Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 18-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
143.62 |
143.56 |
-0.06 |
0.0% |
143.24 |
High |
143.99 |
143.68 |
-0.31 |
-0.2% |
143.94 |
Low |
143.48 |
143.13 |
-0.35 |
-0.2% |
142.02 |
Close |
143.78 |
143.21 |
-0.57 |
-0.4% |
143.86 |
Range |
0.51 |
0.55 |
0.04 |
7.8% |
1.92 |
ATR |
0.73 |
0.73 |
-0.01 |
-0.8% |
0.00 |
Volume |
624,452 |
662,931 |
38,479 |
6.2% |
3,795,934 |
|
Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.99 |
144.65 |
143.51 |
|
R3 |
144.44 |
144.10 |
143.36 |
|
R2 |
143.89 |
143.89 |
143.31 |
|
R1 |
143.55 |
143.55 |
143.26 |
143.45 |
PP |
143.34 |
143.34 |
143.34 |
143.29 |
S1 |
143.00 |
143.00 |
143.16 |
142.90 |
S2 |
142.79 |
142.79 |
143.11 |
|
S3 |
142.24 |
142.45 |
143.06 |
|
S4 |
141.69 |
141.90 |
142.91 |
|
|
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 |
142.47 |
1.52 |
1.1% |
0.52 |
0.4% |
49% |
False |
False |
641,883 |
10 |
144.18 |
142.02 |
2.16 |
1.5% |
0.71 |
0.5% |
55% |
False |
False |
771,040 |
20 |
145.30 |
142.02 |
3.28 |
2.3% |
0.71 |
0.5% |
36% |
False |
False |
524,740 |
40 |
147.53 |
142.02 |
5.51 |
3.8% |
0.69 |
0.5% |
22% |
False |
False |
264,230 |
60 |
147.53 |
142.02 |
5.51 |
3.8% |
0.65 |
0.5% |
22% |
False |
False |
176,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.02 |
2.618 |
145.12 |
1.618 |
144.57 |
1.000 |
144.23 |
0.618 |
144.02 |
HIGH |
143.68 |
0.618 |
143.47 |
0.500 |
143.41 |
0.382 |
143.34 |
LOW |
143.13 |
0.618 |
142.79 |
1.000 |
142.58 |
1.618 |
142.24 |
2.618 |
141.69 |
4.250 |
140.79 |
|
|
Fisher Pivots for day following 18-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
143.41 |
143.56 |
PP |
143.34 |
143.44 |
S1 |
143.28 |
143.33 |
|