Euro Bund Future June 2013
| Trading Metrics calculated at close of trading on 17-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2013 |
17-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
146.01 |
145.76 |
-0.25 |
-0.2% |
146.31 |
| High |
146.11 |
146.36 |
0.25 |
0.2% |
146.34 |
| Low |
145.55 |
145.35 |
-0.20 |
-0.1% |
144.93 |
| Close |
145.73 |
146.24 |
0.51 |
0.3% |
145.88 |
| Range |
0.56 |
1.01 |
0.45 |
80.4% |
1.41 |
| ATR |
0.64 |
0.66 |
0.03 |
4.2% |
0.00 |
| Volume |
975,692 |
686,921 |
-288,771 |
-29.6% |
3,469,317 |
|
| Daily Pivots for day following 17-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149.01 |
148.64 |
146.80 |
|
| R3 |
148.00 |
147.63 |
146.52 |
|
| R2 |
146.99 |
146.99 |
146.43 |
|
| R1 |
146.62 |
146.62 |
146.33 |
146.81 |
| PP |
145.98 |
145.98 |
145.98 |
146.08 |
| S1 |
145.61 |
145.61 |
146.15 |
145.80 |
| S2 |
144.97 |
144.97 |
146.05 |
|
| S3 |
143.96 |
144.60 |
145.96 |
|
| S4 |
142.95 |
143.59 |
145.68 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149.95 |
149.32 |
146.66 |
|
| R3 |
148.54 |
147.91 |
146.27 |
|
| R2 |
147.13 |
147.13 |
146.14 |
|
| R1 |
146.50 |
146.50 |
146.01 |
146.11 |
| PP |
145.72 |
145.72 |
145.72 |
145.52 |
| S1 |
145.09 |
145.09 |
145.75 |
144.70 |
| S2 |
144.31 |
144.31 |
145.62 |
|
| S3 |
142.90 |
143.68 |
145.49 |
|
| S4 |
141.49 |
142.27 |
145.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146.36 |
144.93 |
1.43 |
1.0% |
0.69 |
0.5% |
92% |
True |
False |
723,765 |
| 10 |
146.54 |
144.93 |
1.61 |
1.1% |
0.64 |
0.4% |
81% |
False |
False |
726,261 |
| 20 |
146.54 |
143.91 |
2.63 |
1.8% |
0.65 |
0.4% |
89% |
False |
False |
735,627 |
| 40 |
146.54 |
140.42 |
6.12 |
4.2% |
0.63 |
0.4% |
95% |
False |
False |
596,821 |
| 60 |
146.54 |
139.50 |
7.04 |
4.8% |
0.64 |
0.4% |
96% |
False |
False |
398,351 |
| 80 |
146.54 |
139.50 |
7.04 |
4.8% |
0.61 |
0.4% |
96% |
False |
False |
298,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150.65 |
|
2.618 |
149.00 |
|
1.618 |
147.99 |
|
1.000 |
147.37 |
|
0.618 |
146.98 |
|
HIGH |
146.36 |
|
0.618 |
145.97 |
|
0.500 |
145.86 |
|
0.382 |
145.74 |
|
LOW |
145.35 |
|
0.618 |
144.73 |
|
1.000 |
144.34 |
|
1.618 |
143.72 |
|
2.618 |
142.71 |
|
4.250 |
141.06 |
|
|
| Fisher Pivots for day following 17-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
146.11 |
146.11 |
| PP |
145.98 |
145.98 |
| S1 |
145.86 |
145.86 |
|