Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 17-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
143.46 |
143.62 |
0.16 |
0.1% |
143.24 |
High |
143.94 |
143.99 |
0.05 |
0.0% |
143.94 |
Low |
143.38 |
143.48 |
0.10 |
0.1% |
142.02 |
Close |
143.86 |
143.78 |
-0.08 |
-0.1% |
143.86 |
Range |
0.56 |
0.51 |
-0.05 |
-8.9% |
1.92 |
ATR |
0.75 |
0.73 |
-0.02 |
-2.3% |
0.00 |
Volume |
522,434 |
624,452 |
102,018 |
19.5% |
3,795,934 |
|
Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.28 |
145.04 |
144.06 |
|
R3 |
144.77 |
144.53 |
143.92 |
|
R2 |
144.26 |
144.26 |
143.87 |
|
R1 |
144.02 |
144.02 |
143.83 |
144.14 |
PP |
143.75 |
143.75 |
143.75 |
143.81 |
S1 |
143.51 |
143.51 |
143.73 |
143.63 |
S2 |
143.24 |
143.24 |
143.69 |
|
S3 |
142.73 |
143.00 |
143.64 |
|
S4 |
142.22 |
142.49 |
143.50 |
|
|
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 |
143.99 |
142.02 |
1.97 |
1.4% |
0.58 |
0.4% |
89% |
True |
False |
649,757 |
10 |
144.18 |
142.02 |
2.16 |
1.5% |
0.70 |
0.5% |
81% |
False |
False |
806,491 |
20 |
145.47 |
142.02 |
3.45 |
2.4% |
0.72 |
0.5% |
51% |
False |
False |
491,887 |
40 |
147.53 |
142.02 |
5.51 |
3.8% |
0.68 |
0.5% |
32% |
False |
False |
247,718 |
60 |
147.53 |
142.02 |
5.51 |
3.8% |
0.65 |
0.5% |
32% |
False |
False |
165,275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.16 |
2.618 |
145.33 |
1.618 |
144.82 |
1.000 |
144.50 |
0.618 |
144.31 |
HIGH |
143.99 |
0.618 |
143.80 |
0.500 |
143.74 |
0.382 |
143.67 |
LOW |
143.48 |
0.618 |
143.16 |
1.000 |
142.97 |
1.618 |
142.65 |
2.618 |
142.14 |
4.250 |
141.31 |
|
|
Fisher Pivots for day following 17-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
143.77 |
143.67 |
PP |
143.75 |
143.56 |
S1 |
143.74 |
143.45 |
|