Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 14-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
143.00 |
143.46 |
0.46 |
0.3% |
143.24 |
High |
143.41 |
143.94 |
0.53 |
0.4% |
143.94 |
Low |
142.91 |
143.38 |
0.47 |
0.3% |
142.02 |
Close |
143.19 |
143.86 |
0.67 |
0.5% |
143.86 |
Range |
0.50 |
0.56 |
0.06 |
12.0% |
1.92 |
ATR |
0.75 |
0.75 |
0.00 |
0.0% |
0.00 |
Volume |
575,152 |
522,434 |
-52,718 |
-9.2% |
3,795,934 |
|
Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.41 |
145.19 |
144.17 |
|
R3 |
144.85 |
144.63 |
144.01 |
|
R2 |
144.29 |
144.29 |
143.96 |
|
R1 |
144.07 |
144.07 |
143.91 |
144.18 |
PP |
143.73 |
143.73 |
143.73 |
143.78 |
S1 |
143.51 |
143.51 |
143.81 |
143.62 |
S2 |
143.17 |
143.17 |
143.76 |
|
S3 |
142.61 |
142.95 |
143.71 |
|
S4 |
142.05 |
142.39 |
143.55 |
|
|
Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149.03 |
148.37 |
144.92 |
|
R3 |
147.11 |
146.45 |
144.39 |
|
R2 |
145.19 |
145.19 |
144.21 |
|
R1 |
144.53 |
144.53 |
144.04 |
144.86 |
PP |
143.27 |
143.27 |
143.27 |
143.44 |
S1 |
142.61 |
142.61 |
143.68 |
142.94 |
S2 |
141.35 |
141.35 |
143.51 |
|
S3 |
139.43 |
140.69 |
143.33 |
|
S4 |
137.51 |
138.77 |
142.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
143.94 |
142.02 |
1.92 |
1.3% |
0.70 |
0.5% |
96% |
True |
False |
759,186 |
10 |
144.18 |
142.02 |
2.16 |
1.5% |
0.74 |
0.5% |
85% |
False |
False |
821,948 |
20 |
145.93 |
142.02 |
3.91 |
2.7% |
0.72 |
0.5% |
47% |
False |
False |
461,067 |
40 |
147.53 |
142.02 |
5.51 |
3.8% |
0.68 |
0.5% |
33% |
False |
False |
232,181 |
60 |
147.53 |
142.02 |
5.51 |
3.8% |
0.66 |
0.5% |
33% |
False |
False |
154,870 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.32 |
2.618 |
145.41 |
1.618 |
144.85 |
1.000 |
144.50 |
0.618 |
144.29 |
HIGH |
143.94 |
0.618 |
143.73 |
0.500 |
143.66 |
0.382 |
143.59 |
LOW |
143.38 |
0.618 |
143.03 |
1.000 |
142.82 |
1.618 |
142.47 |
2.618 |
141.91 |
4.250 |
141.00 |
|
|
Fisher Pivots for day following 14-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
143.79 |
143.64 |
PP |
143.73 |
143.42 |
S1 |
143.66 |
143.21 |
|