Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 30-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2013 |
30-May-2013 |
Change |
Change % |
Previous Week |
Open |
143.24 |
143.61 |
0.37 |
0.3% |
145.08 |
High |
143.75 |
143.89 |
0.14 |
0.1% |
145.47 |
Low |
143.24 |
143.52 |
0.28 |
0.2% |
144.24 |
Close |
143.43 |
143.77 |
0.34 |
0.2% |
144.69 |
Range |
0.51 |
0.37 |
-0.14 |
-27.5% |
1.23 |
ATR |
0.73 |
0.71 |
-0.02 |
-2.6% |
0.00 |
Volume |
61,971 |
212,853 |
150,882 |
243.5% |
63,732 |
|
Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.84 |
144.67 |
143.97 |
|
R3 |
144.47 |
144.30 |
143.87 |
|
R2 |
144.10 |
144.10 |
143.84 |
|
R1 |
143.93 |
143.93 |
143.80 |
144.02 |
PP |
143.73 |
143.73 |
143.73 |
143.77 |
S1 |
143.56 |
143.56 |
143.74 |
143.65 |
S2 |
143.36 |
143.36 |
143.70 |
|
S3 |
142.99 |
143.19 |
143.67 |
|
S4 |
142.62 |
142.82 |
143.57 |
|
|
Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.49 |
147.82 |
145.37 |
|
R3 |
147.26 |
146.59 |
145.03 |
|
R2 |
146.03 |
146.03 |
144.92 |
|
R1 |
145.36 |
145.36 |
144.80 |
145.08 |
PP |
144.80 |
144.80 |
144.80 |
144.66 |
S1 |
144.13 |
144.13 |
144.58 |
143.85 |
S2 |
143.57 |
143.57 |
144.46 |
|
S3 |
142.34 |
142.90 |
144.35 |
|
S4 |
141.11 |
141.67 |
144.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
145.25 |
143.24 |
2.01 |
1.4% |
0.64 |
0.4% |
26% |
False |
False |
72,193 |
10 |
145.93 |
143.24 |
2.69 |
1.9% |
0.68 |
0.5% |
20% |
False |
False |
40,958 |
20 |
147.53 |
143.24 |
4.29 |
3.0% |
0.71 |
0.5% |
12% |
False |
False |
22,313 |
40 |
147.53 |
143.24 |
4.29 |
3.0% |
0.64 |
0.4% |
12% |
False |
False |
11,748 |
60 |
147.53 |
142.40 |
5.13 |
3.6% |
0.58 |
0.4% |
27% |
False |
False |
7,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.46 |
2.618 |
144.86 |
1.618 |
144.49 |
1.000 |
144.26 |
0.618 |
144.12 |
HIGH |
143.89 |
0.618 |
143.75 |
0.500 |
143.71 |
0.382 |
143.66 |
LOW |
143.52 |
0.618 |
143.29 |
1.000 |
143.15 |
1.618 |
142.92 |
2.618 |
142.55 |
4.250 |
141.95 |
|
|
Fisher Pivots for day following 30-May-2013 |
Pivot |
1 day |
3 day |
R1 |
143.75 |
143.84 |
PP |
143.73 |
143.82 |
S1 |
143.71 |
143.79 |
|