Euro Bund Future September 2013
| Trading Metrics calculated at close of trading on 04-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2013 |
04-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
143.74 |
143.30 |
-0.44 |
-0.3% |
144.21 |
| High |
143.87 |
143.50 |
-0.37 |
-0.3% |
144.44 |
| Low |
142.93 |
143.10 |
0.17 |
0.1% |
143.24 |
| Close |
143.53 |
143.31 |
-0.22 |
-0.2% |
143.75 |
| Range |
0.94 |
0.40 |
-0.54 |
-57.4% |
1.20 |
| ATR |
0.74 |
0.72 |
-0.02 |
-3.0% |
0.00 |
| Volume |
779,023 |
1,017,434 |
238,411 |
30.6% |
930,075 |
|
| Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.50 |
144.31 |
143.53 |
|
| R3 |
144.10 |
143.91 |
143.42 |
|
| R2 |
143.70 |
143.70 |
143.38 |
|
| R1 |
143.51 |
143.51 |
143.35 |
143.61 |
| PP |
143.30 |
143.30 |
143.30 |
143.35 |
| S1 |
143.11 |
143.11 |
143.27 |
143.21 |
| S2 |
142.90 |
142.90 |
143.24 |
|
| S3 |
142.50 |
142.71 |
143.20 |
|
| S4 |
142.10 |
142.31 |
143.09 |
|
|
| 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% |
0.64 |
0.4% |
25% |
False |
False |
534,517 |
| 10 |
145.30 |
142.93 |
2.37 |
1.7% |
0.71 |
0.5% |
16% |
False |
False |
278,440 |
| 20 |
146.53 |
142.93 |
3.60 |
2.5% |
0.70 |
0.5% |
11% |
False |
False |
141,810 |
| 40 |
147.53 |
142.93 |
4.60 |
3.2% |
0.65 |
0.5% |
8% |
False |
False |
71,659 |
| 60 |
147.53 |
142.40 |
5.13 |
3.6% |
0.60 |
0.4% |
18% |
False |
False |
47,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145.20 |
|
2.618 |
144.55 |
|
1.618 |
144.15 |
|
1.000 |
143.90 |
|
0.618 |
143.75 |
|
HIGH |
143.50 |
|
0.618 |
143.35 |
|
0.500 |
143.30 |
|
0.382 |
143.25 |
|
LOW |
143.10 |
|
0.618 |
142.85 |
|
1.000 |
142.70 |
|
1.618 |
142.45 |
|
2.618 |
142.05 |
|
4.250 |
141.40 |
|
|
| Fisher Pivots for day following 04-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143.31 |
143.69 |
| PP |
143.30 |
143.56 |
| S1 |
143.30 |
143.44 |
|