Euro Bund Future June 2013
| Trading Metrics calculated at close of trading on 03-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2013 |
03-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
143.79 |
143.83 |
0.04 |
0.0% |
144.15 |
| High |
144.38 |
143.84 |
-0.54 |
-0.4% |
144.38 |
| Low |
143.43 |
142.98 |
-0.45 |
-0.3% |
143.25 |
| Close |
143.71 |
143.56 |
-0.15 |
-0.1% |
143.71 |
| Range |
0.95 |
0.86 |
-0.09 |
-9.5% |
1.13 |
| ATR |
0.73 |
0.74 |
0.01 |
1.2% |
0.00 |
| Volume |
1,498,220 |
1,236,053 |
-262,167 |
-17.5% |
4,478,391 |
|
| Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.04 |
145.66 |
144.03 |
|
| R3 |
145.18 |
144.80 |
143.80 |
|
| R2 |
144.32 |
144.32 |
143.72 |
|
| R1 |
143.94 |
143.94 |
143.64 |
143.70 |
| PP |
143.46 |
143.46 |
143.46 |
143.34 |
| S1 |
143.08 |
143.08 |
143.48 |
142.84 |
| S2 |
142.60 |
142.60 |
143.40 |
|
| S3 |
141.74 |
142.22 |
143.32 |
|
| S4 |
140.88 |
141.36 |
143.09 |
|
|
| 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 |
144.38 |
142.98 |
1.40 |
1.0% |
0.70 |
0.5% |
41% |
False |
True |
1,142,888 |
| 10 |
145.33 |
142.98 |
2.35 |
1.6% |
0.73 |
0.5% |
25% |
False |
True |
1,018,626 |
| 20 |
146.36 |
142.98 |
3.38 |
2.4% |
0.72 |
0.5% |
17% |
False |
True |
897,069 |
| 40 |
147.20 |
142.98 |
4.22 |
2.9% |
0.67 |
0.5% |
14% |
False |
True |
803,103 |
| 60 |
147.20 |
142.27 |
4.93 |
3.4% |
0.66 |
0.5% |
26% |
False |
False |
777,602 |
| 80 |
147.20 |
140.05 |
7.15 |
5.0% |
0.64 |
0.4% |
49% |
False |
False |
619,901 |
| 100 |
147.20 |
139.50 |
7.70 |
5.4% |
0.65 |
0.5% |
53% |
False |
False |
496,089 |
| 120 |
147.20 |
139.50 |
7.70 |
5.4% |
0.60 |
0.4% |
53% |
False |
False |
413,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147.50 |
|
2.618 |
146.09 |
|
1.618 |
145.23 |
|
1.000 |
144.70 |
|
0.618 |
144.37 |
|
HIGH |
143.84 |
|
0.618 |
143.51 |
|
0.500 |
143.41 |
|
0.382 |
143.31 |
|
LOW |
142.98 |
|
0.618 |
142.45 |
|
1.000 |
142.12 |
|
1.618 |
141.59 |
|
2.618 |
140.73 |
|
4.250 |
139.33 |
|
|
| Fisher Pivots for day following 03-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143.51 |
143.68 |
| PP |
143.46 |
143.64 |
| S1 |
143.41 |
143.60 |
|