Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 25-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2013 |
25-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
145.92 |
146.16 |
0.24 |
0.2% |
145.90 |
High |
146.29 |
146.37 |
0.08 |
0.1% |
146.39 |
Low |
145.62 |
146.04 |
0.42 |
0.3% |
145.35 |
Close |
146.19 |
146.20 |
0.01 |
0.0% |
146.03 |
Range |
0.67 |
0.33 |
-0.34 |
-50.7% |
1.04 |
ATR |
0.66 |
0.64 |
-0.02 |
-3.6% |
0.00 |
Volume |
582,363 |
532,205 |
-50,158 |
-8.6% |
3,609,759 |
|
Daily Pivots for day following 25-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.19 |
147.03 |
146.38 |
|
R3 |
146.86 |
146.70 |
146.29 |
|
R2 |
146.53 |
146.53 |
146.26 |
|
R1 |
146.37 |
146.37 |
146.23 |
146.45 |
PP |
146.20 |
146.20 |
146.20 |
146.25 |
S1 |
146.04 |
146.04 |
146.17 |
146.12 |
S2 |
145.87 |
145.87 |
146.14 |
|
S3 |
145.54 |
145.71 |
146.11 |
|
S4 |
145.21 |
145.38 |
146.02 |
|
|
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% |
0.59 |
0.4% |
50% |
False |
False |
740,676 |
10 |
146.77 |
145.27 |
1.50 |
1.0% |
0.63 |
0.4% |
62% |
False |
False |
725,606 |
20 |
146.77 |
144.83 |
1.94 |
1.3% |
0.61 |
0.4% |
71% |
False |
False |
712,553 |
40 |
146.77 |
142.27 |
4.50 |
3.1% |
0.60 |
0.4% |
87% |
False |
False |
700,765 |
60 |
146.77 |
139.50 |
7.27 |
5.0% |
0.63 |
0.4% |
92% |
False |
False |
469,930 |
80 |
146.77 |
139.50 |
7.27 |
5.0% |
0.63 |
0.4% |
92% |
False |
False |
352,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.77 |
2.618 |
147.23 |
1.618 |
146.90 |
1.000 |
146.70 |
0.618 |
146.57 |
HIGH |
146.37 |
0.618 |
146.24 |
0.500 |
146.21 |
0.382 |
146.17 |
LOW |
146.04 |
0.618 |
145.84 |
1.000 |
145.71 |
1.618 |
145.51 |
2.618 |
145.18 |
4.250 |
144.64 |
|
|
Fisher Pivots for day following 25-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
146.21 |
146.20 |
PP |
146.20 |
146.20 |
S1 |
146.20 |
146.20 |
|