Euro Bund Future June 2013
| Trading Metrics calculated at close of trading on 04-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2013 |
04-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
143.83 |
143.38 |
-0.45 |
-0.3% |
144.15 |
| High |
143.84 |
143.55 |
-0.29 |
-0.2% |
144.38 |
| Low |
142.98 |
143.13 |
0.15 |
0.1% |
143.25 |
| Close |
143.56 |
143.36 |
-0.20 |
-0.1% |
143.71 |
| Range |
0.86 |
0.42 |
-0.44 |
-51.2% |
1.13 |
| ATR |
0.74 |
0.72 |
-0.02 |
-3.0% |
0.00 |
| Volume |
1,236,053 |
474,863 |
-761,190 |
-61.6% |
4,478,391 |
|
| Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.61 |
144.40 |
143.59 |
|
| R3 |
144.19 |
143.98 |
143.48 |
|
| R2 |
143.77 |
143.77 |
143.44 |
|
| R1 |
143.56 |
143.56 |
143.40 |
143.46 |
| PP |
143.35 |
143.35 |
143.35 |
143.29 |
| S1 |
143.14 |
143.14 |
143.32 |
143.04 |
| S2 |
142.93 |
142.93 |
143.28 |
|
| S3 |
142.51 |
142.72 |
143.24 |
|
| S4 |
142.09 |
142.30 |
143.13 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147.17 |
146.57 |
144.33 |
|
| R3 |
146.04 |
145.44 |
144.02 |
|
| R2 |
144.91 |
144.91 |
143.92 |
|
| R1 |
144.31 |
144.31 |
143.81 |
144.05 |
| PP |
143.78 |
143.78 |
143.78 |
143.65 |
| S1 |
143.18 |
143.18 |
143.61 |
142.92 |
| S2 |
142.65 |
142.65 |
143.50 |
|
| S3 |
141.52 |
142.05 |
143.40 |
|
| S4 |
140.39 |
140.92 |
143.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144.38 |
142.98 |
1.40 |
1.0% |
0.62 |
0.4% |
27% |
False |
False |
1,037,085 |
| 10 |
145.20 |
142.98 |
2.22 |
1.5% |
0.71 |
0.5% |
17% |
False |
False |
1,014,247 |
| 20 |
146.27 |
142.98 |
3.29 |
2.3% |
0.72 |
0.5% |
12% |
False |
False |
878,790 |
| 40 |
147.20 |
142.98 |
4.22 |
2.9% |
0.67 |
0.5% |
9% |
False |
False |
800,021 |
| 60 |
147.20 |
142.27 |
4.93 |
3.4% |
0.66 |
0.5% |
22% |
False |
False |
769,883 |
| 80 |
147.20 |
140.05 |
7.15 |
5.0% |
0.64 |
0.4% |
46% |
False |
False |
625,825 |
| 100 |
147.20 |
139.50 |
7.70 |
5.4% |
0.65 |
0.5% |
50% |
False |
False |
500,837 |
| 120 |
147.20 |
139.50 |
7.70 |
5.4% |
0.60 |
0.4% |
50% |
False |
False |
417,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145.34 |
|
2.618 |
144.65 |
|
1.618 |
144.23 |
|
1.000 |
143.97 |
|
0.618 |
143.81 |
|
HIGH |
143.55 |
|
0.618 |
143.39 |
|
0.500 |
143.34 |
|
0.382 |
143.29 |
|
LOW |
143.13 |
|
0.618 |
142.87 |
|
1.000 |
142.71 |
|
1.618 |
142.45 |
|
2.618 |
142.03 |
|
4.250 |
141.35 |
|
|
| Fisher Pivots for day following 04-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143.35 |
143.68 |
| PP |
143.35 |
143.57 |
| S1 |
143.34 |
143.47 |
|