Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 30-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2013 |
30-May-2013 |
Change |
Change % |
Previous Week |
Open |
143.30 |
143.60 |
0.30 |
0.2% |
145.09 |
High |
143.73 |
143.86 |
0.13 |
0.1% |
145.33 |
Low |
143.25 |
143.47 |
0.22 |
0.2% |
144.12 |
Close |
143.41 |
143.73 |
0.32 |
0.2% |
144.58 |
Range |
0.48 |
0.39 |
-0.09 |
-18.8% |
1.21 |
ATR |
0.74 |
0.72 |
-0.02 |
-2.8% |
0.00 |
Volume |
770,208 |
1,206,083 |
435,875 |
56.6% |
4,471,824 |
|
Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.86 |
144.68 |
143.94 |
|
R3 |
144.47 |
144.29 |
143.84 |
|
R2 |
144.08 |
144.08 |
143.80 |
|
R1 |
143.90 |
143.90 |
143.77 |
143.99 |
PP |
143.69 |
143.69 |
143.69 |
143.73 |
S1 |
143.51 |
143.51 |
143.69 |
143.60 |
S2 |
143.30 |
143.30 |
143.66 |
|
S3 |
142.91 |
143.12 |
143.62 |
|
S4 |
142.52 |
142.73 |
143.52 |
|
|
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 |
145.15 |
143.25 |
1.90 |
1.3% |
0.64 |
0.4% |
25% |
False |
False |
989,031 |
10 |
145.74 |
143.25 |
2.49 |
1.7% |
0.70 |
0.5% |
19% |
False |
False |
914,868 |
20 |
147.20 |
143.25 |
3.95 |
2.7% |
0.73 |
0.5% |
12% |
False |
False |
819,692 |
40 |
147.20 |
143.25 |
3.95 |
2.7% |
0.66 |
0.5% |
12% |
False |
False |
775,424 |
60 |
147.20 |
142.27 |
4.93 |
3.4% |
0.64 |
0.4% |
30% |
False |
False |
763,543 |
80 |
147.20 |
139.77 |
7.43 |
5.2% |
0.65 |
0.4% |
53% |
False |
False |
585,765 |
100 |
147.20 |
139.50 |
7.70 |
5.4% |
0.64 |
0.4% |
55% |
False |
False |
468,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.52 |
2.618 |
144.88 |
1.618 |
144.49 |
1.000 |
144.25 |
0.618 |
144.10 |
HIGH |
143.86 |
0.618 |
143.71 |
0.500 |
143.67 |
0.382 |
143.62 |
LOW |
143.47 |
0.618 |
143.23 |
1.000 |
143.08 |
1.618 |
142.84 |
2.618 |
142.45 |
4.250 |
141.81 |
|
|
Fisher Pivots for day following 30-May-2013 |
Pivot |
1 day |
3 day |
R1 |
143.71 |
143.82 |
PP |
143.69 |
143.79 |
S1 |
143.67 |
143.76 |
|