Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 16-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
Open |
144.53 |
144.84 |
0.31 |
0.2% |
146.15 |
High |
145.01 |
145.36 |
0.35 |
0.2% |
146.36 |
Low |
144.33 |
144.53 |
0.20 |
0.1% |
144.43 |
Close |
144.64 |
145.31 |
0.67 |
0.5% |
144.66 |
Range |
0.68 |
0.83 |
0.15 |
22.1% |
1.93 |
ATR |
0.70 |
0.71 |
0.01 |
1.3% |
0.00 |
Volume |
914,896 |
919,615 |
4,719 |
0.5% |
3,708,539 |
|
Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.56 |
147.26 |
145.77 |
|
R3 |
146.73 |
146.43 |
145.54 |
|
R2 |
145.90 |
145.90 |
145.46 |
|
R1 |
145.60 |
145.60 |
145.39 |
145.75 |
PP |
145.07 |
145.07 |
145.07 |
145.14 |
S1 |
144.77 |
144.77 |
145.23 |
144.92 |
S2 |
144.24 |
144.24 |
145.16 |
|
S3 |
143.41 |
143.94 |
145.08 |
|
S4 |
142.58 |
143.11 |
144.85 |
|
|
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 |
145.66 |
144.22 |
1.44 |
1.0% |
0.83 |
0.6% |
76% |
False |
False |
846,203 |
10 |
147.11 |
144.22 |
2.89 |
2.0% |
0.75 |
0.5% |
38% |
False |
False |
726,795 |
20 |
147.20 |
144.22 |
2.98 |
2.1% |
0.66 |
0.5% |
37% |
False |
False |
737,062 |
40 |
147.20 |
143.91 |
3.29 |
2.3% |
0.66 |
0.5% |
43% |
False |
False |
736,345 |
60 |
147.20 |
140.42 |
6.78 |
4.7% |
0.64 |
0.4% |
72% |
False |
False |
643,568 |
80 |
147.20 |
139.50 |
7.70 |
5.3% |
0.65 |
0.4% |
75% |
False |
False |
483,029 |
100 |
147.20 |
139.50 |
7.70 |
5.3% |
0.62 |
0.4% |
75% |
False |
False |
386,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.89 |
2.618 |
147.53 |
1.618 |
146.70 |
1.000 |
146.19 |
0.618 |
145.87 |
HIGH |
145.36 |
0.618 |
145.04 |
0.500 |
144.95 |
0.382 |
144.85 |
LOW |
144.53 |
0.618 |
144.02 |
1.000 |
143.70 |
1.618 |
143.19 |
2.618 |
142.36 |
4.250 |
141.00 |
|
|
Fisher Pivots for day following 16-May-2013 |
Pivot |
1 day |
3 day |
R1 |
145.19 |
145.14 |
PP |
145.07 |
144.96 |
S1 |
144.95 |
144.79 |
|