Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 28-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
Open |
144.54 |
144.15 |
-0.39 |
-0.3% |
145.09 |
High |
144.83 |
144.38 |
-0.45 |
-0.3% |
145.33 |
Low |
144.12 |
143.58 |
-0.54 |
-0.4% |
144.12 |
Close |
144.58 |
143.82 |
-0.76 |
-0.5% |
144.58 |
Range |
0.71 |
0.80 |
0.09 |
12.7% |
1.21 |
ATR |
0.73 |
0.75 |
0.02 |
2.7% |
0.00 |
Volume |
872,381 |
1,003,880 |
131,499 |
15.1% |
4,471,824 |
|
Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.33 |
145.87 |
144.26 |
|
R3 |
145.53 |
145.07 |
144.04 |
|
R2 |
144.73 |
144.73 |
143.97 |
|
R1 |
144.27 |
144.27 |
143.89 |
144.10 |
PP |
143.93 |
143.93 |
143.93 |
143.84 |
S1 |
143.47 |
143.47 |
143.75 |
143.30 |
S2 |
143.13 |
143.13 |
143.67 |
|
S3 |
142.33 |
142.67 |
143.60 |
|
S4 |
141.53 |
141.87 |
143.38 |
|
|
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 |
145.20 |
143.58 |
1.62 |
1.1% |
0.79 |
0.6% |
15% |
False |
True |
991,409 |
10 |
145.74 |
143.58 |
2.16 |
1.5% |
0.75 |
0.5% |
11% |
False |
True |
876,639 |
20 |
147.20 |
143.58 |
3.62 |
2.5% |
0.74 |
0.5% |
7% |
False |
True |
802,442 |
40 |
147.20 |
143.58 |
3.62 |
2.5% |
0.66 |
0.5% |
7% |
False |
True |
754,494 |
60 |
147.20 |
142.27 |
4.93 |
3.4% |
0.64 |
0.4% |
31% |
False |
False |
743,127 |
80 |
147.20 |
139.75 |
7.45 |
5.2% |
0.65 |
0.5% |
55% |
False |
False |
561,101 |
100 |
147.20 |
139.50 |
7.70 |
5.4% |
0.64 |
0.4% |
56% |
False |
False |
448,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.78 |
2.618 |
146.47 |
1.618 |
145.67 |
1.000 |
145.18 |
0.618 |
144.87 |
HIGH |
144.38 |
0.618 |
144.07 |
0.500 |
143.98 |
0.382 |
143.89 |
LOW |
143.58 |
0.618 |
143.09 |
1.000 |
142.78 |
1.618 |
142.29 |
2.618 |
141.49 |
4.250 |
140.18 |
|
|
Fisher Pivots for day following 28-May-2013 |
Pivot |
1 day |
3 day |
R1 |
143.98 |
144.37 |
PP |
143.93 |
144.18 |
S1 |
143.87 |
144.00 |
|