Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 22-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2013 |
22-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
146.15 |
145.95 |
-0.20 |
-0.1% |
145.90 |
High |
146.21 |
146.43 |
0.22 |
0.2% |
146.39 |
Low |
145.85 |
145.72 |
-0.13 |
-0.1% |
145.35 |
Close |
146.03 |
146.35 |
0.32 |
0.2% |
146.03 |
Range |
0.36 |
0.71 |
0.35 |
97.2% |
1.04 |
ATR |
0.64 |
0.64 |
0.01 |
0.8% |
0.00 |
Volume |
659,737 |
1,025,452 |
365,715 |
55.4% |
3,609,759 |
|
Daily Pivots for day following 22-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.30 |
148.03 |
146.74 |
|
R3 |
147.59 |
147.32 |
146.55 |
|
R2 |
146.88 |
146.88 |
146.48 |
|
R1 |
146.61 |
146.61 |
146.42 |
146.75 |
PP |
146.17 |
146.17 |
146.17 |
146.23 |
S1 |
145.90 |
145.90 |
146.28 |
146.04 |
S2 |
145.46 |
145.46 |
146.22 |
|
S3 |
144.75 |
145.19 |
146.15 |
|
S4 |
144.04 |
144.48 |
145.96 |
|
|
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 |
146.43 |
145.35 |
1.08 |
0.7% |
0.63 |
0.4% |
93% |
True |
False |
789,149 |
10 |
146.43 |
144.93 |
1.50 |
1.0% |
0.61 |
0.4% |
95% |
True |
False |
732,783 |
20 |
146.54 |
143.91 |
2.63 |
1.8% |
0.62 |
0.4% |
93% |
False |
False |
728,305 |
40 |
146.54 |
141.03 |
5.51 |
3.8% |
0.63 |
0.4% |
97% |
False |
False |
653,408 |
60 |
146.54 |
139.50 |
7.04 |
4.8% |
0.63 |
0.4% |
97% |
False |
False |
436,376 |
80 |
146.54 |
139.50 |
7.04 |
4.8% |
0.62 |
0.4% |
97% |
False |
False |
327,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
149.45 |
2.618 |
148.29 |
1.618 |
147.58 |
1.000 |
147.14 |
0.618 |
146.87 |
HIGH |
146.43 |
0.618 |
146.16 |
0.500 |
146.08 |
0.382 |
145.99 |
LOW |
145.72 |
0.618 |
145.28 |
1.000 |
145.01 |
1.618 |
144.57 |
2.618 |
143.86 |
4.250 |
142.70 |
|
|
Fisher Pivots for day following 22-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
146.26 |
146.26 |
PP |
146.17 |
146.17 |
S1 |
146.08 |
146.08 |
|