Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 06-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2013 |
06-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
143.50 |
143.76 |
0.26 |
0.2% |
144.21 |
High |
143.87 |
144.18 |
0.31 |
0.2% |
144.44 |
Low |
143.26 |
143.15 |
-0.11 |
-0.1% |
143.24 |
Close |
143.78 |
143.45 |
-0.33 |
-0.2% |
143.75 |
Range |
0.61 |
1.03 |
0.42 |
68.9% |
1.20 |
ATR |
0.71 |
0.73 |
0.02 |
3.2% |
0.00 |
Volume |
1,050,195 |
879,773 |
-170,422 |
-16.2% |
930,075 |
|
Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.68 |
146.10 |
144.02 |
|
R3 |
145.65 |
145.07 |
143.73 |
|
R2 |
144.62 |
144.62 |
143.64 |
|
R1 |
144.04 |
144.04 |
143.54 |
143.82 |
PP |
143.59 |
143.59 |
143.59 |
143.48 |
S1 |
143.01 |
143.01 |
143.36 |
142.79 |
S2 |
142.56 |
142.56 |
143.26 |
|
S3 |
141.53 |
141.98 |
143.17 |
|
S4 |
140.50 |
140.95 |
142.88 |
|
|
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% |
0.79 |
0.6% |
34% |
False |
False |
865,546 |
10 |
145.25 |
142.93 |
2.32 |
1.6% |
0.72 |
0.5% |
22% |
False |
False |
468,870 |
20 |
146.46 |
142.93 |
3.53 |
2.5% |
0.71 |
0.5% |
15% |
False |
False |
237,839 |
40 |
147.53 |
142.93 |
4.60 |
3.2% |
0.67 |
0.5% |
11% |
False |
False |
119,886 |
60 |
147.53 |
142.62 |
4.91 |
3.4% |
0.61 |
0.4% |
17% |
False |
False |
79,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.56 |
2.618 |
146.88 |
1.618 |
145.85 |
1.000 |
145.21 |
0.618 |
144.82 |
HIGH |
144.18 |
0.618 |
143.79 |
0.500 |
143.67 |
0.382 |
143.54 |
LOW |
143.15 |
0.618 |
142.51 |
1.000 |
142.12 |
1.618 |
141.48 |
2.618 |
140.45 |
4.250 |
138.77 |
|
|
Fisher Pivots for day following 06-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
143.67 |
143.64 |
PP |
143.59 |
143.58 |
S1 |
143.52 |
143.51 |
|