Euro Bund Future September 2013
| Trading Metrics calculated at close of trading on 29-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2013 |
29-May-2013 |
Change |
Change % |
Previous Week |
| Open |
144.21 |
143.24 |
-0.97 |
-0.7% |
145.08 |
| High |
144.44 |
143.75 |
-0.69 |
-0.5% |
145.47 |
| Low |
143.63 |
143.24 |
-0.39 |
-0.3% |
144.24 |
| Close |
143.89 |
143.43 |
-0.46 |
-0.3% |
144.69 |
| Range |
0.81 |
0.51 |
-0.30 |
-37.0% |
1.23 |
| ATR |
0.73 |
0.73 |
-0.01 |
-0.8% |
0.00 |
| Volume |
53,944 |
61,971 |
8,027 |
14.9% |
63,732 |
|
| Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.00 |
144.73 |
143.71 |
|
| R3 |
144.49 |
144.22 |
143.57 |
|
| R2 |
143.98 |
143.98 |
143.52 |
|
| R1 |
143.71 |
143.71 |
143.48 |
143.85 |
| PP |
143.47 |
143.47 |
143.47 |
143.54 |
| S1 |
143.20 |
143.20 |
143.38 |
143.34 |
| S2 |
142.96 |
142.96 |
143.34 |
|
| S3 |
142.45 |
142.69 |
143.29 |
|
| S4 |
141.94 |
142.18 |
143.15 |
|
|
| 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 |
143.24 |
2.06 |
1.4% |
0.75 |
0.5% |
9% |
False |
True |
32,839 |
| 10 |
145.93 |
143.24 |
2.69 |
1.9% |
0.71 |
0.5% |
7% |
False |
True |
20,328 |
| 20 |
147.53 |
143.24 |
4.29 |
3.0% |
0.72 |
0.5% |
4% |
False |
True |
11,726 |
| 40 |
147.53 |
143.24 |
4.29 |
3.0% |
0.64 |
0.4% |
4% |
False |
True |
6,431 |
| 60 |
147.53 |
142.40 |
5.13 |
3.6% |
0.58 |
0.4% |
20% |
False |
False |
4,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145.92 |
|
2.618 |
145.09 |
|
1.618 |
144.58 |
|
1.000 |
144.26 |
|
0.618 |
144.07 |
|
HIGH |
143.75 |
|
0.618 |
143.56 |
|
0.500 |
143.50 |
|
0.382 |
143.43 |
|
LOW |
143.24 |
|
0.618 |
142.92 |
|
1.000 |
142.73 |
|
1.618 |
142.41 |
|
2.618 |
141.90 |
|
4.250 |
141.07 |
|
|
| Fisher Pivots for day following 29-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143.50 |
144.09 |
| PP |
143.47 |
143.87 |
| S1 |
143.45 |
143.65 |
|