Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 02-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2013 |
02-May-2013 |
Change |
Change % |
Previous Week |
Open |
146.55 |
146.73 |
0.18 |
0.1% |
145.95 |
High |
146.87 |
147.20 |
0.33 |
0.2% |
146.77 |
Low |
146.39 |
146.17 |
-0.22 |
-0.2% |
145.62 |
Close |
146.58 |
147.16 |
0.58 |
0.4% |
146.54 |
Range |
0.48 |
1.03 |
0.55 |
114.6% |
1.15 |
ATR |
0.60 |
0.63 |
0.03 |
5.1% |
0.00 |
Volume |
951,796 |
896,835 |
-54,961 |
-5.8% |
3,687,506 |
|
Daily Pivots for day following 02-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149.93 |
149.58 |
147.73 |
|
R3 |
148.90 |
148.55 |
147.44 |
|
R2 |
147.87 |
147.87 |
147.35 |
|
R1 |
147.52 |
147.52 |
147.25 |
147.70 |
PP |
146.84 |
146.84 |
146.84 |
146.93 |
S1 |
146.49 |
146.49 |
147.07 |
146.67 |
S2 |
145.81 |
145.81 |
146.97 |
|
S3 |
144.78 |
145.46 |
146.88 |
|
S4 |
143.75 |
144.43 |
146.59 |
|
|
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 |
147.20 |
146.04 |
1.16 |
0.8% |
0.53 |
0.4% |
97% |
True |
False |
740,837 |
10 |
147.20 |
145.62 |
1.58 |
1.1% |
0.58 |
0.4% |
97% |
True |
False |
747,330 |
20 |
147.20 |
144.93 |
2.27 |
1.5% |
0.61 |
0.4% |
98% |
True |
False |
736,796 |
40 |
147.20 |
142.27 |
4.93 |
3.4% |
0.61 |
0.4% |
99% |
True |
False |
734,968 |
60 |
147.20 |
140.05 |
7.15 |
4.9% |
0.61 |
0.4% |
99% |
True |
False |
522,703 |
80 |
147.20 |
139.50 |
7.70 |
5.2% |
0.62 |
0.4% |
99% |
True |
False |
392,220 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
151.58 |
2.618 |
149.90 |
1.618 |
148.87 |
1.000 |
148.23 |
0.618 |
147.84 |
HIGH |
147.20 |
0.618 |
146.81 |
0.500 |
146.69 |
0.382 |
146.56 |
LOW |
146.17 |
0.618 |
145.53 |
1.000 |
145.14 |
1.618 |
144.50 |
2.618 |
143.47 |
4.250 |
141.79 |
|
|
Fisher Pivots for day following 02-May-2013 |
Pivot |
1 day |
3 day |
R1 |
147.00 |
147.00 |
PP |
146.84 |
146.84 |
S1 |
146.69 |
146.69 |
|