Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 08-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2013 |
08-May-2013 |
Change |
Change % |
Previous Week |
Open |
146.18 |
145.47 |
-0.71 |
-0.5% |
146.59 |
High |
146.27 |
145.90 |
-0.37 |
-0.3% |
147.20 |
Low |
145.37 |
145.42 |
0.05 |
0.0% |
146.00 |
Close |
145.43 |
145.85 |
0.42 |
0.3% |
146.15 |
Range |
0.90 |
0.48 |
-0.42 |
-46.7% |
1.20 |
ATR |
0.67 |
0.65 |
-0.01 |
-2.0% |
0.00 |
Volume |
655,670 |
655,670 |
0 |
0.0% |
2,818,023 |
|
Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.16 |
146.99 |
146.11 |
|
R3 |
146.68 |
146.51 |
145.98 |
|
R2 |
146.20 |
146.20 |
145.94 |
|
R1 |
146.03 |
146.03 |
145.89 |
146.12 |
PP |
145.72 |
145.72 |
145.72 |
145.77 |
S1 |
145.55 |
145.55 |
145.81 |
145.64 |
S2 |
145.24 |
145.24 |
145.76 |
|
S3 |
144.76 |
145.07 |
145.72 |
|
S4 |
144.28 |
144.59 |
145.59 |
|
|
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% |
26% |
False |
False |
667,702 |
10 |
147.20 |
145.37 |
1.83 |
1.3% |
0.62 |
0.4% |
26% |
False |
False |
672,822 |
20 |
147.20 |
144.93 |
2.27 |
1.6% |
0.63 |
0.4% |
41% |
False |
False |
712,881 |
40 |
147.20 |
142.51 |
4.69 |
3.2% |
0.62 |
0.4% |
71% |
False |
False |
718,526 |
60 |
147.20 |
140.05 |
7.15 |
4.9% |
0.62 |
0.4% |
81% |
False |
False |
563,309 |
80 |
147.20 |
139.50 |
7.70 |
5.3% |
0.63 |
0.4% |
82% |
False |
False |
422,737 |
100 |
147.20 |
139.50 |
7.70 |
5.3% |
0.58 |
0.4% |
82% |
False |
False |
338,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.94 |
2.618 |
147.16 |
1.618 |
146.68 |
1.000 |
146.38 |
0.618 |
146.20 |
HIGH |
145.90 |
0.618 |
145.72 |
0.500 |
145.66 |
0.382 |
145.60 |
LOW |
145.42 |
0.618 |
145.12 |
1.000 |
144.94 |
1.618 |
144.64 |
2.618 |
144.16 |
4.250 |
143.38 |
|
|
Fisher Pivots for day following 08-May-2013 |
Pivot |
1 day |
3 day |
R1 |
145.79 |
145.87 |
PP |
145.72 |
145.86 |
S1 |
145.66 |
145.86 |
|