Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 29-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2013 |
29-May-2013 |
Change |
Change % |
Previous Week |
Open |
144.15 |
143.30 |
-0.85 |
-0.6% |
145.09 |
High |
144.38 |
143.73 |
-0.65 |
-0.5% |
145.33 |
Low |
143.58 |
143.25 |
-0.33 |
-0.2% |
144.12 |
Close |
143.82 |
143.41 |
-0.41 |
-0.3% |
144.58 |
Range |
0.80 |
0.48 |
-0.32 |
-40.0% |
1.21 |
ATR |
0.75 |
0.74 |
-0.01 |
-1.7% |
0.00 |
Volume |
1,003,880 |
770,208 |
-233,672 |
-23.3% |
4,471,824 |
|
Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.90 |
144.64 |
143.67 |
|
R3 |
144.42 |
144.16 |
143.54 |
|
R2 |
143.94 |
143.94 |
143.50 |
|
R1 |
143.68 |
143.68 |
143.45 |
143.81 |
PP |
143.46 |
143.46 |
143.46 |
143.53 |
S1 |
143.20 |
143.20 |
143.37 |
143.33 |
S2 |
142.98 |
142.98 |
143.32 |
|
S3 |
142.50 |
142.72 |
143.28 |
|
S4 |
142.02 |
142.24 |
143.15 |
|
|
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 |
143.25 |
1.95 |
1.4% |
0.75 |
0.5% |
8% |
False |
True |
971,211 |
10 |
145.74 |
143.25 |
2.49 |
1.7% |
0.72 |
0.5% |
6% |
False |
True |
885,749 |
20 |
147.20 |
143.25 |
3.95 |
2.8% |
0.74 |
0.5% |
4% |
False |
True |
806,978 |
40 |
147.20 |
143.25 |
3.95 |
2.8% |
0.66 |
0.5% |
4% |
False |
True |
759,188 |
60 |
147.20 |
142.27 |
4.93 |
3.4% |
0.65 |
0.5% |
23% |
False |
False |
753,216 |
80 |
147.20 |
139.77 |
7.43 |
5.2% |
0.65 |
0.5% |
49% |
False |
False |
570,703 |
100 |
147.20 |
139.50 |
7.70 |
5.4% |
0.64 |
0.4% |
51% |
False |
False |
456,686 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.77 |
2.618 |
144.99 |
1.618 |
144.51 |
1.000 |
144.21 |
0.618 |
144.03 |
HIGH |
143.73 |
0.618 |
143.55 |
0.500 |
143.49 |
0.382 |
143.43 |
LOW |
143.25 |
0.618 |
142.95 |
1.000 |
142.77 |
1.618 |
142.47 |
2.618 |
141.99 |
4.250 |
141.21 |
|
|
Fisher Pivots for day following 29-May-2013 |
Pivot |
1 day |
3 day |
R1 |
143.49 |
144.04 |
PP |
143.46 |
143.83 |
S1 |
143.44 |
143.62 |
|