Euro Bund Future September 2013
| Trading Metrics calculated at close of trading on 07-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
143.76 |
143.88 |
0.12 |
0.1% |
143.74 |
| High |
144.18 |
144.15 |
-0.03 |
0.0% |
144.18 |
| Low |
143.15 |
143.19 |
0.04 |
0.0% |
142.93 |
| Close |
143.45 |
143.39 |
-0.06 |
0.0% |
143.39 |
| Range |
1.03 |
0.96 |
-0.07 |
-6.8% |
1.25 |
| ATR |
0.73 |
0.75 |
0.02 |
2.2% |
0.00 |
| Volume |
879,773 |
697,124 |
-182,649 |
-20.8% |
4,423,549 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.46 |
145.88 |
143.92 |
|
| R3 |
145.50 |
144.92 |
143.65 |
|
| R2 |
144.54 |
144.54 |
143.57 |
|
| R1 |
143.96 |
143.96 |
143.48 |
143.77 |
| PP |
143.58 |
143.58 |
143.58 |
143.48 |
| S1 |
143.00 |
143.00 |
143.30 |
142.81 |
| S2 |
142.62 |
142.62 |
143.21 |
|
| S3 |
141.66 |
142.04 |
143.13 |
|
| S4 |
140.70 |
141.08 |
142.86 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147.25 |
146.57 |
144.08 |
|
| R3 |
146.00 |
145.32 |
143.73 |
|
| R2 |
144.75 |
144.75 |
143.62 |
|
| R1 |
144.07 |
144.07 |
143.50 |
143.79 |
| PP |
143.50 |
143.50 |
143.50 |
143.36 |
| S1 |
142.82 |
142.82 |
143.28 |
142.54 |
| S2 |
142.25 |
142.25 |
143.16 |
|
| S3 |
141.00 |
141.57 |
143.05 |
|
| S4 |
139.75 |
140.32 |
142.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144.18 |
142.93 |
1.25 |
0.9% |
0.79 |
0.5% |
37% |
False |
False |
884,709 |
| 10 |
144.93 |
142.93 |
2.00 |
1.4% |
0.73 |
0.5% |
23% |
False |
False |
536,428 |
| 20 |
145.93 |
142.93 |
3.00 |
2.1% |
0.74 |
0.5% |
15% |
False |
False |
272,609 |
| 40 |
147.53 |
142.93 |
4.60 |
3.2% |
0.68 |
0.5% |
10% |
False |
False |
137,311 |
| 60 |
147.53 |
142.80 |
4.73 |
3.3% |
0.62 |
0.4% |
12% |
False |
False |
91,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148.23 |
|
2.618 |
146.66 |
|
1.618 |
145.70 |
|
1.000 |
145.11 |
|
0.618 |
144.74 |
|
HIGH |
144.15 |
|
0.618 |
143.78 |
|
0.500 |
143.67 |
|
0.382 |
143.56 |
|
LOW |
143.19 |
|
0.618 |
142.60 |
|
1.000 |
142.23 |
|
1.618 |
141.64 |
|
2.618 |
140.68 |
|
4.250 |
139.11 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143.67 |
143.67 |
| PP |
143.58 |
143.57 |
| S1 |
143.48 |
143.48 |
|