Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 17-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2013 |
17-May-2013 |
Change |
Change % |
Previous Week |
Open |
144.84 |
145.25 |
0.41 |
0.3% |
144.43 |
High |
145.36 |
145.74 |
0.38 |
0.3% |
145.74 |
Low |
144.53 |
145.13 |
0.60 |
0.4% |
144.22 |
Close |
145.31 |
145.45 |
0.14 |
0.1% |
145.45 |
Range |
0.83 |
0.61 |
-0.22 |
-26.5% |
1.52 |
ATR |
0.71 |
0.70 |
-0.01 |
-1.0% |
0.00 |
Volume |
919,615 |
777,073 |
-142,542 |
-15.5% |
4,046,581 |
|
Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.27 |
146.97 |
145.79 |
|
R3 |
146.66 |
146.36 |
145.62 |
|
R2 |
146.05 |
146.05 |
145.56 |
|
R1 |
145.75 |
145.75 |
145.51 |
145.90 |
PP |
145.44 |
145.44 |
145.44 |
145.52 |
S1 |
145.14 |
145.14 |
145.39 |
145.29 |
S2 |
144.83 |
144.83 |
145.34 |
|
S3 |
144.22 |
144.53 |
145.28 |
|
S4 |
143.61 |
143.92 |
145.11 |
|
|
Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149.70 |
149.09 |
146.29 |
|
R3 |
148.18 |
147.57 |
145.87 |
|
R2 |
146.66 |
146.66 |
145.73 |
|
R1 |
146.05 |
146.05 |
145.59 |
146.36 |
PP |
145.14 |
145.14 |
145.14 |
145.29 |
S1 |
144.53 |
144.53 |
145.31 |
144.84 |
S2 |
143.62 |
143.62 |
145.17 |
|
S3 |
142.10 |
143.01 |
145.03 |
|
S4 |
140.58 |
141.49 |
144.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
145.74 |
144.22 |
1.52 |
1.0% |
0.71 |
0.5% |
81% |
True |
False |
809,316 |
10 |
146.36 |
144.22 |
2.14 |
1.5% |
0.70 |
0.5% |
57% |
False |
False |
775,512 |
20 |
147.20 |
144.22 |
2.98 |
2.0% |
0.67 |
0.5% |
41% |
False |
False |
746,019 |
40 |
147.20 |
143.91 |
3.29 |
2.3% |
0.65 |
0.4% |
47% |
False |
False |
732,876 |
60 |
147.20 |
140.42 |
6.78 |
4.7% |
0.64 |
0.4% |
74% |
False |
False |
656,470 |
80 |
147.20 |
139.50 |
7.70 |
5.3% |
0.65 |
0.4% |
77% |
False |
False |
492,736 |
100 |
147.20 |
139.50 |
7.70 |
5.3% |
0.62 |
0.4% |
77% |
False |
False |
394,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.33 |
2.618 |
147.34 |
1.618 |
146.73 |
1.000 |
146.35 |
0.618 |
146.12 |
HIGH |
145.74 |
0.618 |
145.51 |
0.500 |
145.44 |
0.382 |
145.36 |
LOW |
145.13 |
0.618 |
144.75 |
1.000 |
144.52 |
1.618 |
144.14 |
2.618 |
143.53 |
4.250 |
142.54 |
|
|
Fisher Pivots for day following 17-May-2013 |
Pivot |
1 day |
3 day |
R1 |
145.45 |
145.31 |
PP |
145.44 |
145.17 |
S1 |
145.44 |
145.04 |
|