Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 30-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2013 |
30-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
146.59 |
146.55 |
-0.04 |
0.0% |
145.95 |
High |
146.74 |
146.87 |
0.13 |
0.1% |
146.77 |
Low |
146.27 |
146.39 |
0.12 |
0.1% |
145.62 |
Close |
146.66 |
146.58 |
-0.08 |
-0.1% |
146.54 |
Range |
0.47 |
0.48 |
0.01 |
2.1% |
1.15 |
ATR |
0.61 |
0.60 |
-0.01 |
-1.5% |
0.00 |
Volume |
679,489 |
951,796 |
272,307 |
40.1% |
3,687,506 |
|
Daily Pivots for day following 30-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.05 |
147.80 |
146.84 |
|
R3 |
147.57 |
147.32 |
146.71 |
|
R2 |
147.09 |
147.09 |
146.67 |
|
R1 |
146.84 |
146.84 |
146.62 |
146.97 |
PP |
146.61 |
146.61 |
146.61 |
146.68 |
S1 |
146.36 |
146.36 |
146.54 |
146.49 |
S2 |
146.13 |
146.13 |
146.49 |
|
S3 |
145.65 |
145.88 |
146.45 |
|
S4 |
145.17 |
145.40 |
146.32 |
|
|
Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149.76 |
149.30 |
147.17 |
|
R3 |
148.61 |
148.15 |
146.86 |
|
R2 |
147.46 |
147.46 |
146.75 |
|
R1 |
147.00 |
147.00 |
146.65 |
147.23 |
PP |
146.31 |
146.31 |
146.31 |
146.43 |
S1 |
145.85 |
145.85 |
146.43 |
146.08 |
S2 |
145.16 |
145.16 |
146.33 |
|
S3 |
144.01 |
144.70 |
146.22 |
|
S4 |
142.86 |
143.55 |
145.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
146.87 |
145.62 |
1.25 |
0.9% |
0.46 |
0.3% |
77% |
True |
False |
677,943 |
10 |
146.87 |
145.35 |
1.52 |
1.0% |
0.58 |
0.4% |
81% |
True |
False |
726,339 |
20 |
146.87 |
144.93 |
1.94 |
1.3% |
0.58 |
0.4% |
85% |
True |
False |
731,155 |
40 |
146.87 |
142.27 |
4.60 |
3.1% |
0.59 |
0.4% |
94% |
True |
False |
735,469 |
60 |
146.87 |
139.77 |
7.10 |
4.8% |
0.62 |
0.4% |
96% |
True |
False |
507,789 |
80 |
146.87 |
139.50 |
7.37 |
5.0% |
0.61 |
0.4% |
96% |
True |
False |
381,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.91 |
2.618 |
148.13 |
1.618 |
147.65 |
1.000 |
147.35 |
0.618 |
147.17 |
HIGH |
146.87 |
0.618 |
146.69 |
0.500 |
146.63 |
0.382 |
146.57 |
LOW |
146.39 |
0.618 |
146.09 |
1.000 |
145.91 |
1.618 |
145.61 |
2.618 |
145.13 |
4.250 |
144.35 |
|
|
Fisher Pivots for day following 30-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
146.63 |
146.58 |
PP |
146.61 |
146.57 |
S1 |
146.60 |
146.57 |
|