Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 13-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
Open |
145.65 |
144.43 |
-1.22 |
-0.8% |
146.15 |
High |
145.66 |
145.07 |
-0.59 |
-0.4% |
146.36 |
Low |
144.43 |
144.43 |
0.00 |
0.0% |
144.43 |
Close |
144.66 |
144.89 |
0.23 |
0.2% |
144.66 |
Range |
1.23 |
0.64 |
-0.59 |
-48.0% |
1.93 |
ATR |
0.70 |
0.69 |
0.00 |
-0.6% |
0.00 |
Volume |
961,509 |
755,893 |
-205,616 |
-21.4% |
3,708,539 |
|
Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.72 |
146.44 |
145.24 |
|
R3 |
146.08 |
145.80 |
145.07 |
|
R2 |
145.44 |
145.44 |
145.01 |
|
R1 |
145.16 |
145.16 |
144.95 |
145.30 |
PP |
144.80 |
144.80 |
144.80 |
144.87 |
S1 |
144.52 |
144.52 |
144.83 |
144.66 |
S2 |
144.16 |
144.16 |
144.77 |
|
S3 |
143.52 |
143.88 |
144.71 |
|
S4 |
142.88 |
143.24 |
144.54 |
|
|
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 |
146.27 |
144.43 |
1.84 |
1.3% |
0.74 |
0.5% |
25% |
False |
True |
724,799 |
10 |
147.20 |
144.43 |
2.77 |
1.9% |
0.72 |
0.5% |
17% |
False |
True |
728,245 |
20 |
147.20 |
144.43 |
2.77 |
1.9% |
0.66 |
0.5% |
17% |
False |
True |
728,986 |
40 |
147.20 |
142.82 |
4.38 |
3.0% |
0.64 |
0.4% |
47% |
False |
False |
730,264 |
60 |
147.20 |
140.09 |
7.11 |
4.9% |
0.63 |
0.4% |
68% |
False |
False |
601,814 |
80 |
147.20 |
139.50 |
7.70 |
5.3% |
0.64 |
0.4% |
70% |
False |
False |
451,641 |
100 |
147.20 |
139.50 |
7.70 |
5.3% |
0.60 |
0.4% |
70% |
False |
False |
361,324 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.79 |
2.618 |
146.75 |
1.618 |
146.11 |
1.000 |
145.71 |
0.618 |
145.47 |
HIGH |
145.07 |
0.618 |
144.83 |
0.500 |
144.75 |
0.382 |
144.67 |
LOW |
144.43 |
0.618 |
144.03 |
1.000 |
143.79 |
1.618 |
143.39 |
2.618 |
142.75 |
4.250 |
141.71 |
|
|
Fisher Pivots for day following 13-May-2013 |
Pivot |
1 day |
3 day |
R1 |
144.84 |
145.33 |
PP |
144.80 |
145.18 |
S1 |
144.75 |
145.04 |
|