Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 11-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2013 |
11-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
142.78 |
143.11 |
0.33 |
0.2% |
141.30 |
High |
142.87 |
143.24 |
0.37 |
0.3% |
142.64 |
Low |
142.35 |
142.69 |
0.34 |
0.2% |
141.00 |
Close |
142.58 |
142.93 |
0.35 |
0.2% |
141.66 |
Range |
0.52 |
0.55 |
0.03 |
5.8% |
1.64 |
ATR |
0.83 |
0.82 |
-0.01 |
-1.5% |
0.00 |
Volume |
679,543 |
666,138 |
-13,405 |
-2.0% |
2,445,951 |
|
Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.60 |
144.32 |
143.23 |
|
R3 |
144.05 |
143.77 |
143.08 |
|
R2 |
143.50 |
143.50 |
143.03 |
|
R1 |
143.22 |
143.22 |
142.98 |
143.09 |
PP |
142.95 |
142.95 |
142.95 |
142.89 |
S1 |
142.67 |
142.67 |
142.88 |
142.54 |
S2 |
142.40 |
142.40 |
142.83 |
|
S3 |
141.85 |
142.12 |
142.78 |
|
S4 |
141.30 |
141.57 |
142.63 |
|
|
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 |
143.24 |
141.39 |
1.85 |
1.3% |
0.68 |
0.5% |
83% |
True |
False |
602,351 |
10 |
143.24 |
140.82 |
2.42 |
1.7% |
0.74 |
0.5% |
87% |
True |
False |
614,260 |
20 |
143.99 |
139.90 |
4.09 |
2.9% |
0.77 |
0.5% |
74% |
False |
False |
708,626 |
40 |
145.93 |
139.90 |
6.03 |
4.2% |
0.76 |
0.5% |
50% |
False |
False |
557,796 |
60 |
147.53 |
139.90 |
7.63 |
5.3% |
0.72 |
0.5% |
40% |
False |
False |
372,711 |
80 |
147.53 |
139.90 |
7.63 |
5.3% |
0.68 |
0.5% |
40% |
False |
False |
279,590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.58 |
2.618 |
144.68 |
1.618 |
144.13 |
1.000 |
143.79 |
0.618 |
143.58 |
HIGH |
143.24 |
0.618 |
143.03 |
0.500 |
142.97 |
0.382 |
142.90 |
LOW |
142.69 |
0.618 |
142.35 |
1.000 |
142.14 |
1.618 |
141.80 |
2.618 |
141.25 |
4.250 |
140.35 |
|
|
Fisher Pivots for day following 11-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
142.97 |
142.80 |
PP |
142.95 |
142.67 |
S1 |
142.94 |
142.55 |
|