Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 13-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
142.65 |
143.00 |
0.35 |
0.2% |
143.74 |
High |
142.95 |
143.41 |
0.46 |
0.3% |
144.18 |
Low |
142.47 |
142.91 |
0.44 |
0.3% |
142.93 |
Close |
142.79 |
143.19 |
0.40 |
0.3% |
143.39 |
Range |
0.48 |
0.50 |
0.02 |
4.2% |
1.25 |
ATR |
0.76 |
0.75 |
-0.01 |
-1.3% |
0.00 |
Volume |
824,449 |
575,152 |
-249,297 |
-30.2% |
4,423,549 |
|
Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.67 |
144.43 |
143.47 |
|
R3 |
144.17 |
143.93 |
143.33 |
|
R2 |
143.67 |
143.67 |
143.28 |
|
R1 |
143.43 |
143.43 |
143.24 |
143.55 |
PP |
143.17 |
143.17 |
143.17 |
143.23 |
S1 |
142.93 |
142.93 |
143.14 |
143.05 |
S2 |
142.67 |
142.67 |
143.10 |
|
S3 |
142.17 |
142.43 |
143.05 |
|
S4 |
141.67 |
141.93 |
142.92 |
|
|
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 |
144.15 |
142.02 |
2.13 |
1.5% |
0.78 |
0.5% |
55% |
False |
False |
794,124 |
10 |
144.44 |
142.02 |
2.42 |
1.7% |
0.78 |
0.5% |
48% |
False |
False |
829,835 |
20 |
145.93 |
142.02 |
3.91 |
2.7% |
0.73 |
0.5% |
30% |
False |
False |
435,397 |
40 |
147.53 |
142.02 |
5.51 |
3.8% |
0.69 |
0.5% |
21% |
False |
False |
219,128 |
60 |
147.53 |
142.02 |
5.51 |
3.8% |
0.66 |
0.5% |
21% |
False |
False |
146,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.54 |
2.618 |
144.72 |
1.618 |
144.22 |
1.000 |
143.91 |
0.618 |
143.72 |
HIGH |
143.41 |
0.618 |
143.22 |
0.500 |
143.16 |
0.382 |
143.10 |
LOW |
142.91 |
0.618 |
142.60 |
1.000 |
142.41 |
1.618 |
142.10 |
2.618 |
141.60 |
4.250 |
140.79 |
|
|
Fisher Pivots for day following 13-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
143.18 |
143.03 |
PP |
143.17 |
142.87 |
S1 |
143.16 |
142.72 |
|