Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 25-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2013 |
25-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
140.85 |
140.76 |
-0.09 |
-0.1% |
143.62 |
High |
141.01 |
141.01 |
0.00 |
0.0% |
143.99 |
Low |
139.90 |
140.17 |
0.27 |
0.2% |
141.07 |
Close |
140.31 |
140.54 |
0.23 |
0.2% |
141.39 |
Range |
1.11 |
0.84 |
-0.27 |
-24.3% |
2.92 |
ATR |
0.89 |
0.89 |
0.00 |
-0.4% |
0.00 |
Volume |
942,739 |
739,065 |
-203,674 |
-21.6% |
4,542,795 |
|
Daily Pivots for day following 25-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.09 |
142.66 |
141.00 |
|
R3 |
142.25 |
141.82 |
140.77 |
|
R2 |
141.41 |
141.41 |
140.69 |
|
R1 |
140.98 |
140.98 |
140.62 |
140.78 |
PP |
140.57 |
140.57 |
140.57 |
140.47 |
S1 |
140.14 |
140.14 |
140.46 |
139.94 |
S2 |
139.73 |
139.73 |
140.39 |
|
S3 |
138.89 |
139.30 |
140.31 |
|
S4 |
138.05 |
138.46 |
140.08 |
|
|
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% |
1.02 |
0.7% |
17% |
False |
False |
987,443 |
10 |
143.99 |
139.90 |
4.09 |
2.9% |
0.77 |
0.5% |
16% |
False |
False |
814,663 |
20 |
144.44 |
139.90 |
4.54 |
3.2% |
0.77 |
0.5% |
14% |
False |
False |
766,010 |
40 |
147.53 |
139.90 |
7.63 |
5.4% |
0.74 |
0.5% |
8% |
False |
False |
387,423 |
60 |
147.53 |
139.90 |
7.63 |
5.4% |
0.68 |
0.5% |
8% |
False |
False |
258,594 |
80 |
147.53 |
139.90 |
7.63 |
5.4% |
0.62 |
0.4% |
8% |
False |
False |
193,963 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.58 |
2.618 |
143.21 |
1.618 |
142.37 |
1.000 |
141.85 |
0.618 |
141.53 |
HIGH |
141.01 |
0.618 |
140.69 |
0.500 |
140.59 |
0.382 |
140.49 |
LOW |
140.17 |
0.618 |
139.65 |
1.000 |
139.33 |
1.618 |
138.81 |
2.618 |
137.97 |
4.250 |
136.60 |
|
|
Fisher Pivots for day following 25-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
140.59 |
141.00 |
PP |
140.57 |
140.84 |
S1 |
140.56 |
140.69 |
|