Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 23-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2013 |
23-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
145.95 |
146.35 |
0.40 |
0.3% |
145.90 |
High |
146.43 |
146.77 |
0.34 |
0.2% |
146.39 |
Low |
145.72 |
145.91 |
0.19 |
0.1% |
145.35 |
Close |
146.35 |
146.09 |
-0.26 |
-0.2% |
146.03 |
Range |
0.71 |
0.86 |
0.15 |
21.1% |
1.04 |
ATR |
0.64 |
0.66 |
0.02 |
2.4% |
0.00 |
Volume |
1,025,452 |
903,623 |
-121,829 |
-11.9% |
3,609,759 |
|
Daily Pivots for day following 23-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.84 |
148.32 |
146.56 |
|
R3 |
147.98 |
147.46 |
146.33 |
|
R2 |
147.12 |
147.12 |
146.25 |
|
R1 |
146.60 |
146.60 |
146.17 |
146.43 |
PP |
146.26 |
146.26 |
146.26 |
146.17 |
S1 |
145.74 |
145.74 |
146.01 |
145.57 |
S2 |
145.40 |
145.40 |
145.93 |
|
S3 |
144.54 |
144.88 |
145.85 |
|
S4 |
143.68 |
144.02 |
145.62 |
|
|
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 |
146.77 |
145.35 |
1.42 |
1.0% |
0.69 |
0.5% |
52% |
True |
False |
774,735 |
10 |
146.77 |
144.93 |
1.84 |
1.3% |
0.64 |
0.4% |
63% |
True |
False |
752,939 |
20 |
146.77 |
143.91 |
2.86 |
2.0% |
0.63 |
0.4% |
76% |
True |
False |
736,839 |
40 |
146.77 |
141.03 |
5.74 |
3.9% |
0.64 |
0.4% |
88% |
True |
False |
675,629 |
60 |
146.77 |
139.50 |
7.27 |
5.0% |
0.63 |
0.4% |
91% |
True |
False |
451,379 |
80 |
146.77 |
139.50 |
7.27 |
5.0% |
0.63 |
0.4% |
91% |
True |
False |
338,642 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
150.43 |
2.618 |
149.02 |
1.618 |
148.16 |
1.000 |
147.63 |
0.618 |
147.30 |
HIGH |
146.77 |
0.618 |
146.44 |
0.500 |
146.34 |
0.382 |
146.24 |
LOW |
145.91 |
0.618 |
145.38 |
1.000 |
145.05 |
1.618 |
144.52 |
2.618 |
143.66 |
4.250 |
142.26 |
|
|
Fisher Pivots for day following 23-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
146.34 |
146.25 |
PP |
146.26 |
146.19 |
S1 |
146.17 |
146.14 |
|