Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 20-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
143.35 |
142.03 |
-1.32 |
-0.9% |
143.24 |
High |
143.73 |
142.60 |
-1.13 |
-0.8% |
143.94 |
Low |
142.35 |
141.86 |
-0.49 |
-0.3% |
142.02 |
Close |
143.44 |
142.13 |
-1.31 |
-0.9% |
143.86 |
Range |
1.38 |
0.74 |
-0.64 |
-46.4% |
1.92 |
ATR |
0.77 |
0.83 |
0.06 |
7.5% |
0.00 |
Volume |
1,182,396 |
924,526 |
-257,870 |
-21.8% |
3,795,934 |
|
Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.42 |
144.01 |
142.54 |
|
R3 |
143.68 |
143.27 |
142.33 |
|
R2 |
142.94 |
142.94 |
142.27 |
|
R1 |
142.53 |
142.53 |
142.20 |
142.74 |
PP |
142.20 |
142.20 |
142.20 |
142.30 |
S1 |
141.79 |
141.79 |
142.06 |
142.00 |
S2 |
141.46 |
141.46 |
141.99 |
|
S3 |
140.72 |
141.05 |
141.93 |
|
S4 |
139.98 |
140.31 |
141.72 |
|
|
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 |
141.86 |
2.13 |
1.5% |
0.75 |
0.5% |
13% |
False |
True |
783,347 |
10 |
144.15 |
141.86 |
2.29 |
1.6% |
0.76 |
0.5% |
12% |
False |
True |
788,736 |
20 |
145.25 |
141.86 |
3.39 |
2.4% |
0.74 |
0.5% |
8% |
False |
True |
628,803 |
40 |
147.53 |
141.86 |
5.67 |
4.0% |
0.70 |
0.5% |
5% |
False |
True |
316,827 |
60 |
147.53 |
141.86 |
5.67 |
4.0% |
0.67 |
0.5% |
5% |
False |
True |
211,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.75 |
2.618 |
144.54 |
1.618 |
143.80 |
1.000 |
143.34 |
0.618 |
143.06 |
HIGH |
142.60 |
0.618 |
142.32 |
0.500 |
142.23 |
0.382 |
142.14 |
LOW |
141.86 |
0.618 |
141.40 |
1.000 |
141.12 |
1.618 |
140.66 |
2.618 |
139.92 |
4.250 |
138.72 |
|
|
Fisher Pivots for day following 20-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
142.23 |
142.80 |
PP |
142.20 |
142.57 |
S1 |
142.16 |
142.35 |
|