Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 05-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2013 |
05-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
143.38 |
143.56 |
0.18 |
0.1% |
144.15 |
High |
143.55 |
143.91 |
0.36 |
0.3% |
144.38 |
Low |
143.13 |
143.32 |
0.19 |
0.1% |
143.25 |
Close |
143.36 |
143.79 |
0.43 |
0.3% |
143.71 |
Range |
0.42 |
0.59 |
0.17 |
40.5% |
1.13 |
ATR |
0.72 |
0.71 |
-0.01 |
-1.3% |
0.00 |
Volume |
474,863 |
30,344 |
-444,519 |
-93.6% |
4,478,391 |
|
Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.44 |
145.21 |
144.11 |
|
R3 |
144.85 |
144.62 |
143.95 |
|
R2 |
144.26 |
144.26 |
143.90 |
|
R1 |
144.03 |
144.03 |
143.84 |
144.15 |
PP |
143.67 |
143.67 |
143.67 |
143.73 |
S1 |
143.44 |
143.44 |
143.74 |
143.56 |
S2 |
143.08 |
143.08 |
143.68 |
|
S3 |
142.49 |
142.85 |
143.63 |
|
S4 |
141.90 |
142.26 |
143.47 |
|
|
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% |
0.64 |
0.4% |
58% |
False |
False |
889,112 |
10 |
145.20 |
142.98 |
2.22 |
1.5% |
0.70 |
0.5% |
36% |
False |
False |
930,162 |
20 |
146.23 |
142.98 |
3.25 |
2.3% |
0.70 |
0.5% |
25% |
False |
False |
847,524 |
40 |
147.20 |
142.98 |
4.22 |
2.9% |
0.67 |
0.5% |
19% |
False |
False |
781,362 |
60 |
147.20 |
142.27 |
4.93 |
3.4% |
0.65 |
0.5% |
31% |
False |
False |
757,707 |
80 |
147.20 |
140.05 |
7.15 |
5.0% |
0.64 |
0.4% |
52% |
False |
False |
626,188 |
100 |
147.20 |
139.50 |
7.70 |
5.4% |
0.64 |
0.4% |
56% |
False |
False |
501,140 |
120 |
147.20 |
139.50 |
7.70 |
5.4% |
0.60 |
0.4% |
56% |
False |
False |
417,622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.42 |
2.618 |
145.45 |
1.618 |
144.86 |
1.000 |
144.50 |
0.618 |
144.27 |
HIGH |
143.91 |
0.618 |
143.68 |
0.500 |
143.62 |
0.382 |
143.55 |
LOW |
143.32 |
0.618 |
142.96 |
1.000 |
142.73 |
1.618 |
142.37 |
2.618 |
141.78 |
4.250 |
140.81 |
|
|
Fisher Pivots for day following 05-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
143.73 |
143.68 |
PP |
143.67 |
143.56 |
S1 |
143.62 |
143.45 |
|