Euro Bund Future June 2013
| Trading Metrics calculated at close of trading on 31-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
| Open |
143.60 |
143.79 |
0.19 |
0.1% |
144.15 |
| High |
143.86 |
144.38 |
0.52 |
0.4% |
144.38 |
| Low |
143.47 |
143.43 |
-0.04 |
0.0% |
143.25 |
| Close |
143.73 |
143.71 |
-0.02 |
0.0% |
143.71 |
| Range |
0.39 |
0.95 |
0.56 |
143.6% |
1.13 |
| ATR |
0.72 |
0.73 |
0.02 |
2.3% |
0.00 |
| Volume |
1,206,083 |
1,498,220 |
292,137 |
24.2% |
4,478,391 |
|
| Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.69 |
146.15 |
144.23 |
|
| R3 |
145.74 |
145.20 |
143.97 |
|
| R2 |
144.79 |
144.79 |
143.88 |
|
| R1 |
144.25 |
144.25 |
143.80 |
144.05 |
| PP |
143.84 |
143.84 |
143.84 |
143.74 |
| S1 |
143.30 |
143.30 |
143.62 |
143.10 |
| S2 |
142.89 |
142.89 |
143.54 |
|
| S3 |
141.94 |
142.35 |
143.45 |
|
| S4 |
140.99 |
141.40 |
143.19 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147.17 |
146.57 |
144.33 |
|
| R3 |
146.04 |
145.44 |
144.02 |
|
| R2 |
144.91 |
144.91 |
143.92 |
|
| R1 |
144.31 |
144.31 |
143.81 |
144.05 |
| PP |
143.78 |
143.78 |
143.78 |
143.65 |
| S1 |
143.18 |
143.18 |
143.61 |
142.92 |
| S2 |
142.65 |
142.65 |
143.50 |
|
| S3 |
141.52 |
142.05 |
143.40 |
|
| S4 |
140.39 |
140.92 |
143.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144.83 |
143.25 |
1.58 |
1.1% |
0.67 |
0.5% |
29% |
False |
False |
1,070,154 |
| 10 |
145.74 |
143.25 |
2.49 |
1.7% |
0.71 |
0.5% |
18% |
False |
False |
972,728 |
| 20 |
147.11 |
143.25 |
3.86 |
2.7% |
0.73 |
0.5% |
12% |
False |
False |
849,761 |
| 40 |
147.20 |
143.25 |
3.95 |
2.7% |
0.67 |
0.5% |
12% |
False |
False |
793,278 |
| 60 |
147.20 |
142.27 |
4.93 |
3.4% |
0.65 |
0.5% |
29% |
False |
False |
773,233 |
| 80 |
147.20 |
140.05 |
7.15 |
5.0% |
0.64 |
0.4% |
51% |
False |
False |
604,467 |
| 100 |
147.20 |
139.50 |
7.70 |
5.4% |
0.64 |
0.4% |
55% |
False |
False |
483,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148.42 |
|
2.618 |
146.87 |
|
1.618 |
145.92 |
|
1.000 |
145.33 |
|
0.618 |
144.97 |
|
HIGH |
144.38 |
|
0.618 |
144.02 |
|
0.500 |
143.91 |
|
0.382 |
143.79 |
|
LOW |
143.43 |
|
0.618 |
142.84 |
|
1.000 |
142.48 |
|
1.618 |
141.89 |
|
2.618 |
140.94 |
|
4.250 |
139.39 |
|
|
| Fisher Pivots for day following 31-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143.91 |
143.82 |
| PP |
143.84 |
143.78 |
| S1 |
143.78 |
143.75 |
|