Euro Bund Future June 2013
Trading Metrics calculated at close of trading on 21-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2013 |
21-May-2013 |
Change |
Change % |
Previous Week |
Open |
145.09 |
144.86 |
-0.23 |
-0.2% |
144.43 |
High |
145.33 |
144.92 |
-0.41 |
-0.3% |
145.74 |
Low |
144.65 |
144.25 |
-0.40 |
-0.3% |
144.22 |
Close |
144.86 |
144.33 |
-0.53 |
-0.4% |
145.45 |
Range |
0.68 |
0.67 |
-0.01 |
-1.5% |
1.52 |
ATR |
0.71 |
0.71 |
0.00 |
-0.4% |
0.00 |
Volume |
518,659 |
871,196 |
352,537 |
68.0% |
4,046,581 |
|
Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.51 |
146.09 |
144.70 |
|
R3 |
145.84 |
145.42 |
144.51 |
|
R2 |
145.17 |
145.17 |
144.45 |
|
R1 |
144.75 |
144.75 |
144.39 |
144.63 |
PP |
144.50 |
144.50 |
144.50 |
144.44 |
S1 |
144.08 |
144.08 |
144.27 |
143.96 |
S2 |
143.83 |
143.83 |
144.21 |
|
S3 |
143.16 |
143.41 |
144.15 |
|
S4 |
142.49 |
142.74 |
143.96 |
|
|
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 |
144.25 |
1.49 |
1.0% |
0.69 |
0.5% |
5% |
False |
True |
800,287 |
10 |
146.23 |
144.22 |
2.01 |
1.4% |
0.71 |
0.5% |
5% |
False |
False |
764,887 |
20 |
147.20 |
144.22 |
2.98 |
2.1% |
0.68 |
0.5% |
4% |
False |
False |
731,252 |
40 |
147.20 |
143.91 |
3.29 |
2.3% |
0.65 |
0.5% |
13% |
False |
False |
729,779 |
60 |
147.20 |
141.03 |
6.17 |
4.3% |
0.65 |
0.4% |
53% |
False |
False |
679,356 |
80 |
147.20 |
139.50 |
7.70 |
5.3% |
0.65 |
0.4% |
63% |
False |
False |
510,095 |
100 |
147.20 |
139.50 |
7.70 |
5.3% |
0.63 |
0.4% |
63% |
False |
False |
408,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.77 |
2.618 |
146.67 |
1.618 |
146.00 |
1.000 |
145.59 |
0.618 |
145.33 |
HIGH |
144.92 |
0.618 |
144.66 |
0.500 |
144.59 |
0.382 |
144.51 |
LOW |
144.25 |
0.618 |
143.84 |
1.000 |
143.58 |
1.618 |
143.17 |
2.618 |
142.50 |
4.250 |
141.40 |
|
|
Fisher Pivots for day following 21-May-2013 |
Pivot |
1 day |
3 day |
R1 |
144.59 |
145.00 |
PP |
144.50 |
144.77 |
S1 |
144.42 |
144.55 |
|