Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 24-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2013 |
24-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
141.94 |
140.85 |
-1.09 |
-0.8% |
143.62 |
High |
142.09 |
141.01 |
-1.08 |
-0.8% |
143.99 |
Low |
141.07 |
139.90 |
-1.17 |
-0.8% |
141.07 |
Close |
141.39 |
140.31 |
-1.08 |
-0.8% |
141.39 |
Range |
1.02 |
1.11 |
0.09 |
8.8% |
2.92 |
ATR |
0.85 |
0.89 |
0.05 |
5.4% |
0.00 |
Volume |
1,148,490 |
942,739 |
-205,751 |
-17.9% |
4,542,795 |
|
Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.74 |
143.13 |
140.92 |
|
R3 |
142.63 |
142.02 |
140.62 |
|
R2 |
141.52 |
141.52 |
140.51 |
|
R1 |
140.91 |
140.91 |
140.41 |
140.66 |
PP |
140.41 |
140.41 |
140.41 |
140.28 |
S1 |
139.80 |
139.80 |
140.21 |
139.55 |
S2 |
139.30 |
139.30 |
140.11 |
|
S3 |
138.19 |
138.69 |
140.00 |
|
S4 |
137.08 |
137.58 |
139.70 |
|
|
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 |
143.73 |
139.90 |
3.83 |
2.7% |
0.96 |
0.7% |
11% |
False |
True |
972,216 |
10 |
143.99 |
139.90 |
4.09 |
2.9% |
0.77 |
0.5% |
10% |
False |
True |
810,986 |
20 |
144.44 |
139.90 |
4.54 |
3.2% |
0.77 |
0.5% |
9% |
False |
True |
731,754 |
40 |
147.53 |
139.90 |
7.63 |
5.4% |
0.73 |
0.5% |
5% |
False |
True |
368,981 |
60 |
147.53 |
139.90 |
7.63 |
5.4% |
0.68 |
0.5% |
5% |
False |
True |
246,283 |
80 |
147.53 |
139.90 |
7.63 |
5.4% |
0.61 |
0.4% |
5% |
False |
True |
184,725 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.73 |
2.618 |
143.92 |
1.618 |
142.81 |
1.000 |
142.12 |
0.618 |
141.70 |
HIGH |
141.01 |
0.618 |
140.59 |
0.500 |
140.46 |
0.382 |
140.32 |
LOW |
139.90 |
0.618 |
139.21 |
1.000 |
138.79 |
1.618 |
138.10 |
2.618 |
136.99 |
4.250 |
135.18 |
|
|
Fisher Pivots for day following 24-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
140.46 |
141.25 |
PP |
140.41 |
140.94 |
S1 |
140.36 |
140.62 |
|