Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 09-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2013 |
09-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
141.68 |
141.93 |
0.25 |
0.2% |
141.30 |
High |
142.00 |
142.69 |
0.69 |
0.5% |
142.64 |
Low |
141.54 |
141.85 |
0.31 |
0.2% |
141.00 |
Close |
141.94 |
142.56 |
0.62 |
0.4% |
141.66 |
Range |
0.46 |
0.84 |
0.38 |
82.6% |
1.64 |
ATR |
0.86 |
0.86 |
0.00 |
-0.2% |
0.00 |
Volume |
590,383 |
563,498 |
-26,885 |
-4.6% |
2,445,951 |
|
Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.89 |
144.56 |
143.02 |
|
R3 |
144.05 |
143.72 |
142.79 |
|
R2 |
143.21 |
143.21 |
142.71 |
|
R1 |
142.88 |
142.88 |
142.64 |
143.05 |
PP |
142.37 |
142.37 |
142.37 |
142.45 |
S1 |
142.04 |
142.04 |
142.48 |
142.21 |
S2 |
141.53 |
141.53 |
142.41 |
|
S3 |
140.69 |
141.20 |
142.33 |
|
S4 |
139.85 |
140.36 |
142.10 |
|
|
Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.69 |
145.81 |
142.56 |
|
R3 |
145.05 |
144.17 |
142.11 |
|
R2 |
143.41 |
143.41 |
141.96 |
|
R1 |
142.53 |
142.53 |
141.81 |
142.97 |
PP |
141.77 |
141.77 |
141.77 |
141.99 |
S1 |
140.89 |
140.89 |
141.51 |
141.33 |
S2 |
140.13 |
140.13 |
141.36 |
|
S3 |
138.49 |
139.25 |
141.21 |
|
S4 |
136.85 |
137.61 |
140.76 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
142.69 |
141.39 |
1.30 |
0.9% |
0.73 |
0.5% |
90% |
True |
False |
609,450 |
10 |
142.69 |
140.17 |
2.52 |
1.8% |
0.80 |
0.6% |
95% |
True |
False |
624,372 |
20 |
143.99 |
139.90 |
4.09 |
2.9% |
0.79 |
0.6% |
65% |
False |
False |
717,679 |
40 |
145.93 |
139.90 |
6.03 |
4.2% |
0.76 |
0.5% |
44% |
False |
False |
524,318 |
60 |
147.53 |
139.90 |
7.63 |
5.4% |
0.72 |
0.5% |
35% |
False |
False |
350,292 |
80 |
147.53 |
139.90 |
7.63 |
5.4% |
0.67 |
0.5% |
35% |
False |
False |
262,770 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.26 |
2.618 |
144.89 |
1.618 |
144.05 |
1.000 |
143.53 |
0.618 |
143.21 |
HIGH |
142.69 |
0.618 |
142.37 |
0.500 |
142.27 |
0.382 |
142.17 |
LOW |
141.85 |
0.618 |
141.33 |
1.000 |
141.01 |
1.618 |
140.49 |
2.618 |
139.65 |
4.250 |
138.28 |
|
|
Fisher Pivots for day following 09-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
142.46 |
142.39 |
PP |
142.37 |
142.21 |
S1 |
142.27 |
142.04 |
|