Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 12-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
143.11 |
143.10 |
-0.01 |
0.0% |
141.68 |
High |
143.24 |
143.84 |
0.60 |
0.4% |
143.84 |
Low |
142.69 |
143.09 |
0.40 |
0.3% |
141.54 |
Close |
142.93 |
143.64 |
0.71 |
0.5% |
143.64 |
Range |
0.55 |
0.75 |
0.20 |
36.4% |
2.30 |
ATR |
0.82 |
0.83 |
0.01 |
0.8% |
0.00 |
Volume |
666,138 |
414,460 |
-251,678 |
-37.8% |
2,914,022 |
|
Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.77 |
145.46 |
144.05 |
|
R3 |
145.02 |
144.71 |
143.85 |
|
R2 |
144.27 |
144.27 |
143.78 |
|
R1 |
143.96 |
143.96 |
143.71 |
144.12 |
PP |
143.52 |
143.52 |
143.52 |
143.60 |
S1 |
143.21 |
143.21 |
143.57 |
143.37 |
S2 |
142.77 |
142.77 |
143.50 |
|
S3 |
142.02 |
142.46 |
143.43 |
|
S4 |
141.27 |
141.71 |
143.23 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149.91 |
149.07 |
144.91 |
|
R3 |
147.61 |
146.77 |
144.27 |
|
R2 |
145.31 |
145.31 |
144.06 |
|
R1 |
144.47 |
144.47 |
143.85 |
144.89 |
PP |
143.01 |
143.01 |
143.01 |
143.22 |
S1 |
142.17 |
142.17 |
143.43 |
142.59 |
S2 |
140.71 |
140.71 |
143.22 |
|
S3 |
138.41 |
139.87 |
143.01 |
|
S4 |
136.11 |
137.57 |
142.38 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
143.84 |
141.54 |
2.30 |
1.6% |
0.62 |
0.4% |
91% |
True |
False |
582,804 |
10 |
143.84 |
140.98 |
2.86 |
2.0% |
0.70 |
0.5% |
93% |
True |
False |
586,055 |
20 |
143.99 |
139.90 |
4.09 |
2.8% |
0.79 |
0.5% |
91% |
False |
False |
700,591 |
40 |
145.93 |
139.90 |
6.03 |
4.2% |
0.76 |
0.5% |
62% |
False |
False |
567,994 |
60 |
147.53 |
139.90 |
7.63 |
5.3% |
0.72 |
0.5% |
49% |
False |
False |
379,616 |
80 |
147.53 |
139.90 |
7.63 |
5.3% |
0.69 |
0.5% |
49% |
False |
False |
284,770 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.03 |
2.618 |
145.80 |
1.618 |
145.05 |
1.000 |
144.59 |
0.618 |
144.30 |
HIGH |
143.84 |
0.618 |
143.55 |
0.500 |
143.47 |
0.382 |
143.38 |
LOW |
143.09 |
0.618 |
142.63 |
1.000 |
142.34 |
1.618 |
141.88 |
2.618 |
141.13 |
4.250 |
139.90 |
|
|
Fisher Pivots for day following 12-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
143.58 |
143.46 |
PP |
143.52 |
143.28 |
S1 |
143.47 |
143.10 |
|