Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 14-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2013 |
14-May-2013 |
Change |
Change % |
Previous Week |
Open |
144.43 |
144.84 |
0.41 |
0.3% |
146.15 |
High |
145.07 |
144.99 |
-0.08 |
-0.1% |
146.36 |
Low |
144.43 |
144.22 |
-0.21 |
-0.1% |
144.43 |
Close |
144.89 |
144.74 |
-0.15 |
-0.1% |
144.66 |
Range |
0.64 |
0.77 |
0.13 |
20.3% |
1.93 |
ATR |
0.69 |
0.70 |
0.01 |
0.8% |
0.00 |
Volume |
755,893 |
679,104 |
-76,789 |
-10.2% |
3,708,539 |
|
Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.96 |
146.62 |
145.16 |
|
R3 |
146.19 |
145.85 |
144.95 |
|
R2 |
145.42 |
145.42 |
144.88 |
|
R1 |
145.08 |
145.08 |
144.81 |
144.87 |
PP |
144.65 |
144.65 |
144.65 |
144.54 |
S1 |
144.31 |
144.31 |
144.67 |
144.10 |
S2 |
143.88 |
143.88 |
144.60 |
|
S3 |
143.11 |
143.54 |
144.53 |
|
S4 |
142.34 |
142.77 |
144.32 |
|
|
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 |
146.23 |
144.22 |
2.01 |
1.4% |
0.72 |
0.5% |
26% |
False |
True |
729,486 |
10 |
147.20 |
144.22 |
2.98 |
2.1% |
0.75 |
0.5% |
17% |
False |
True |
728,207 |
20 |
147.20 |
144.22 |
2.98 |
2.1% |
0.67 |
0.5% |
17% |
False |
True |
728,467 |
40 |
147.20 |
143.00 |
4.20 |
2.9% |
0.65 |
0.5% |
41% |
False |
False |
733,208 |
60 |
147.20 |
140.42 |
6.78 |
4.7% |
0.63 |
0.4% |
64% |
False |
False |
613,055 |
80 |
147.20 |
139.50 |
7.70 |
5.3% |
0.64 |
0.4% |
68% |
False |
False |
460,129 |
100 |
147.20 |
139.50 |
7.70 |
5.3% |
0.61 |
0.4% |
68% |
False |
False |
368,114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.26 |
2.618 |
147.01 |
1.618 |
146.24 |
1.000 |
145.76 |
0.618 |
145.47 |
HIGH |
144.99 |
0.618 |
144.70 |
0.500 |
144.61 |
0.382 |
144.51 |
LOW |
144.22 |
0.618 |
143.74 |
1.000 |
143.45 |
1.618 |
142.97 |
2.618 |
142.20 |
4.250 |
140.95 |
|
|
Fisher Pivots for day following 14-May-2013 |
Pivot |
1 day |
3 day |
R1 |
144.70 |
144.94 |
PP |
144.65 |
144.87 |
S1 |
144.61 |
144.81 |
|