Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 12-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2013 |
12-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
145.24 |
145.29 |
0.05 |
0.0% |
146.31 |
High |
145.50 |
145.98 |
0.48 |
0.3% |
146.34 |
Low |
144.93 |
145.27 |
0.34 |
0.2% |
144.93 |
Close |
145.25 |
145.88 |
0.63 |
0.4% |
145.88 |
Range |
0.57 |
0.71 |
0.14 |
24.6% |
1.41 |
ATR |
0.64 |
0.65 |
0.01 |
1.0% |
0.00 |
Volume |
664,091 |
602,659 |
-61,432 |
-9.3% |
3,469,317 |
|
Daily Pivots for day following 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.84 |
147.57 |
146.27 |
|
R3 |
147.13 |
146.86 |
146.08 |
|
R2 |
146.42 |
146.42 |
146.01 |
|
R1 |
146.15 |
146.15 |
145.95 |
146.29 |
PP |
145.71 |
145.71 |
145.71 |
145.78 |
S1 |
145.44 |
145.44 |
145.81 |
145.58 |
S2 |
145.00 |
145.00 |
145.75 |
|
S3 |
144.29 |
144.73 |
145.68 |
|
S4 |
143.58 |
144.02 |
145.49 |
|
|
Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149.95 |
149.32 |
146.66 |
|
R3 |
148.54 |
147.91 |
146.27 |
|
R2 |
147.13 |
147.13 |
146.14 |
|
R1 |
146.50 |
146.50 |
146.01 |
146.11 |
PP |
145.72 |
145.72 |
145.72 |
145.52 |
S1 |
145.09 |
145.09 |
145.75 |
144.70 |
S2 |
144.31 |
144.31 |
145.62 |
|
S3 |
142.90 |
143.68 |
145.49 |
|
S4 |
141.49 |
142.27 |
145.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
146.34 |
144.93 |
1.41 |
1.0% |
0.57 |
0.4% |
67% |
False |
False |
693,863 |
10 |
146.54 |
144.93 |
1.61 |
1.1% |
0.58 |
0.4% |
59% |
False |
False |
683,366 |
20 |
146.54 |
142.82 |
3.72 |
2.6% |
0.63 |
0.4% |
82% |
False |
False |
731,542 |
40 |
146.54 |
140.09 |
6.45 |
4.4% |
0.62 |
0.4% |
90% |
False |
False |
538,228 |
60 |
146.54 |
139.50 |
7.04 |
4.8% |
0.64 |
0.4% |
91% |
False |
False |
359,193 |
80 |
146.54 |
139.50 |
7.04 |
4.8% |
0.59 |
0.4% |
91% |
False |
False |
269,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
149.00 |
2.618 |
147.84 |
1.618 |
147.13 |
1.000 |
146.69 |
0.618 |
146.42 |
HIGH |
145.98 |
0.618 |
145.71 |
0.500 |
145.63 |
0.382 |
145.54 |
LOW |
145.27 |
0.618 |
144.83 |
1.000 |
144.56 |
1.618 |
144.12 |
2.618 |
143.41 |
4.250 |
142.25 |
|
|
Fisher Pivots for day following 12-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
145.80 |
145.74 |
PP |
145.71 |
145.60 |
S1 |
145.63 |
145.46 |
|