Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 28-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
Open |
144.64 |
144.21 |
-0.43 |
-0.3% |
145.08 |
High |
144.93 |
144.44 |
-0.49 |
-0.3% |
145.47 |
Low |
144.24 |
143.63 |
-0.61 |
-0.4% |
144.24 |
Close |
144.69 |
143.89 |
-0.80 |
-0.6% |
144.69 |
Range |
0.69 |
0.81 |
0.12 |
17.4% |
1.23 |
ATR |
0.71 |
0.73 |
0.03 |
3.5% |
0.00 |
Volume |
10,659 |
53,944 |
43,285 |
406.1% |
63,732 |
|
Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.42 |
145.96 |
144.34 |
|
R3 |
145.61 |
145.15 |
144.11 |
|
R2 |
144.80 |
144.80 |
144.04 |
|
R1 |
144.34 |
144.34 |
143.96 |
144.17 |
PP |
143.99 |
143.99 |
143.99 |
143.90 |
S1 |
143.53 |
143.53 |
143.82 |
143.36 |
S2 |
143.18 |
143.18 |
143.74 |
|
S3 |
142.37 |
142.72 |
143.67 |
|
S4 |
141.56 |
141.91 |
143.44 |
|
|
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 |
145.30 |
143.63 |
1.67 |
1.2% |
0.78 |
0.5% |
16% |
False |
True |
22,363 |
10 |
145.93 |
143.63 |
2.30 |
1.6% |
0.74 |
0.5% |
11% |
False |
True |
14,533 |
20 |
147.53 |
143.63 |
3.90 |
2.7% |
0.72 |
0.5% |
7% |
False |
True |
8,836 |
40 |
147.53 |
143.63 |
3.90 |
2.7% |
0.64 |
0.4% |
7% |
False |
True |
4,886 |
60 |
147.53 |
142.40 |
5.13 |
3.6% |
0.57 |
0.4% |
29% |
False |
False |
3,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.88 |
2.618 |
146.56 |
1.618 |
145.75 |
1.000 |
145.25 |
0.618 |
144.94 |
HIGH |
144.44 |
0.618 |
144.13 |
0.500 |
144.04 |
0.382 |
143.94 |
LOW |
143.63 |
0.618 |
143.13 |
1.000 |
142.82 |
1.618 |
142.32 |
2.618 |
141.51 |
4.250 |
140.19 |
|
|
Fisher Pivots for day following 28-May-2013 |
Pivot |
1 day |
3 day |
R1 |
144.04 |
144.44 |
PP |
143.99 |
144.26 |
S1 |
143.94 |
144.07 |
|