Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 10-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2013 |
10-May-2013 |
Change |
Change % |
Previous Week |
Open |
145.82 |
145.65 |
-0.17 |
-0.1% |
146.15 |
High |
146.23 |
145.66 |
-0.57 |
-0.4% |
146.36 |
Low |
145.77 |
144.43 |
-1.34 |
-0.9% |
144.43 |
Close |
145.89 |
144.66 |
-1.23 |
-0.8% |
144.66 |
Range |
0.46 |
1.23 |
0.77 |
167.4% |
1.93 |
ATR |
0.64 |
0.70 |
0.06 |
9.1% |
0.00 |
Volume |
595,255 |
961,509 |
366,254 |
61.5% |
3,708,539 |
|
Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.61 |
147.86 |
145.34 |
|
R3 |
147.38 |
146.63 |
145.00 |
|
R2 |
146.15 |
146.15 |
144.89 |
|
R1 |
145.40 |
145.40 |
144.77 |
145.16 |
PP |
144.92 |
144.92 |
144.92 |
144.80 |
S1 |
144.17 |
144.17 |
144.55 |
143.93 |
S2 |
143.69 |
143.69 |
144.43 |
|
S3 |
142.46 |
142.94 |
144.32 |
|
S4 |
141.23 |
141.71 |
143.98 |
|
|
Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150.94 |
149.73 |
145.72 |
|
R3 |
149.01 |
147.80 |
145.19 |
|
R2 |
147.08 |
147.08 |
145.01 |
|
R1 |
145.87 |
145.87 |
144.84 |
145.51 |
PP |
145.15 |
145.15 |
145.15 |
144.97 |
S1 |
143.94 |
143.94 |
144.48 |
143.58 |
S2 |
143.22 |
143.22 |
144.31 |
|
S3 |
141.29 |
142.01 |
144.13 |
|
S4 |
139.36 |
140.08 |
143.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
146.36 |
144.43 |
1.93 |
1.3% |
0.69 |
0.5% |
12% |
False |
True |
741,707 |
10 |
147.20 |
144.43 |
2.77 |
1.9% |
0.69 |
0.5% |
8% |
False |
True |
717,042 |
20 |
147.20 |
144.43 |
2.77 |
1.9% |
0.66 |
0.5% |
8% |
False |
True |
721,324 |
40 |
147.20 |
142.82 |
4.38 |
3.0% |
0.64 |
0.4% |
42% |
False |
False |
725,399 |
60 |
147.20 |
140.05 |
7.15 |
4.9% |
0.63 |
0.4% |
64% |
False |
False |
589,232 |
80 |
147.20 |
139.50 |
7.70 |
5.3% |
0.64 |
0.4% |
67% |
False |
False |
442,193 |
100 |
147.20 |
139.50 |
7.70 |
5.3% |
0.60 |
0.4% |
67% |
False |
False |
353,765 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
150.89 |
2.618 |
148.88 |
1.618 |
147.65 |
1.000 |
146.89 |
0.618 |
146.42 |
HIGH |
145.66 |
0.618 |
145.19 |
0.500 |
145.05 |
0.382 |
144.90 |
LOW |
144.43 |
0.618 |
143.67 |
1.000 |
143.20 |
1.618 |
142.44 |
2.618 |
141.21 |
4.250 |
139.20 |
|
|
Fisher Pivots for day following 10-May-2013 |
Pivot |
1 day |
3 day |
R1 |
145.05 |
145.33 |
PP |
144.92 |
145.11 |
S1 |
144.79 |
144.88 |
|