Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 23-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
Open |
144.65 |
144.61 |
-0.04 |
0.0% |
144.43 |
High |
145.20 |
145.15 |
-0.05 |
0.0% |
145.74 |
Low |
144.26 |
144.31 |
0.05 |
0.0% |
144.22 |
Close |
144.60 |
144.39 |
-0.21 |
-0.1% |
145.45 |
Range |
0.94 |
0.84 |
-0.10 |
-10.6% |
1.52 |
ATR |
0.72 |
0.73 |
0.01 |
1.2% |
0.00 |
Volume |
1,116,981 |
1,092,607 |
-24,374 |
-2.2% |
4,046,581 |
|
Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.14 |
146.60 |
144.85 |
|
R3 |
146.30 |
145.76 |
144.62 |
|
R2 |
145.46 |
145.46 |
144.54 |
|
R1 |
144.92 |
144.92 |
144.47 |
144.77 |
PP |
144.62 |
144.62 |
144.62 |
144.54 |
S1 |
144.08 |
144.08 |
144.31 |
143.93 |
S2 |
143.78 |
143.78 |
144.24 |
|
S3 |
142.94 |
143.24 |
144.16 |
|
S4 |
142.10 |
142.40 |
143.93 |
|
|
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% |
9% |
False |
False |
875,303 |
10 |
145.74 |
144.22 |
1.52 |
1.1% |
0.79 |
0.5% |
11% |
False |
False |
860,753 |
20 |
147.20 |
144.22 |
2.98 |
2.1% |
0.69 |
0.5% |
6% |
False |
False |
767,432 |
40 |
147.20 |
144.22 |
2.98 |
2.1% |
0.66 |
0.5% |
6% |
False |
False |
748,652 |
60 |
147.20 |
142.27 |
4.93 |
3.4% |
0.64 |
0.4% |
43% |
False |
False |
715,280 |
80 |
147.20 |
139.50 |
7.70 |
5.3% |
0.64 |
0.4% |
64% |
False |
False |
537,654 |
100 |
147.20 |
139.50 |
7.70 |
5.3% |
0.64 |
0.4% |
64% |
False |
False |
430,223 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.72 |
2.618 |
147.35 |
1.618 |
146.51 |
1.000 |
145.99 |
0.618 |
145.67 |
HIGH |
145.15 |
0.618 |
144.83 |
0.500 |
144.73 |
0.382 |
144.63 |
LOW |
144.31 |
0.618 |
143.79 |
1.000 |
143.47 |
1.618 |
142.95 |
2.618 |
142.11 |
4.250 |
140.74 |
|
|
Fisher Pivots for day following 23-May-2013 |
Pivot |
1 day |
3 day |
R1 |
144.73 |
144.73 |
PP |
144.62 |
144.61 |
S1 |
144.50 |
144.50 |
|