Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 18-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2013 |
18-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
145.76 |
146.20 |
0.44 |
0.3% |
146.31 |
High |
146.36 |
146.39 |
0.03 |
0.0% |
146.34 |
Low |
145.35 |
145.86 |
0.51 |
0.4% |
144.93 |
Close |
146.24 |
146.27 |
0.03 |
0.0% |
145.88 |
Range |
1.01 |
0.53 |
-0.48 |
-47.5% |
1.41 |
ATR |
0.66 |
0.65 |
-0.01 |
-1.4% |
0.00 |
Volume |
686,921 |
597,943 |
-88,978 |
-13.0% |
3,469,317 |
|
Daily Pivots for day following 18-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.76 |
147.55 |
146.56 |
|
R3 |
147.23 |
147.02 |
146.42 |
|
R2 |
146.70 |
146.70 |
146.37 |
|
R1 |
146.49 |
146.49 |
146.32 |
146.60 |
PP |
146.17 |
146.17 |
146.17 |
146.23 |
S1 |
145.96 |
145.96 |
146.22 |
146.07 |
S2 |
145.64 |
145.64 |
146.17 |
|
S3 |
145.11 |
145.43 |
146.12 |
|
S4 |
144.58 |
144.90 |
145.98 |
|
|
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 |
146.39 |
145.27 |
1.12 |
0.8% |
0.68 |
0.5% |
89% |
True |
False |
710,536 |
10 |
146.54 |
144.93 |
1.61 |
1.1% |
0.63 |
0.4% |
83% |
False |
False |
701,750 |
20 |
146.54 |
143.91 |
2.63 |
1.8% |
0.63 |
0.4% |
90% |
False |
False |
719,734 |
40 |
146.54 |
140.42 |
6.12 |
4.2% |
0.63 |
0.4% |
96% |
False |
False |
611,695 |
60 |
146.54 |
139.50 |
7.04 |
4.8% |
0.64 |
0.4% |
96% |
False |
False |
408,308 |
80 |
146.54 |
139.50 |
7.04 |
4.8% |
0.61 |
0.4% |
96% |
False |
False |
306,282 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.64 |
2.618 |
147.78 |
1.618 |
147.25 |
1.000 |
146.92 |
0.618 |
146.72 |
HIGH |
146.39 |
0.618 |
146.19 |
0.500 |
146.13 |
0.382 |
146.06 |
LOW |
145.86 |
0.618 |
145.53 |
1.000 |
145.33 |
1.618 |
145.00 |
2.618 |
144.47 |
4.250 |
143.61 |
|
|
Fisher Pivots for day following 18-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
146.22 |
146.14 |
PP |
146.17 |
146.00 |
S1 |
146.13 |
145.87 |
|