Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 12-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
142.73 |
142.65 |
-0.08 |
-0.1% |
143.74 |
High |
142.87 |
142.95 |
0.08 |
0.1% |
144.18 |
Low |
142.02 |
142.47 |
0.45 |
0.3% |
142.93 |
Close |
142.74 |
142.79 |
0.05 |
0.0% |
143.39 |
Range |
0.85 |
0.48 |
-0.37 |
-43.5% |
1.25 |
ATR |
0.78 |
0.76 |
-0.02 |
-2.8% |
0.00 |
Volume |
702,299 |
824,449 |
122,150 |
17.4% |
4,423,549 |
|
Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.18 |
143.96 |
143.05 |
|
R3 |
143.70 |
143.48 |
142.92 |
|
R2 |
143.22 |
143.22 |
142.88 |
|
R1 |
143.00 |
143.00 |
142.83 |
143.11 |
PP |
142.74 |
142.74 |
142.74 |
142.79 |
S1 |
142.52 |
142.52 |
142.75 |
142.63 |
S2 |
142.26 |
142.26 |
142.70 |
|
S3 |
141.78 |
142.04 |
142.66 |
|
S4 |
141.30 |
141.56 |
142.53 |
|
|
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% |
0.88 |
0.6% |
36% |
False |
False |
855,049 |
10 |
144.44 |
142.02 |
2.42 |
1.7% |
0.77 |
0.5% |
32% |
False |
False |
793,605 |
20 |
145.93 |
142.02 |
3.91 |
2.7% |
0.74 |
0.5% |
20% |
False |
False |
406,967 |
40 |
147.53 |
142.02 |
5.51 |
3.9% |
0.69 |
0.5% |
14% |
False |
False |
204,753 |
60 |
147.53 |
142.02 |
5.51 |
3.9% |
0.65 |
0.5% |
14% |
False |
False |
136,578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.99 |
2.618 |
144.21 |
1.618 |
143.73 |
1.000 |
143.43 |
0.618 |
143.25 |
HIGH |
142.95 |
0.618 |
142.77 |
0.500 |
142.71 |
0.382 |
142.65 |
LOW |
142.47 |
0.618 |
142.17 |
1.000 |
141.99 |
1.618 |
141.69 |
2.618 |
141.21 |
4.250 |
140.43 |
|
|
Fisher Pivots for day following 12-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
142.76 |
142.86 |
PP |
142.74 |
142.83 |
S1 |
142.71 |
142.81 |
|