Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 31-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
Open |
143.61 |
143.84 |
0.23 |
0.2% |
144.21 |
High |
143.89 |
144.44 |
0.55 |
0.4% |
144.44 |
Low |
143.52 |
143.47 |
-0.05 |
0.0% |
143.24 |
Close |
143.77 |
143.75 |
-0.02 |
0.0% |
143.75 |
Range |
0.37 |
0.97 |
0.60 |
162.2% |
1.20 |
ATR |
0.71 |
0.73 |
0.02 |
2.6% |
0.00 |
Volume |
212,853 |
601,307 |
388,454 |
182.5% |
930,075 |
|
Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.80 |
146.24 |
144.28 |
|
R3 |
145.83 |
145.27 |
144.02 |
|
R2 |
144.86 |
144.86 |
143.93 |
|
R1 |
144.30 |
144.30 |
143.84 |
144.10 |
PP |
143.89 |
143.89 |
143.89 |
143.78 |
S1 |
143.33 |
143.33 |
143.66 |
143.13 |
S2 |
142.92 |
142.92 |
143.57 |
|
S3 |
141.95 |
142.36 |
143.48 |
|
S4 |
140.98 |
141.39 |
143.22 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.41 |
146.78 |
144.41 |
|
R3 |
146.21 |
145.58 |
144.08 |
|
R2 |
145.01 |
145.01 |
143.97 |
|
R1 |
144.38 |
144.38 |
143.86 |
144.10 |
PP |
143.81 |
143.81 |
143.81 |
143.67 |
S1 |
143.18 |
143.18 |
143.64 |
142.90 |
S2 |
142.61 |
142.61 |
143.53 |
|
S3 |
141.41 |
141.98 |
143.42 |
|
S4 |
140.21 |
140.78 |
143.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
144.93 |
143.24 |
1.69 |
1.2% |
0.67 |
0.5% |
30% |
False |
False |
188,146 |
10 |
145.93 |
143.24 |
2.69 |
1.9% |
0.70 |
0.5% |
19% |
False |
False |
100,186 |
20 |
147.42 |
143.24 |
4.18 |
2.9% |
0.71 |
0.5% |
12% |
False |
False |
52,263 |
40 |
147.53 |
143.24 |
4.29 |
3.0% |
0.65 |
0.5% |
12% |
False |
False |
26,777 |
60 |
147.53 |
142.40 |
5.13 |
3.6% |
0.59 |
0.4% |
26% |
False |
False |
17,882 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.56 |
2.618 |
146.98 |
1.618 |
146.01 |
1.000 |
145.41 |
0.618 |
145.04 |
HIGH |
144.44 |
0.618 |
144.07 |
0.500 |
143.96 |
0.382 |
143.84 |
LOW |
143.47 |
0.618 |
142.87 |
1.000 |
142.50 |
1.618 |
141.90 |
2.618 |
140.93 |
4.250 |
139.35 |
|
|
Fisher Pivots for day following 31-May-2013 |
Pivot |
1 day |
3 day |
R1 |
143.96 |
143.84 |
PP |
143.89 |
143.81 |
S1 |
143.82 |
143.78 |
|