Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 16-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2013 |
16-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
145.90 |
146.01 |
0.11 |
0.1% |
146.31 |
High |
146.22 |
146.11 |
-0.11 |
-0.1% |
146.34 |
Low |
145.63 |
145.55 |
-0.08 |
-0.1% |
144.93 |
Close |
146.04 |
145.73 |
-0.31 |
-0.2% |
145.88 |
Range |
0.59 |
0.56 |
-0.03 |
-5.1% |
1.41 |
ATR |
0.64 |
0.64 |
-0.01 |
-0.9% |
0.00 |
Volume |
689,466 |
975,692 |
286,226 |
41.5% |
3,469,317 |
|
Daily Pivots for day following 16-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.48 |
147.16 |
146.04 |
|
R3 |
146.92 |
146.60 |
145.88 |
|
R2 |
146.36 |
146.36 |
145.83 |
|
R1 |
146.04 |
146.04 |
145.78 |
145.92 |
PP |
145.80 |
145.80 |
145.80 |
145.74 |
S1 |
145.48 |
145.48 |
145.68 |
145.36 |
S2 |
145.24 |
145.24 |
145.63 |
|
S3 |
144.68 |
144.92 |
145.58 |
|
S4 |
144.12 |
144.36 |
145.42 |
|
|
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% |
62% |
False |
False |
731,143 |
10 |
146.54 |
144.93 |
1.61 |
1.1% |
0.59 |
0.4% |
50% |
False |
False |
735,971 |
20 |
146.54 |
143.87 |
2.67 |
1.8% |
0.64 |
0.4% |
70% |
False |
False |
750,519 |
40 |
146.54 |
140.42 |
6.12 |
4.2% |
0.61 |
0.4% |
87% |
False |
False |
579,694 |
60 |
146.54 |
139.50 |
7.04 |
4.8% |
0.63 |
0.4% |
88% |
False |
False |
386,905 |
80 |
146.54 |
139.50 |
7.04 |
4.8% |
0.60 |
0.4% |
88% |
False |
False |
290,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.49 |
2.618 |
147.58 |
1.618 |
147.02 |
1.000 |
146.67 |
0.618 |
146.46 |
HIGH |
146.11 |
0.618 |
145.90 |
0.500 |
145.83 |
0.382 |
145.76 |
LOW |
145.55 |
0.618 |
145.20 |
1.000 |
144.99 |
1.618 |
144.64 |
2.618 |
144.08 |
4.250 |
143.17 |
|
|
Fisher Pivots for day following 16-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
145.83 |
145.75 |
PP |
145.80 |
145.74 |
S1 |
145.76 |
145.74 |
|