Euro Bund Future June 2013
| Trading Metrics calculated at close of trading on 20-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2013 |
20-May-2013 |
Change |
Change % |
Previous Week |
| Open |
145.25 |
145.09 |
-0.16 |
-0.1% |
144.43 |
| High |
145.74 |
145.33 |
-0.41 |
-0.3% |
145.74 |
| Low |
145.13 |
144.65 |
-0.48 |
-0.3% |
144.22 |
| Close |
145.45 |
144.86 |
-0.59 |
-0.4% |
145.45 |
| Range |
0.61 |
0.68 |
0.07 |
11.5% |
1.52 |
| ATR |
0.70 |
0.71 |
0.01 |
1.0% |
0.00 |
| Volume |
777,073 |
518,659 |
-258,414 |
-33.3% |
4,046,581 |
|
| Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.99 |
146.60 |
145.23 |
|
| R3 |
146.31 |
145.92 |
145.05 |
|
| R2 |
145.63 |
145.63 |
144.98 |
|
| R1 |
145.24 |
145.24 |
144.92 |
145.10 |
| PP |
144.95 |
144.95 |
144.95 |
144.87 |
| S1 |
144.56 |
144.56 |
144.80 |
144.42 |
| S2 |
144.27 |
144.27 |
144.74 |
|
| S3 |
143.59 |
143.88 |
144.67 |
|
| S4 |
142.91 |
143.20 |
144.49 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149.70 |
149.09 |
146.29 |
|
| R3 |
148.18 |
147.57 |
145.87 |
|
| R2 |
146.66 |
146.66 |
145.73 |
|
| R1 |
146.05 |
146.05 |
145.59 |
146.36 |
| PP |
145.14 |
145.14 |
145.14 |
145.29 |
| S1 |
144.53 |
144.53 |
145.31 |
144.84 |
| S2 |
143.62 |
143.62 |
145.17 |
|
| S3 |
142.10 |
143.01 |
145.03 |
|
| S4 |
140.58 |
141.49 |
144.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145.74 |
144.22 |
1.52 |
1.0% |
0.71 |
0.5% |
42% |
False |
False |
761,869 |
| 10 |
146.27 |
144.22 |
2.05 |
1.4% |
0.73 |
0.5% |
31% |
False |
False |
743,334 |
| 20 |
147.20 |
144.22 |
2.98 |
2.1% |
0.68 |
0.5% |
21% |
False |
False |
738,965 |
| 40 |
147.20 |
143.91 |
3.29 |
2.3% |
0.65 |
0.4% |
29% |
False |
False |
726,322 |
| 60 |
147.20 |
140.95 |
6.25 |
4.3% |
0.65 |
0.4% |
63% |
False |
False |
665,081 |
| 80 |
147.20 |
139.50 |
7.70 |
5.3% |
0.65 |
0.4% |
70% |
False |
False |
499,217 |
| 100 |
147.20 |
139.50 |
7.70 |
5.3% |
0.63 |
0.4% |
70% |
False |
False |
399,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148.22 |
|
2.618 |
147.11 |
|
1.618 |
146.43 |
|
1.000 |
146.01 |
|
0.618 |
145.75 |
|
HIGH |
145.33 |
|
0.618 |
145.07 |
|
0.500 |
144.99 |
|
0.382 |
144.91 |
|
LOW |
144.65 |
|
0.618 |
144.23 |
|
1.000 |
143.97 |
|
1.618 |
143.55 |
|
2.618 |
142.87 |
|
4.250 |
141.76 |
|
|
| Fisher Pivots for day following 20-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
144.99 |
145.14 |
| PP |
144.95 |
145.04 |
| S1 |
144.90 |
144.95 |
|