Euro Bund Future June 2013
| Trading Metrics calculated at close of trading on 03-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2013 |
03-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
145.58 |
145.25 |
-0.33 |
-0.2% |
144.01 |
| High |
145.63 |
145.65 |
0.02 |
0.0% |
145.87 |
| Low |
145.10 |
145.13 |
0.03 |
0.0% |
143.91 |
| Close |
145.24 |
145.52 |
0.28 |
0.2% |
145.49 |
| Range |
0.53 |
0.52 |
-0.01 |
-1.9% |
1.96 |
| ATR |
0.67 |
0.66 |
-0.01 |
-1.6% |
0.00 |
| Volume |
556,674 |
784,025 |
227,351 |
40.8% |
2,946,725 |
|
| Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.99 |
146.78 |
145.81 |
|
| R3 |
146.47 |
146.26 |
145.66 |
|
| R2 |
145.95 |
145.95 |
145.62 |
|
| R1 |
145.74 |
145.74 |
145.57 |
145.85 |
| PP |
145.43 |
145.43 |
145.43 |
145.49 |
| S1 |
145.22 |
145.22 |
145.47 |
145.33 |
| S2 |
144.91 |
144.91 |
145.42 |
|
| S3 |
144.39 |
144.70 |
145.38 |
|
| S4 |
143.87 |
144.18 |
145.23 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150.97 |
150.19 |
146.57 |
|
| R3 |
149.01 |
148.23 |
146.03 |
|
| R2 |
147.05 |
147.05 |
145.85 |
|
| R1 |
146.27 |
146.27 |
145.67 |
146.66 |
| PP |
145.09 |
145.09 |
145.09 |
145.29 |
| S1 |
144.31 |
144.31 |
145.31 |
144.70 |
| S2 |
143.13 |
143.13 |
145.13 |
|
| S3 |
141.17 |
142.35 |
144.95 |
|
| S4 |
139.21 |
140.39 |
144.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145.87 |
144.49 |
1.38 |
0.9% |
0.57 |
0.4% |
75% |
False |
False |
713,140 |
| 10 |
145.87 |
143.91 |
1.96 |
1.3% |
0.66 |
0.5% |
82% |
False |
False |
744,994 |
| 20 |
145.87 |
142.27 |
3.60 |
2.5% |
0.61 |
0.4% |
90% |
False |
False |
733,141 |
| 40 |
145.87 |
140.05 |
5.82 |
4.0% |
0.62 |
0.4% |
94% |
False |
False |
415,656 |
| 60 |
145.87 |
139.50 |
6.37 |
4.4% |
0.62 |
0.4% |
95% |
False |
False |
277,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147.86 |
|
2.618 |
147.01 |
|
1.618 |
146.49 |
|
1.000 |
146.17 |
|
0.618 |
145.97 |
|
HIGH |
145.65 |
|
0.618 |
145.45 |
|
0.500 |
145.39 |
|
0.382 |
145.33 |
|
LOW |
145.13 |
|
0.618 |
144.81 |
|
1.000 |
144.61 |
|
1.618 |
144.29 |
|
2.618 |
143.77 |
|
4.250 |
142.92 |
|
|
| Fisher Pivots for day following 03-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
145.48 |
145.51 |
| PP |
145.43 |
145.50 |
| S1 |
145.39 |
145.49 |
|