Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 24-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2013 |
24-May-2013 |
Change |
Change % |
Previous Week |
Open |
144.61 |
144.54 |
-0.07 |
0.0% |
145.09 |
High |
145.15 |
144.83 |
-0.32 |
-0.2% |
145.33 |
Low |
144.31 |
144.12 |
-0.19 |
-0.1% |
144.12 |
Close |
144.39 |
144.58 |
0.19 |
0.1% |
144.58 |
Range |
0.84 |
0.71 |
-0.13 |
-15.5% |
1.21 |
ATR |
0.73 |
0.73 |
0.00 |
-0.2% |
0.00 |
Volume |
1,092,607 |
872,381 |
-220,226 |
-20.2% |
4,471,824 |
|
Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.64 |
146.32 |
144.97 |
|
R3 |
145.93 |
145.61 |
144.78 |
|
R2 |
145.22 |
145.22 |
144.71 |
|
R1 |
144.90 |
144.90 |
144.65 |
145.06 |
PP |
144.51 |
144.51 |
144.51 |
144.59 |
S1 |
144.19 |
144.19 |
144.51 |
144.35 |
S2 |
143.80 |
143.80 |
144.45 |
|
S3 |
143.09 |
143.48 |
144.38 |
|
S4 |
142.38 |
142.77 |
144.19 |
|
|
Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.31 |
147.65 |
145.25 |
|
R3 |
147.10 |
146.44 |
144.91 |
|
R2 |
145.89 |
145.89 |
144.80 |
|
R1 |
145.23 |
145.23 |
144.69 |
144.96 |
PP |
144.68 |
144.68 |
144.68 |
144.54 |
S1 |
144.02 |
144.02 |
144.47 |
143.75 |
S2 |
143.47 |
143.47 |
144.36 |
|
S3 |
142.26 |
142.81 |
144.25 |
|
S4 |
141.05 |
141.60 |
143.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
145.33 |
144.12 |
1.21 |
0.8% |
0.77 |
0.5% |
38% |
False |
True |
894,364 |
10 |
145.74 |
144.12 |
1.62 |
1.1% |
0.74 |
0.5% |
28% |
False |
True |
851,840 |
20 |
147.20 |
144.12 |
3.08 |
2.1% |
0.71 |
0.5% |
15% |
False |
True |
784,441 |
40 |
147.20 |
144.12 |
3.08 |
2.1% |
0.66 |
0.5% |
15% |
False |
True |
748,497 |
60 |
147.20 |
142.27 |
4.93 |
3.4% |
0.64 |
0.4% |
47% |
False |
False |
728,657 |
80 |
147.20 |
139.50 |
7.70 |
5.3% |
0.65 |
0.4% |
66% |
False |
False |
548,558 |
100 |
147.20 |
139.50 |
7.70 |
5.3% |
0.65 |
0.4% |
66% |
False |
False |
438,947 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.85 |
2.618 |
146.69 |
1.618 |
145.98 |
1.000 |
145.54 |
0.618 |
145.27 |
HIGH |
144.83 |
0.618 |
144.56 |
0.500 |
144.48 |
0.382 |
144.39 |
LOW |
144.12 |
0.618 |
143.68 |
1.000 |
143.41 |
1.618 |
142.97 |
2.618 |
142.26 |
4.250 |
141.10 |
|
|
Fisher Pivots for day following 24-May-2013 |
Pivot |
1 day |
3 day |
R1 |
144.55 |
144.66 |
PP |
144.51 |
144.63 |
S1 |
144.48 |
144.61 |
|