Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 24-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2013 |
24-May-2013 |
Change |
Change % |
Previous Week |
Open |
144.71 |
144.64 |
-0.07 |
0.0% |
145.08 |
High |
145.25 |
144.93 |
-0.32 |
-0.2% |
145.47 |
Low |
144.43 |
144.24 |
-0.19 |
-0.1% |
144.24 |
Close |
144.49 |
144.69 |
0.20 |
0.1% |
144.69 |
Range |
0.82 |
0.69 |
-0.13 |
-15.9% |
1.23 |
ATR |
0.71 |
0.71 |
0.00 |
-0.2% |
0.00 |
Volume |
21,541 |
10,659 |
-10,882 |
-50.5% |
63,732 |
|
Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.69 |
146.38 |
145.07 |
|
R3 |
146.00 |
145.69 |
144.88 |
|
R2 |
145.31 |
145.31 |
144.82 |
|
R1 |
145.00 |
145.00 |
144.75 |
145.16 |
PP |
144.62 |
144.62 |
144.62 |
144.70 |
S1 |
144.31 |
144.31 |
144.63 |
144.47 |
S2 |
143.93 |
143.93 |
144.56 |
|
S3 |
143.24 |
143.62 |
144.50 |
|
S4 |
142.55 |
142.93 |
144.31 |
|
|
Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.49 |
147.82 |
145.37 |
|
R3 |
147.26 |
146.59 |
145.03 |
|
R2 |
146.03 |
146.03 |
144.92 |
|
R1 |
145.36 |
145.36 |
144.80 |
145.08 |
PP |
144.80 |
144.80 |
144.80 |
144.66 |
S1 |
144.13 |
144.13 |
144.58 |
143.85 |
S2 |
143.57 |
143.57 |
144.46 |
|
S3 |
142.34 |
142.90 |
144.35 |
|
S4 |
141.11 |
141.67 |
144.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
145.47 |
144.24 |
1.23 |
0.9% |
0.74 |
0.5% |
37% |
False |
True |
12,746 |
10 |
145.93 |
144.24 |
1.69 |
1.2% |
0.70 |
0.5% |
27% |
False |
True |
9,390 |
20 |
147.53 |
144.24 |
3.29 |
2.3% |
0.69 |
0.5% |
14% |
False |
True |
6,207 |
40 |
147.53 |
144.24 |
3.29 |
2.3% |
0.64 |
0.4% |
14% |
False |
True |
3,548 |
60 |
147.53 |
142.40 |
5.13 |
3.5% |
0.56 |
0.4% |
45% |
False |
False |
2,382 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.86 |
2.618 |
146.74 |
1.618 |
146.05 |
1.000 |
145.62 |
0.618 |
145.36 |
HIGH |
144.93 |
0.618 |
144.67 |
0.500 |
144.59 |
0.382 |
144.50 |
LOW |
144.24 |
0.618 |
143.81 |
1.000 |
143.55 |
1.618 |
143.12 |
2.618 |
142.43 |
4.250 |
141.31 |
|
|
Fisher Pivots for day following 24-May-2013 |
Pivot |
1 day |
3 day |
R1 |
144.66 |
144.77 |
PP |
144.62 |
144.74 |
S1 |
144.59 |
144.72 |
|