Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 03-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2013 |
03-May-2013 |
Change |
Change % |
Previous Week |
Open |
146.73 |
146.95 |
0.22 |
0.1% |
146.59 |
High |
147.20 |
147.11 |
-0.09 |
-0.1% |
147.20 |
Low |
146.17 |
146.00 |
-0.17 |
-0.1% |
146.00 |
Close |
147.16 |
146.15 |
-1.01 |
-0.7% |
146.15 |
Range |
1.03 |
1.11 |
0.08 |
7.8% |
1.20 |
ATR |
0.63 |
0.67 |
0.04 |
6.0% |
0.00 |
Volume |
896,835 |
289,903 |
-606,932 |
-67.7% |
2,818,023 |
|
Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149.75 |
149.06 |
146.76 |
|
R3 |
148.64 |
147.95 |
146.46 |
|
R2 |
147.53 |
147.53 |
146.35 |
|
R1 |
146.84 |
146.84 |
146.25 |
146.63 |
PP |
146.42 |
146.42 |
146.42 |
146.32 |
S1 |
145.73 |
145.73 |
146.05 |
145.52 |
S2 |
145.31 |
145.31 |
145.95 |
|
S3 |
144.20 |
144.62 |
145.84 |
|
S4 |
143.09 |
143.51 |
145.54 |
|
|
Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150.05 |
149.30 |
146.81 |
|
R3 |
148.85 |
148.10 |
146.48 |
|
R2 |
147.65 |
147.65 |
146.37 |
|
R1 |
146.90 |
146.90 |
146.26 |
146.68 |
PP |
146.45 |
146.45 |
146.45 |
146.34 |
S1 |
145.70 |
145.70 |
146.04 |
145.48 |
S2 |
145.25 |
145.25 |
145.93 |
|
S3 |
144.05 |
144.50 |
145.82 |
|
S4 |
142.85 |
143.30 |
145.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
147.20 |
146.00 |
1.20 |
0.8% |
0.69 |
0.5% |
13% |
False |
True |
692,377 |
10 |
147.20 |
145.62 |
1.58 |
1.1% |
0.64 |
0.4% |
34% |
False |
False |
716,526 |
20 |
147.20 |
144.93 |
2.27 |
1.6% |
0.63 |
0.4% |
54% |
False |
False |
709,138 |
40 |
147.20 |
142.27 |
4.93 |
3.4% |
0.63 |
0.4% |
79% |
False |
False |
717,869 |
60 |
147.20 |
140.05 |
7.15 |
4.9% |
0.62 |
0.4% |
85% |
False |
False |
527,512 |
80 |
147.20 |
139.50 |
7.70 |
5.3% |
0.63 |
0.4% |
86% |
False |
False |
395,844 |
100 |
147.20 |
139.50 |
7.70 |
5.3% |
0.58 |
0.4% |
86% |
False |
False |
316,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
151.83 |
2.618 |
150.02 |
1.618 |
148.91 |
1.000 |
148.22 |
0.618 |
147.80 |
HIGH |
147.11 |
0.618 |
146.69 |
0.500 |
146.56 |
0.382 |
146.42 |
LOW |
146.00 |
0.618 |
145.31 |
1.000 |
144.89 |
1.618 |
144.20 |
2.618 |
143.09 |
4.250 |
141.28 |
|
|
Fisher Pivots for day following 03-May-2013 |
Pivot |
1 day |
3 day |
R1 |
146.56 |
146.60 |
PP |
146.42 |
146.45 |
S1 |
146.29 |
146.30 |
|