Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 01-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2013 |
01-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
141.65 |
141.30 |
-0.35 |
-0.2% |
140.85 |
High |
141.85 |
141.67 |
-0.18 |
-0.1% |
141.89 |
Low |
140.98 |
141.00 |
0.02 |
0.0% |
139.90 |
Close |
141.52 |
141.59 |
0.07 |
0.0% |
141.52 |
Range |
0.87 |
0.67 |
-0.20 |
-23.0% |
1.99 |
ATR |
0.90 |
0.88 |
-0.02 |
-1.8% |
0.00 |
Volume |
500,586 |
552,579 |
51,993 |
10.4% |
3,586,636 |
|
Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.43 |
143.18 |
141.96 |
|
R3 |
142.76 |
142.51 |
141.77 |
|
R2 |
142.09 |
142.09 |
141.71 |
|
R1 |
141.84 |
141.84 |
141.65 |
141.97 |
PP |
141.42 |
141.42 |
141.42 |
141.48 |
S1 |
141.17 |
141.17 |
141.53 |
141.30 |
S2 |
140.75 |
140.75 |
141.47 |
|
S3 |
140.08 |
140.50 |
141.41 |
|
S4 |
139.41 |
139.83 |
141.22 |
|
|
Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.07 |
146.29 |
142.61 |
|
R3 |
145.08 |
144.30 |
142.07 |
|
R2 |
143.09 |
143.09 |
141.88 |
|
R1 |
142.31 |
142.31 |
141.70 |
142.70 |
PP |
141.10 |
141.10 |
141.10 |
141.30 |
S1 |
140.32 |
140.32 |
141.34 |
140.71 |
S2 |
139.11 |
139.11 |
141.16 |
|
S3 |
137.12 |
138.33 |
140.97 |
|
S4 |
135.13 |
136.34 |
140.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
141.89 |
140.17 |
1.72 |
1.2% |
0.87 |
0.6% |
83% |
False |
False |
639,295 |
10 |
143.73 |
139.90 |
3.83 |
2.7% |
0.91 |
0.6% |
44% |
False |
False |
805,755 |
20 |
144.18 |
139.90 |
4.28 |
3.0% |
0.81 |
0.6% |
39% |
False |
False |
806,123 |
40 |
146.64 |
139.90 |
6.74 |
4.8% |
0.75 |
0.5% |
25% |
False |
False |
448,605 |
60 |
147.53 |
139.90 |
7.63 |
5.4% |
0.71 |
0.5% |
22% |
False |
False |
299,538 |
80 |
147.53 |
139.90 |
7.63 |
5.4% |
0.65 |
0.5% |
22% |
False |
False |
224,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.52 |
2.618 |
143.42 |
1.618 |
142.75 |
1.000 |
142.34 |
0.618 |
142.08 |
HIGH |
141.67 |
0.618 |
141.41 |
0.500 |
141.34 |
0.382 |
141.26 |
LOW |
141.00 |
0.618 |
140.59 |
1.000 |
140.33 |
1.618 |
139.92 |
2.618 |
139.25 |
4.250 |
138.15 |
|
|
Fisher Pivots for day following 01-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
141.51 |
141.51 |
PP |
141.42 |
141.43 |
S1 |
141.34 |
141.36 |
|