Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 19-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2013 |
19-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
146.20 |
146.15 |
-0.05 |
0.0% |
145.90 |
High |
146.39 |
146.21 |
-0.18 |
-0.1% |
146.39 |
Low |
145.86 |
145.85 |
-0.01 |
0.0% |
145.35 |
Close |
146.27 |
146.03 |
-0.24 |
-0.2% |
146.03 |
Range |
0.53 |
0.36 |
-0.17 |
-32.1% |
1.04 |
ATR |
0.65 |
0.64 |
-0.02 |
-2.6% |
0.00 |
Volume |
597,943 |
659,737 |
61,794 |
10.3% |
3,609,759 |
|
Daily Pivots for day following 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.11 |
146.93 |
146.23 |
|
R3 |
146.75 |
146.57 |
146.13 |
|
R2 |
146.39 |
146.39 |
146.10 |
|
R1 |
146.21 |
146.21 |
146.06 |
146.12 |
PP |
146.03 |
146.03 |
146.03 |
145.99 |
S1 |
145.85 |
145.85 |
146.00 |
145.76 |
S2 |
145.67 |
145.67 |
145.96 |
|
S3 |
145.31 |
145.49 |
145.93 |
|
S4 |
144.95 |
145.13 |
145.83 |
|
|
Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149.04 |
148.58 |
146.60 |
|
R3 |
148.00 |
147.54 |
146.32 |
|
R2 |
146.96 |
146.96 |
146.22 |
|
R1 |
146.50 |
146.50 |
146.13 |
146.73 |
PP |
145.92 |
145.92 |
145.92 |
146.04 |
S1 |
145.46 |
145.46 |
145.93 |
145.69 |
S2 |
144.88 |
144.88 |
145.84 |
|
S3 |
143.84 |
144.42 |
145.74 |
|
S4 |
142.80 |
143.38 |
145.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
146.39 |
145.35 |
1.04 |
0.7% |
0.61 |
0.4% |
65% |
False |
False |
721,951 |
10 |
146.39 |
144.93 |
1.46 |
1.0% |
0.59 |
0.4% |
75% |
False |
False |
707,907 |
20 |
146.54 |
143.91 |
2.63 |
1.8% |
0.62 |
0.4% |
81% |
False |
False |
713,680 |
40 |
146.54 |
140.95 |
5.59 |
3.8% |
0.63 |
0.4% |
91% |
False |
False |
628,139 |
60 |
146.54 |
139.50 |
7.04 |
4.8% |
0.64 |
0.4% |
93% |
False |
False |
419,301 |
80 |
146.54 |
139.50 |
7.04 |
4.8% |
0.61 |
0.4% |
93% |
False |
False |
314,528 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.74 |
2.618 |
147.15 |
1.618 |
146.79 |
1.000 |
146.57 |
0.618 |
146.43 |
HIGH |
146.21 |
0.618 |
146.07 |
0.500 |
146.03 |
0.382 |
145.99 |
LOW |
145.85 |
0.618 |
145.63 |
1.000 |
145.49 |
1.618 |
145.27 |
2.618 |
144.91 |
4.250 |
144.32 |
|
|
Fisher Pivots for day following 19-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
146.03 |
145.98 |
PP |
146.03 |
145.92 |
S1 |
146.03 |
145.87 |
|