Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 10-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2013 |
10-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
141.93 |
142.78 |
0.85 |
0.6% |
141.30 |
High |
142.69 |
142.87 |
0.18 |
0.1% |
142.64 |
Low |
141.85 |
142.35 |
0.50 |
0.4% |
141.00 |
Close |
142.56 |
142.58 |
0.02 |
0.0% |
141.66 |
Range |
0.84 |
0.52 |
-0.32 |
-38.1% |
1.64 |
ATR |
0.86 |
0.83 |
-0.02 |
-2.8% |
0.00 |
Volume |
563,498 |
679,543 |
116,045 |
20.6% |
2,445,951 |
|
Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.16 |
143.89 |
142.87 |
|
R3 |
143.64 |
143.37 |
142.72 |
|
R2 |
143.12 |
143.12 |
142.68 |
|
R1 |
142.85 |
142.85 |
142.63 |
142.73 |
PP |
142.60 |
142.60 |
142.60 |
142.54 |
S1 |
142.33 |
142.33 |
142.53 |
142.21 |
S2 |
142.08 |
142.08 |
142.48 |
|
S3 |
141.56 |
141.81 |
142.44 |
|
S4 |
141.04 |
141.29 |
142.29 |
|
|
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 |
142.87 |
141.39 |
1.48 |
1.0% |
0.69 |
0.5% |
80% |
True |
False |
591,600 |
10 |
142.87 |
140.45 |
2.42 |
1.7% |
0.77 |
0.5% |
88% |
True |
False |
618,420 |
20 |
143.99 |
139.90 |
4.09 |
2.9% |
0.77 |
0.5% |
66% |
False |
False |
716,542 |
40 |
145.93 |
139.90 |
6.03 |
4.2% |
0.76 |
0.5% |
44% |
False |
False |
541,243 |
60 |
147.53 |
139.90 |
7.63 |
5.4% |
0.72 |
0.5% |
35% |
False |
False |
361,613 |
80 |
147.53 |
139.90 |
7.63 |
5.4% |
0.68 |
0.5% |
35% |
False |
False |
271,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.08 |
2.618 |
144.23 |
1.618 |
143.71 |
1.000 |
143.39 |
0.618 |
143.19 |
HIGH |
142.87 |
0.618 |
142.67 |
0.500 |
142.61 |
0.382 |
142.55 |
LOW |
142.35 |
0.618 |
142.03 |
1.000 |
141.83 |
1.618 |
141.51 |
2.618 |
140.99 |
4.250 |
140.14 |
|
|
Fisher Pivots for day following 10-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
142.61 |
142.46 |
PP |
142.60 |
142.33 |
S1 |
142.59 |
142.21 |
|