Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 21-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
142.03 |
141.94 |
-0.09 |
-0.1% |
143.62 |
High |
142.60 |
142.09 |
-0.51 |
-0.4% |
143.99 |
Low |
141.86 |
141.07 |
-0.79 |
-0.6% |
141.07 |
Close |
142.13 |
141.39 |
-0.74 |
-0.5% |
141.39 |
Range |
0.74 |
1.02 |
0.28 |
37.8% |
2.92 |
ATR |
0.83 |
0.85 |
0.02 |
2.0% |
0.00 |
Volume |
924,526 |
1,148,490 |
223,964 |
24.2% |
4,542,795 |
|
Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.58 |
144.00 |
141.95 |
|
R3 |
143.56 |
142.98 |
141.67 |
|
R2 |
142.54 |
142.54 |
141.58 |
|
R1 |
141.96 |
141.96 |
141.48 |
141.74 |
PP |
141.52 |
141.52 |
141.52 |
141.41 |
S1 |
140.94 |
140.94 |
141.30 |
140.72 |
S2 |
140.50 |
140.50 |
141.20 |
|
S3 |
139.48 |
139.92 |
141.11 |
|
S4 |
138.46 |
138.90 |
140.83 |
|
|
Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150.91 |
149.07 |
143.00 |
|
R3 |
147.99 |
146.15 |
142.19 |
|
R2 |
145.07 |
145.07 |
141.93 |
|
R1 |
143.23 |
143.23 |
141.66 |
142.69 |
PP |
142.15 |
142.15 |
142.15 |
141.88 |
S1 |
140.31 |
140.31 |
141.12 |
139.77 |
S2 |
139.23 |
139.23 |
140.85 |
|
S3 |
136.31 |
137.39 |
140.59 |
|
S4 |
133.39 |
134.47 |
139.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
143.99 |
141.07 |
2.92 |
2.1% |
0.84 |
0.6% |
11% |
False |
True |
908,559 |
10 |
143.99 |
141.07 |
2.92 |
2.1% |
0.77 |
0.5% |
11% |
False |
True |
833,872 |
20 |
144.93 |
141.07 |
3.86 |
2.7% |
0.75 |
0.5% |
8% |
False |
True |
685,150 |
40 |
147.53 |
141.07 |
6.46 |
4.6% |
0.71 |
0.5% |
5% |
False |
True |
345,465 |
60 |
147.53 |
141.07 |
6.46 |
4.6% |
0.67 |
0.5% |
5% |
False |
True |
230,572 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.43 |
2.618 |
144.76 |
1.618 |
143.74 |
1.000 |
143.11 |
0.618 |
142.72 |
HIGH |
142.09 |
0.618 |
141.70 |
0.500 |
141.58 |
0.382 |
141.46 |
LOW |
141.07 |
0.618 |
140.44 |
1.000 |
140.05 |
1.618 |
139.42 |
2.618 |
138.40 |
4.250 |
136.74 |
|
|
Fisher Pivots for day following 21-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
141.58 |
142.40 |
PP |
141.52 |
142.06 |
S1 |
141.45 |
141.73 |
|