Euro Bund Future June 2013
| Trading Metrics calculated at close of trading on 09-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2013 |
09-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
146.31 |
145.87 |
-0.44 |
-0.3% |
145.58 |
| High |
146.34 |
146.06 |
-0.28 |
-0.2% |
146.54 |
| Low |
145.85 |
145.51 |
-0.34 |
-0.2% |
145.10 |
| Close |
146.08 |
145.80 |
-0.28 |
-0.2% |
146.34 |
| Range |
0.49 |
0.55 |
0.06 |
12.2% |
1.44 |
| ATR |
0.65 |
0.65 |
-0.01 |
-0.9% |
0.00 |
| Volume |
776,696 |
702,063 |
-74,633 |
-9.6% |
2,781,917 |
|
| Daily Pivots for day following 09-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147.44 |
147.17 |
146.10 |
|
| R3 |
146.89 |
146.62 |
145.95 |
|
| R2 |
146.34 |
146.34 |
145.90 |
|
| R1 |
146.07 |
146.07 |
145.85 |
145.93 |
| PP |
145.79 |
145.79 |
145.79 |
145.72 |
| S1 |
145.52 |
145.52 |
145.75 |
145.38 |
| S2 |
145.24 |
145.24 |
145.70 |
|
| S3 |
144.69 |
144.97 |
145.65 |
|
| S4 |
144.14 |
144.42 |
145.50 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150.31 |
149.77 |
147.13 |
|
| R3 |
148.87 |
148.33 |
146.74 |
|
| R2 |
147.43 |
147.43 |
146.60 |
|
| R1 |
146.89 |
146.89 |
146.47 |
147.16 |
| PP |
145.99 |
145.99 |
145.99 |
146.13 |
| S1 |
145.45 |
145.45 |
146.21 |
145.72 |
| S2 |
144.55 |
144.55 |
146.08 |
|
| S3 |
143.11 |
144.01 |
145.94 |
|
| S4 |
141.67 |
142.57 |
145.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146.54 |
145.13 |
1.41 |
1.0% |
0.58 |
0.4% |
48% |
False |
False |
740,800 |
| 10 |
146.54 |
143.91 |
2.63 |
1.8% |
0.62 |
0.4% |
72% |
False |
False |
720,740 |
| 20 |
146.54 |
142.51 |
4.03 |
2.8% |
0.61 |
0.4% |
82% |
False |
False |
724,171 |
| 40 |
146.54 |
140.05 |
6.49 |
4.5% |
0.62 |
0.4% |
89% |
False |
False |
488,523 |
| 60 |
146.54 |
139.50 |
7.04 |
4.8% |
0.63 |
0.4% |
89% |
False |
False |
326,022 |
| 80 |
146.54 |
139.50 |
7.04 |
4.8% |
0.57 |
0.4% |
89% |
False |
False |
244,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148.40 |
|
2.618 |
147.50 |
|
1.618 |
146.95 |
|
1.000 |
146.61 |
|
0.618 |
146.40 |
|
HIGH |
146.06 |
|
0.618 |
145.85 |
|
0.500 |
145.79 |
|
0.382 |
145.72 |
|
LOW |
145.51 |
|
0.618 |
145.17 |
|
1.000 |
144.96 |
|
1.618 |
144.62 |
|
2.618 |
144.07 |
|
4.250 |
143.17 |
|
|
| Fisher Pivots for day following 09-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
145.80 |
146.03 |
| PP |
145.79 |
145.95 |
| S1 |
145.79 |
145.88 |
|