Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 02-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2013 |
02-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
141.30 |
141.57 |
0.27 |
0.2% |
140.85 |
High |
141.67 |
142.18 |
0.51 |
0.4% |
141.89 |
Low |
141.00 |
141.43 |
0.43 |
0.3% |
139.90 |
Close |
141.59 |
141.69 |
0.10 |
0.1% |
141.52 |
Range |
0.67 |
0.75 |
0.08 |
11.9% |
1.99 |
ATR |
0.88 |
0.87 |
-0.01 |
-1.1% |
0.00 |
Volume |
552,579 |
768,792 |
216,213 |
39.1% |
3,586,636 |
|
Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.02 |
143.60 |
142.10 |
|
R3 |
143.27 |
142.85 |
141.90 |
|
R2 |
142.52 |
142.52 |
141.83 |
|
R1 |
142.10 |
142.10 |
141.76 |
142.31 |
PP |
141.77 |
141.77 |
141.77 |
141.87 |
S1 |
141.35 |
141.35 |
141.62 |
141.56 |
S2 |
141.02 |
141.02 |
141.55 |
|
S3 |
140.27 |
140.60 |
141.48 |
|
S4 |
139.52 |
139.85 |
141.28 |
|
|
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 |
142.18 |
140.45 |
1.73 |
1.2% |
0.85 |
0.6% |
72% |
True |
False |
645,240 |
10 |
143.73 |
139.90 |
3.83 |
2.7% |
0.93 |
0.7% |
47% |
False |
False |
816,341 |
20 |
144.18 |
139.90 |
4.28 |
3.0% |
0.82 |
0.6% |
42% |
False |
False |
793,691 |
40 |
146.53 |
139.90 |
6.63 |
4.7% |
0.76 |
0.5% |
27% |
False |
False |
467,750 |
60 |
147.53 |
139.90 |
7.63 |
5.4% |
0.71 |
0.5% |
23% |
False |
False |
312,336 |
80 |
147.53 |
139.90 |
7.63 |
5.4% |
0.66 |
0.5% |
23% |
False |
False |
234,289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.37 |
2.618 |
144.14 |
1.618 |
143.39 |
1.000 |
142.93 |
0.618 |
142.64 |
HIGH |
142.18 |
0.618 |
141.89 |
0.500 |
141.81 |
0.382 |
141.72 |
LOW |
141.43 |
0.618 |
140.97 |
1.000 |
140.68 |
1.618 |
140.22 |
2.618 |
139.47 |
4.250 |
138.24 |
|
|
Fisher Pivots for day following 02-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
141.81 |
141.65 |
PP |
141.77 |
141.62 |
S1 |
141.73 |
141.58 |
|