Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 03-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2013 |
03-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
143.84 |
143.74 |
-0.10 |
-0.1% |
144.21 |
High |
144.44 |
143.87 |
-0.57 |
-0.4% |
144.44 |
Low |
143.47 |
142.93 |
-0.54 |
-0.4% |
143.24 |
Close |
143.75 |
143.53 |
-0.22 |
-0.2% |
143.75 |
Range |
0.97 |
0.94 |
-0.03 |
-3.1% |
1.20 |
ATR |
0.73 |
0.74 |
0.02 |
2.1% |
0.00 |
Volume |
601,307 |
779,023 |
177,716 |
29.6% |
930,075 |
|
Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.26 |
145.84 |
144.05 |
|
R3 |
145.32 |
144.90 |
143.79 |
|
R2 |
144.38 |
144.38 |
143.70 |
|
R1 |
143.96 |
143.96 |
143.62 |
143.70 |
PP |
143.44 |
143.44 |
143.44 |
143.32 |
S1 |
143.02 |
143.02 |
143.44 |
142.76 |
S2 |
142.50 |
142.50 |
143.36 |
|
S3 |
141.56 |
142.08 |
143.27 |
|
S4 |
140.62 |
141.14 |
143.01 |
|
|
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 |
144.44 |
142.93 |
1.51 |
1.1% |
0.72 |
0.5% |
40% |
False |
True |
341,819 |
10 |
145.47 |
142.93 |
2.54 |
1.8% |
0.73 |
0.5% |
24% |
False |
True |
177,283 |
20 |
146.64 |
142.93 |
3.71 |
2.6% |
0.70 |
0.5% |
16% |
False |
True |
91,087 |
40 |
147.53 |
142.93 |
4.60 |
3.2% |
0.66 |
0.5% |
13% |
False |
True |
46,246 |
60 |
147.53 |
142.40 |
5.13 |
3.6% |
0.60 |
0.4% |
22% |
False |
False |
30,865 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.87 |
2.618 |
146.33 |
1.618 |
145.39 |
1.000 |
144.81 |
0.618 |
144.45 |
HIGH |
143.87 |
0.618 |
143.51 |
0.500 |
143.40 |
0.382 |
143.29 |
LOW |
142.93 |
0.618 |
142.35 |
1.000 |
141.99 |
1.618 |
141.41 |
2.618 |
140.47 |
4.250 |
138.94 |
|
|
Fisher Pivots for day following 03-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
143.49 |
143.69 |
PP |
143.44 |
143.63 |
S1 |
143.40 |
143.58 |
|