Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 09-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2013 |
09-May-2013 |
Change |
Change % |
Previous Week |
Open |
145.47 |
145.82 |
0.35 |
0.2% |
146.59 |
High |
145.90 |
146.23 |
0.33 |
0.2% |
147.20 |
Low |
145.42 |
145.77 |
0.35 |
0.2% |
146.00 |
Close |
145.85 |
145.89 |
0.04 |
0.0% |
146.15 |
Range |
0.48 |
0.46 |
-0.02 |
-4.2% |
1.20 |
ATR |
0.65 |
0.64 |
-0.01 |
-2.1% |
0.00 |
Volume |
655,670 |
595,255 |
-60,415 |
-9.2% |
2,818,023 |
|
Daily Pivots for day following 09-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.34 |
147.08 |
146.14 |
|
R3 |
146.88 |
146.62 |
146.02 |
|
R2 |
146.42 |
146.42 |
145.97 |
|
R1 |
146.16 |
146.16 |
145.93 |
146.29 |
PP |
145.96 |
145.96 |
145.96 |
146.03 |
S1 |
145.70 |
145.70 |
145.85 |
145.83 |
S2 |
145.50 |
145.50 |
145.81 |
|
S3 |
145.04 |
145.24 |
145.76 |
|
S4 |
144.58 |
144.78 |
145.64 |
|
|
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 |
147.11 |
145.37 |
1.74 |
1.2% |
0.67 |
0.5% |
30% |
False |
False |
607,386 |
10 |
147.20 |
145.37 |
1.83 |
1.3% |
0.60 |
0.4% |
28% |
False |
False |
674,112 |
20 |
147.20 |
144.93 |
2.27 |
1.6% |
0.63 |
0.4% |
42% |
False |
False |
706,453 |
40 |
147.20 |
142.52 |
4.68 |
3.2% |
0.63 |
0.4% |
72% |
False |
False |
717,604 |
60 |
147.20 |
140.05 |
7.15 |
4.9% |
0.62 |
0.4% |
82% |
False |
False |
573,223 |
80 |
147.20 |
139.50 |
7.70 |
5.3% |
0.63 |
0.4% |
83% |
False |
False |
430,175 |
100 |
147.20 |
139.50 |
7.70 |
5.3% |
0.59 |
0.4% |
83% |
False |
False |
344,150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.19 |
2.618 |
147.43 |
1.618 |
146.97 |
1.000 |
146.69 |
0.618 |
146.51 |
HIGH |
146.23 |
0.618 |
146.05 |
0.500 |
146.00 |
0.382 |
145.95 |
LOW |
145.77 |
0.618 |
145.49 |
1.000 |
145.31 |
1.618 |
145.03 |
2.618 |
144.57 |
4.250 |
143.82 |
|
|
Fisher Pivots for day following 09-May-2013 |
Pivot |
1 day |
3 day |
R1 |
146.00 |
145.87 |
PP |
145.96 |
145.84 |
S1 |
145.93 |
145.82 |
|