Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 22-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
Open |
144.86 |
144.65 |
-0.21 |
-0.1% |
144.43 |
High |
144.92 |
145.20 |
0.28 |
0.2% |
145.74 |
Low |
144.25 |
144.26 |
0.01 |
0.0% |
144.22 |
Close |
144.33 |
144.60 |
0.27 |
0.2% |
145.45 |
Range |
0.67 |
0.94 |
0.27 |
40.3% |
1.52 |
ATR |
0.71 |
0.72 |
0.02 |
2.4% |
0.00 |
Volume |
871,196 |
1,116,981 |
245,785 |
28.2% |
4,046,581 |
|
Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.51 |
146.99 |
145.12 |
|
R3 |
146.57 |
146.05 |
144.86 |
|
R2 |
145.63 |
145.63 |
144.77 |
|
R1 |
145.11 |
145.11 |
144.69 |
144.90 |
PP |
144.69 |
144.69 |
144.69 |
144.58 |
S1 |
144.17 |
144.17 |
144.51 |
143.96 |
S2 |
143.75 |
143.75 |
144.43 |
|
S3 |
142.81 |
143.23 |
144.34 |
|
S4 |
141.87 |
142.29 |
144.08 |
|
|
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 |
144.25 |
1.49 |
1.0% |
0.75 |
0.5% |
23% |
False |
False |
840,704 |
10 |
146.23 |
144.22 |
2.01 |
1.4% |
0.75 |
0.5% |
19% |
False |
False |
811,018 |
20 |
147.20 |
144.22 |
2.98 |
2.1% |
0.69 |
0.5% |
13% |
False |
False |
741,920 |
40 |
147.20 |
143.91 |
3.29 |
2.3% |
0.66 |
0.5% |
21% |
False |
False |
739,380 |
60 |
147.20 |
141.03 |
6.17 |
4.3% |
0.65 |
0.5% |
58% |
False |
False |
697,726 |
80 |
147.20 |
139.50 |
7.70 |
5.3% |
0.64 |
0.4% |
66% |
False |
False |
524,014 |
100 |
147.20 |
139.50 |
7.70 |
5.3% |
0.64 |
0.4% |
66% |
False |
False |
419,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
149.20 |
2.618 |
147.66 |
1.618 |
146.72 |
1.000 |
146.14 |
0.618 |
145.78 |
HIGH |
145.20 |
0.618 |
144.84 |
0.500 |
144.73 |
0.382 |
144.62 |
LOW |
144.26 |
0.618 |
143.68 |
1.000 |
143.32 |
1.618 |
142.74 |
2.618 |
141.80 |
4.250 |
140.27 |
|
|
Fisher Pivots for day following 22-May-2013 |
Pivot |
1 day |
3 day |
R1 |
144.73 |
144.79 |
PP |
144.69 |
144.73 |
S1 |
144.64 |
144.66 |
|