Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 24-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2013 |
24-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
146.35 |
145.92 |
-0.43 |
-0.3% |
145.90 |
High |
146.77 |
146.29 |
-0.48 |
-0.3% |
146.39 |
Low |
145.91 |
145.62 |
-0.29 |
-0.2% |
145.35 |
Close |
146.09 |
146.19 |
0.10 |
0.1% |
146.03 |
Range |
0.86 |
0.67 |
-0.19 |
-22.1% |
1.04 |
ATR |
0.66 |
0.66 |
0.00 |
0.1% |
0.00 |
Volume |
903,623 |
582,363 |
-321,260 |
-35.6% |
3,609,759 |
|
Daily Pivots for day following 24-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.04 |
147.79 |
146.56 |
|
R3 |
147.37 |
147.12 |
146.37 |
|
R2 |
146.70 |
146.70 |
146.31 |
|
R1 |
146.45 |
146.45 |
146.25 |
146.58 |
PP |
146.03 |
146.03 |
146.03 |
146.10 |
S1 |
145.78 |
145.78 |
146.13 |
145.91 |
S2 |
145.36 |
145.36 |
146.07 |
|
S3 |
144.69 |
145.11 |
146.01 |
|
S4 |
144.02 |
144.44 |
145.82 |
|
|
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 |
145.62 |
1.15 |
0.8% |
0.63 |
0.4% |
50% |
False |
True |
753,823 |
10 |
146.77 |
144.93 |
1.84 |
1.3% |
0.66 |
0.4% |
68% |
False |
False |
738,794 |
20 |
146.77 |
144.49 |
2.28 |
1.6% |
0.62 |
0.4% |
75% |
False |
False |
729,871 |
40 |
146.77 |
142.27 |
4.50 |
3.1% |
0.61 |
0.4% |
87% |
False |
False |
689,204 |
60 |
146.77 |
139.50 |
7.27 |
5.0% |
0.63 |
0.4% |
92% |
False |
False |
461,061 |
80 |
146.77 |
139.50 |
7.27 |
5.0% |
0.63 |
0.4% |
92% |
False |
False |
345,921 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
149.14 |
2.618 |
148.04 |
1.618 |
147.37 |
1.000 |
146.96 |
0.618 |
146.70 |
HIGH |
146.29 |
0.618 |
146.03 |
0.500 |
145.96 |
0.382 |
145.88 |
LOW |
145.62 |
0.618 |
145.21 |
1.000 |
144.95 |
1.618 |
144.54 |
2.618 |
143.87 |
4.250 |
142.77 |
|
|
Fisher Pivots for day following 24-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
146.11 |
146.20 |
PP |
146.03 |
146.19 |
S1 |
145.96 |
146.19 |
|