Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 26-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2013 |
26-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
140.76 |
140.45 |
-0.31 |
-0.2% |
143.62 |
High |
141.01 |
141.34 |
0.33 |
0.2% |
143.99 |
Low |
140.17 |
140.45 |
0.28 |
0.2% |
141.07 |
Close |
140.54 |
141.03 |
0.49 |
0.3% |
141.39 |
Range |
0.84 |
0.89 |
0.05 |
6.0% |
2.92 |
ATR |
0.89 |
0.89 |
0.00 |
0.0% |
0.00 |
Volume |
739,065 |
707,737 |
-31,328 |
-4.2% |
4,542,795 |
|
Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.61 |
143.21 |
141.52 |
|
R3 |
142.72 |
142.32 |
141.27 |
|
R2 |
141.83 |
141.83 |
141.19 |
|
R1 |
141.43 |
141.43 |
141.11 |
141.63 |
PP |
140.94 |
140.94 |
140.94 |
141.04 |
S1 |
140.54 |
140.54 |
140.95 |
140.74 |
S2 |
140.05 |
140.05 |
140.87 |
|
S3 |
139.16 |
139.65 |
140.79 |
|
S4 |
138.27 |
138.76 |
140.54 |
|
|
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 |
142.60 |
139.90 |
2.70 |
1.9% |
0.92 |
0.7% |
42% |
False |
False |
892,511 |
10 |
143.99 |
139.90 |
4.09 |
2.9% |
0.81 |
0.6% |
28% |
False |
False |
802,992 |
20 |
144.44 |
139.90 |
4.54 |
3.2% |
0.79 |
0.6% |
25% |
False |
False |
798,298 |
40 |
147.53 |
139.90 |
7.63 |
5.4% |
0.75 |
0.5% |
15% |
False |
False |
405,012 |
60 |
147.53 |
139.90 |
7.63 |
5.4% |
0.69 |
0.5% |
15% |
False |
False |
270,387 |
80 |
147.53 |
139.90 |
7.63 |
5.4% |
0.63 |
0.4% |
15% |
False |
False |
202,810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.12 |
2.618 |
143.67 |
1.618 |
142.78 |
1.000 |
142.23 |
0.618 |
141.89 |
HIGH |
141.34 |
0.618 |
141.00 |
0.500 |
140.90 |
0.382 |
140.79 |
LOW |
140.45 |
0.618 |
139.90 |
1.000 |
139.56 |
1.618 |
139.01 |
2.618 |
138.12 |
4.250 |
136.67 |
|
|
Fisher Pivots for day following 26-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
140.99 |
140.89 |
PP |
140.94 |
140.76 |
S1 |
140.90 |
140.62 |
|