Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 07-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2013 |
07-May-2013 |
Change |
Change % |
Previous Week |
Open |
146.15 |
146.18 |
0.03 |
0.0% |
146.59 |
High |
146.36 |
146.27 |
-0.09 |
-0.1% |
147.20 |
Low |
145.97 |
145.37 |
-0.60 |
-0.4% |
146.00 |
Close |
146.16 |
145.43 |
-0.73 |
-0.5% |
146.15 |
Range |
0.39 |
0.90 |
0.51 |
130.8% |
1.20 |
ATR |
0.65 |
0.67 |
0.02 |
2.8% |
0.00 |
Volume |
840,435 |
655,670 |
-184,765 |
-22.0% |
2,818,023 |
|
Daily Pivots for day following 07-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.39 |
147.81 |
145.93 |
|
R3 |
147.49 |
146.91 |
145.68 |
|
R2 |
146.59 |
146.59 |
145.60 |
|
R1 |
146.01 |
146.01 |
145.51 |
145.85 |
PP |
145.69 |
145.69 |
145.69 |
145.61 |
S1 |
145.11 |
145.11 |
145.35 |
144.95 |
S2 |
144.79 |
144.79 |
145.27 |
|
S3 |
143.89 |
144.21 |
145.18 |
|
S4 |
142.99 |
143.31 |
144.94 |
|
|
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 |
145.37 |
1.83 |
1.3% |
0.78 |
0.5% |
3% |
False |
True |
726,927 |
10 |
147.20 |
145.37 |
1.83 |
1.3% |
0.66 |
0.5% |
3% |
False |
True |
697,618 |
20 |
147.20 |
144.93 |
2.27 |
1.6% |
0.64 |
0.4% |
22% |
False |
False |
715,200 |
40 |
147.20 |
142.27 |
4.93 |
3.4% |
0.63 |
0.4% |
64% |
False |
False |
712,798 |
60 |
147.20 |
140.05 |
7.15 |
4.9% |
0.62 |
0.4% |
75% |
False |
False |
552,409 |
80 |
147.20 |
139.50 |
7.70 |
5.3% |
0.63 |
0.4% |
77% |
False |
False |
414,544 |
100 |
147.20 |
139.50 |
7.70 |
5.3% |
0.58 |
0.4% |
77% |
False |
False |
331,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
150.10 |
2.618 |
148.63 |
1.618 |
147.73 |
1.000 |
147.17 |
0.618 |
146.83 |
HIGH |
146.27 |
0.618 |
145.93 |
0.500 |
145.82 |
0.382 |
145.71 |
LOW |
145.37 |
0.618 |
144.81 |
1.000 |
144.47 |
1.618 |
143.91 |
2.618 |
143.01 |
4.250 |
141.55 |
|
|
Fisher Pivots for day following 07-May-2013 |
Pivot |
1 day |
3 day |
R1 |
145.82 |
146.24 |
PP |
145.69 |
145.97 |
S1 |
145.56 |
145.70 |
|