Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 03-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2013 |
03-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
141.57 |
142.10 |
0.53 |
0.4% |
140.85 |
High |
142.18 |
142.64 |
0.46 |
0.3% |
141.89 |
Low |
141.43 |
142.05 |
0.62 |
0.4% |
139.90 |
Close |
141.69 |
142.26 |
0.57 |
0.4% |
141.52 |
Range |
0.75 |
0.59 |
-0.16 |
-21.3% |
1.99 |
ATR |
0.87 |
0.88 |
0.01 |
0.6% |
0.00 |
Volume |
768,792 |
612,383 |
-156,409 |
-20.3% |
3,586,636 |
|
Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.09 |
143.76 |
142.58 |
|
R3 |
143.50 |
143.17 |
142.42 |
|
R2 |
142.91 |
142.91 |
142.37 |
|
R1 |
142.58 |
142.58 |
142.31 |
142.75 |
PP |
142.32 |
142.32 |
142.32 |
142.40 |
S1 |
141.99 |
141.99 |
142.21 |
142.16 |
S2 |
141.73 |
141.73 |
142.15 |
|
S3 |
141.14 |
141.40 |
142.10 |
|
S4 |
140.55 |
140.81 |
141.94 |
|
|
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 |
142.64 |
140.82 |
1.82 |
1.3% |
0.79 |
0.6% |
79% |
True |
False |
626,169 |
10 |
142.64 |
139.90 |
2.74 |
1.9% |
0.86 |
0.6% |
86% |
True |
False |
759,340 |
20 |
144.18 |
139.90 |
4.28 |
3.0% |
0.82 |
0.6% |
55% |
False |
False |
771,800 |
40 |
146.46 |
139.90 |
6.56 |
4.6% |
0.75 |
0.5% |
36% |
False |
False |
482,941 |
60 |
147.53 |
139.90 |
7.63 |
5.4% |
0.71 |
0.5% |
31% |
False |
False |
322,540 |
80 |
147.53 |
139.90 |
7.63 |
5.4% |
0.66 |
0.5% |
31% |
False |
False |
241,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.15 |
2.618 |
144.18 |
1.618 |
143.59 |
1.000 |
143.23 |
0.618 |
143.00 |
HIGH |
142.64 |
0.618 |
142.41 |
0.500 |
142.35 |
0.382 |
142.28 |
LOW |
142.05 |
0.618 |
141.69 |
1.000 |
141.46 |
1.618 |
141.10 |
2.618 |
140.51 |
4.250 |
139.54 |
|
|
Fisher Pivots for day following 03-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
142.35 |
142.11 |
PP |
142.32 |
141.97 |
S1 |
142.29 |
141.82 |
|