Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 15-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
Open |
144.84 |
144.53 |
-0.31 |
-0.2% |
146.15 |
High |
144.99 |
145.01 |
0.02 |
0.0% |
146.36 |
Low |
144.22 |
144.33 |
0.11 |
0.1% |
144.43 |
Close |
144.74 |
144.64 |
-0.10 |
-0.1% |
144.66 |
Range |
0.77 |
0.68 |
-0.09 |
-11.7% |
1.93 |
ATR |
0.70 |
0.70 |
0.00 |
-0.2% |
0.00 |
Volume |
679,104 |
914,896 |
235,792 |
34.7% |
3,708,539 |
|
Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.70 |
146.35 |
145.01 |
|
R3 |
146.02 |
145.67 |
144.83 |
|
R2 |
145.34 |
145.34 |
144.76 |
|
R1 |
144.99 |
144.99 |
144.70 |
145.17 |
PP |
144.66 |
144.66 |
144.66 |
144.75 |
S1 |
144.31 |
144.31 |
144.58 |
144.49 |
S2 |
143.98 |
143.98 |
144.52 |
|
S3 |
143.30 |
143.63 |
144.45 |
|
S4 |
142.62 |
142.95 |
144.27 |
|
|
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% |
0.76 |
0.5% |
21% |
False |
False |
781,331 |
10 |
147.20 |
144.22 |
2.98 |
2.1% |
0.77 |
0.5% |
14% |
False |
False |
724,517 |
20 |
147.20 |
144.22 |
2.98 |
2.1% |
0.67 |
0.5% |
14% |
False |
False |
725,428 |
40 |
147.20 |
143.87 |
3.33 |
2.3% |
0.66 |
0.5% |
23% |
False |
False |
737,973 |
60 |
147.20 |
140.42 |
6.78 |
4.7% |
0.63 |
0.4% |
62% |
False |
False |
628,272 |
80 |
147.20 |
139.50 |
7.70 |
5.3% |
0.64 |
0.4% |
67% |
False |
False |
471,536 |
100 |
147.20 |
139.50 |
7.70 |
5.3% |
0.61 |
0.4% |
67% |
False |
False |
377,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.90 |
2.618 |
146.79 |
1.618 |
146.11 |
1.000 |
145.69 |
0.618 |
145.43 |
HIGH |
145.01 |
0.618 |
144.75 |
0.500 |
144.67 |
0.382 |
144.59 |
LOW |
144.33 |
0.618 |
143.91 |
1.000 |
143.65 |
1.618 |
143.23 |
2.618 |
142.55 |
4.250 |
141.44 |
|
|
Fisher Pivots for day following 15-May-2013 |
Pivot |
1 day |
3 day |
R1 |
144.67 |
144.65 |
PP |
144.66 |
144.64 |
S1 |
144.65 |
144.64 |
|