Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 11-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
143.24 |
142.73 |
-0.51 |
-0.4% |
143.74 |
High |
143.69 |
142.87 |
-0.82 |
-0.6% |
144.18 |
Low |
142.60 |
142.02 |
-0.58 |
-0.4% |
142.93 |
Close |
142.85 |
142.74 |
-0.11 |
-0.1% |
143.39 |
Range |
1.09 |
0.85 |
-0.24 |
-22.0% |
1.25 |
ATR |
0.78 |
0.78 |
0.01 |
0.7% |
0.00 |
Volume |
1,171,600 |
702,299 |
-469,301 |
-40.1% |
4,423,549 |
|
Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.09 |
144.77 |
143.21 |
|
R3 |
144.24 |
143.92 |
142.97 |
|
R2 |
143.39 |
143.39 |
142.90 |
|
R1 |
143.07 |
143.07 |
142.82 |
143.23 |
PP |
142.54 |
142.54 |
142.54 |
142.63 |
S1 |
142.22 |
142.22 |
142.66 |
142.38 |
S2 |
141.69 |
141.69 |
142.58 |
|
S3 |
140.84 |
141.37 |
142.51 |
|
S4 |
139.99 |
140.52 |
142.27 |
|
|
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 |
142.02 |
2.16 |
1.5% |
0.91 |
0.6% |
33% |
False |
True |
900,198 |
10 |
144.44 |
142.02 |
2.42 |
1.7% |
0.77 |
0.5% |
30% |
False |
True |
717,357 |
20 |
145.93 |
142.02 |
3.91 |
2.7% |
0.75 |
0.5% |
18% |
False |
True |
365,945 |
40 |
147.53 |
142.02 |
5.51 |
3.9% |
0.69 |
0.5% |
13% |
False |
True |
184,149 |
60 |
147.53 |
142.02 |
5.51 |
3.9% |
0.65 |
0.5% |
13% |
False |
True |
122,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.48 |
2.618 |
145.10 |
1.618 |
144.25 |
1.000 |
143.72 |
0.618 |
143.40 |
HIGH |
142.87 |
0.618 |
142.55 |
0.500 |
142.45 |
0.382 |
142.34 |
LOW |
142.02 |
0.618 |
141.49 |
1.000 |
141.17 |
1.618 |
140.64 |
2.618 |
139.79 |
4.250 |
138.41 |
|
|
Fisher Pivots for day following 11-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
142.64 |
143.09 |
PP |
142.54 |
142.97 |
S1 |
142.45 |
142.86 |
|