Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 15-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2013 |
15-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
145.29 |
145.90 |
0.61 |
0.4% |
146.31 |
High |
145.98 |
146.22 |
0.24 |
0.2% |
146.34 |
Low |
145.27 |
145.63 |
0.36 |
0.2% |
144.93 |
Close |
145.88 |
146.04 |
0.16 |
0.1% |
145.88 |
Range |
0.71 |
0.59 |
-0.12 |
-16.9% |
1.41 |
ATR |
0.65 |
0.64 |
0.00 |
-0.6% |
0.00 |
Volume |
602,659 |
689,466 |
86,807 |
14.4% |
3,469,317 |
|
Daily Pivots for day following 15-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.73 |
147.48 |
146.36 |
|
R3 |
147.14 |
146.89 |
146.20 |
|
R2 |
146.55 |
146.55 |
146.15 |
|
R1 |
146.30 |
146.30 |
146.09 |
146.43 |
PP |
145.96 |
145.96 |
145.96 |
146.03 |
S1 |
145.71 |
145.71 |
145.99 |
145.84 |
S2 |
145.37 |
145.37 |
145.93 |
|
S3 |
144.78 |
145.12 |
145.88 |
|
S4 |
144.19 |
144.53 |
145.72 |
|
|
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 |
146.22 |
144.93 |
1.29 |
0.9% |
0.59 |
0.4% |
86% |
True |
False |
676,417 |
10 |
146.54 |
144.93 |
1.61 |
1.1% |
0.58 |
0.4% |
69% |
False |
False |
694,070 |
20 |
146.54 |
143.00 |
3.54 |
2.4% |
0.64 |
0.4% |
86% |
False |
False |
737,949 |
40 |
146.54 |
140.42 |
6.12 |
4.2% |
0.61 |
0.4% |
92% |
False |
False |
555,348 |
60 |
146.54 |
139.50 |
7.04 |
4.8% |
0.63 |
0.4% |
93% |
False |
False |
370,682 |
80 |
146.54 |
139.50 |
7.04 |
4.8% |
0.59 |
0.4% |
93% |
False |
False |
278,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.73 |
2.618 |
147.76 |
1.618 |
147.17 |
1.000 |
146.81 |
0.618 |
146.58 |
HIGH |
146.22 |
0.618 |
145.99 |
0.500 |
145.93 |
0.382 |
145.86 |
LOW |
145.63 |
0.618 |
145.27 |
1.000 |
145.04 |
1.618 |
144.68 |
2.618 |
144.09 |
4.250 |
143.12 |
|
|
Fisher Pivots for day following 15-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
146.00 |
145.89 |
PP |
145.96 |
145.73 |
S1 |
145.93 |
145.58 |
|