500 |
145.22 |
0.382 |
145.15 |
LOW |
144.93 |
0.618 |
144.58 |
1.000 |
144.36 |
1.618 |
144.01 |
2.618 |
143.44 |
4.250 |
142.51 |
|
|
Fisher Pivots for day following 11-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
145.24 |
145.50 |
PP |
145.23 |
145.41 |
S1 |
145.22 |
145.33 |
|