Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 06-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2013 |
06-May-2013 |
Change |
Change % |
Previous Week |
Open |
146.95 |
146.15 |
-0.80 |
-0.5% |
146.59 |
High |
147.11 |
146.36 |
-0.75 |
-0.5% |
147.20 |
Low |
146.00 |
145.97 |
-0.03 |
0.0% |
146.00 |
Close |
146.15 |
146.16 |
0.01 |
0.0% |
146.15 |
Range |
1.11 |
0.39 |
-0.72 |
-64.9% |
1.20 |
ATR |
0.67 |
0.65 |
-0.02 |
-3.0% |
0.00 |
Volume |
289,903 |
840,435 |
550,532 |
189.9% |
2,818,023 |
|
Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.33 |
147.14 |
146.37 |
|
R3 |
146.94 |
146.75 |
146.27 |
|
R2 |
146.55 |
146.55 |
146.23 |
|
R1 |
146.36 |
146.36 |
146.20 |
146.46 |
PP |
146.16 |
146.16 |
146.16 |
146.21 |
S1 |
145.97 |
145.97 |
146.12 |
146.07 |
S2 |
145.77 |
145.77 |
146.09 |
|
S3 |
145.38 |
145.58 |
146.05 |
|
S4 |
144.99 |
145.19 |
145.95 |
|
|
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 |
145.97 |
1.23 |
0.8% |
0.70 |
0.5% |
15% |
False |
True |
731,691 |
10 |
147.20 |
145.62 |
1.58 |
1.1% |
0.64 |
0.4% |
34% |
False |
False |
734,596 |
20 |
147.20 |
144.93 |
2.27 |
1.6% |
0.61 |
0.4% |
54% |
False |
False |
721,252 |
40 |
147.20 |
142.27 |
4.93 |
3.4% |
0.63 |
0.4% |
79% |
False |
False |
715,429 |
60 |
147.20 |
140.05 |
7.15 |
4.9% |
0.62 |
0.4% |
85% |
False |
False |
541,504 |
80 |
147.20 |
139.50 |
7.70 |
5.3% |
0.63 |
0.4% |
86% |
False |
False |
406,349 |
100 |
147.20 |
139.50 |
7.70 |
5.3% |
0.57 |
0.4% |
86% |
False |
False |
325,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.02 |
2.618 |
147.38 |
1.618 |
146.99 |
1.000 |
146.75 |
0.618 |
146.60 |
HIGH |
146.36 |
0.618 |
146.21 |
0.500 |
146.17 |
0.382 |
146.12 |
LOW |
145.97 |
0.618 |
145.73 |
1.000 |
145.58 |
1.618 |
145.34 |
2.618 |
144.95 |
4.250 |
144.31 |
|
|
Fisher Pivots for day following 06-May-2013 |
Pivot |
1 day |
3 day |
R1 |
146.17 |
146.59 |
PP |
146.16 |
146.44 |
S1 |
146.16 |
146.30 |
|