Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 05-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2013 |
05-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
143.30 |
143.50 |
0.20 |
0.1% |
144.21 |
High |
143.50 |
143.87 |
0.37 |
0.3% |
144.44 |
Low |
143.10 |
143.26 |
0.16 |
0.1% |
143.24 |
Close |
143.31 |
143.78 |
0.47 |
0.3% |
143.75 |
Range |
0.40 |
0.61 |
0.21 |
52.5% |
1.20 |
ATR |
0.72 |
0.71 |
-0.01 |
-1.1% |
0.00 |
Volume |
1,017,434 |
1,050,195 |
32,761 |
3.2% |
930,075 |
|
Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.47 |
145.23 |
144.12 |
|
R3 |
144.86 |
144.62 |
143.95 |
|
R2 |
144.25 |
144.25 |
143.89 |
|
R1 |
144.01 |
144.01 |
143.84 |
144.13 |
PP |
143.64 |
143.64 |
143.64 |
143.70 |
S1 |
143.40 |
143.40 |
143.72 |
143.52 |
S2 |
143.03 |
143.03 |
143.67 |
|
S3 |
142.42 |
142.79 |
143.61 |
|
S4 |
141.81 |
142.18 |
143.44 |
|
|
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% |
0.66 |
0.5% |
56% |
False |
False |
732,162 |
10 |
145.30 |
142.93 |
2.37 |
1.6% |
0.71 |
0.5% |
36% |
False |
False |
382,501 |
20 |
146.46 |
142.93 |
3.53 |
2.5% |
0.68 |
0.5% |
24% |
False |
False |
194,083 |
40 |
147.53 |
142.93 |
4.60 |
3.2% |
0.65 |
0.5% |
18% |
False |
False |
97,910 |
60 |
147.53 |
142.40 |
5.13 |
3.6% |
0.60 |
0.4% |
27% |
False |
False |
65,325 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.46 |
2.618 |
145.47 |
1.618 |
144.86 |
1.000 |
144.48 |
0.618 |
144.25 |
HIGH |
143.87 |
0.618 |
143.64 |
0.500 |
143.57 |
0.382 |
143.49 |
LOW |
143.26 |
0.618 |
142.88 |
1.000 |
142.65 |
1.618 |
142.27 |
2.618 |
141.66 |
4.250 |
140.67 |
|
|
Fisher Pivots for day following 05-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
143.71 |
143.65 |
PP |
143.64 |
143.53 |
S1 |
143.57 |
143.40 |
|