Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 10-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
143.88 |
143.24 |
-0.64 |
-0.4% |
143.74 |
High |
144.15 |
143.69 |
-0.46 |
-0.3% |
144.18 |
Low |
143.19 |
142.60 |
-0.59 |
-0.4% |
142.93 |
Close |
143.39 |
142.85 |
-0.54 |
-0.4% |
143.39 |
Range |
0.96 |
1.09 |
0.13 |
13.5% |
1.25 |
ATR |
0.75 |
0.78 |
0.02 |
3.2% |
0.00 |
Volume |
697,124 |
1,171,600 |
474,476 |
68.1% |
4,423,549 |
|
Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.32 |
145.67 |
143.45 |
|
R3 |
145.23 |
144.58 |
143.15 |
|
R2 |
144.14 |
144.14 |
143.05 |
|
R1 |
143.49 |
143.49 |
142.95 |
143.27 |
PP |
143.05 |
143.05 |
143.05 |
142.94 |
S1 |
142.40 |
142.40 |
142.75 |
142.18 |
S2 |
141.96 |
141.96 |
142.65 |
|
S3 |
140.87 |
141.31 |
142.55 |
|
S4 |
139.78 |
140.22 |
142.25 |
|
|
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 |
142.60 |
1.58 |
1.1% |
0.82 |
0.6% |
16% |
False |
True |
963,225 |
10 |
144.44 |
142.60 |
1.84 |
1.3% |
0.77 |
0.5% |
14% |
False |
True |
652,522 |
20 |
145.93 |
142.60 |
3.33 |
2.3% |
0.74 |
0.5% |
8% |
False |
True |
330,956 |
40 |
147.53 |
142.60 |
4.93 |
3.5% |
0.69 |
0.5% |
5% |
False |
True |
166,598 |
60 |
147.53 |
142.60 |
4.93 |
3.5% |
0.64 |
0.4% |
5% |
False |
True |
111,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
148.32 |
2.618 |
146.54 |
1.618 |
145.45 |
1.000 |
144.78 |
0.618 |
144.36 |
HIGH |
143.69 |
0.618 |
143.27 |
0.500 |
143.15 |
0.382 |
143.02 |
LOW |
142.60 |
0.618 |
141.93 |
1.000 |
141.51 |
1.618 |
140.84 |
2.618 |
139.75 |
4.250 |
137.97 |
|
|
Fisher Pivots for day following 10-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
143.15 |
143.39 |
PP |
143.05 |
143.21 |
S1 |
142.95 |
143.03 |
|