Euro Bund Future September 2013
| Trading Metrics calculated at close of trading on 15-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
143.10 |
143.66 |
0.56 |
0.4% |
141.68 |
| High |
143.84 |
143.68 |
-0.16 |
-0.1% |
143.84 |
| Low |
143.09 |
143.23 |
0.14 |
0.1% |
141.54 |
| Close |
143.64 |
143.39 |
-0.25 |
-0.2% |
143.64 |
| Range |
0.75 |
0.45 |
-0.30 |
-40.0% |
2.30 |
| ATR |
0.83 |
0.80 |
-0.03 |
-3.3% |
0.00 |
| Volume |
414,460 |
442,615 |
28,155 |
6.8% |
2,914,022 |
|
| Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.78 |
144.54 |
143.64 |
|
| R3 |
144.33 |
144.09 |
143.51 |
|
| R2 |
143.88 |
143.88 |
143.47 |
|
| R1 |
143.64 |
143.64 |
143.43 |
143.54 |
| PP |
143.43 |
143.43 |
143.43 |
143.38 |
| S1 |
143.19 |
143.19 |
143.35 |
143.09 |
| S2 |
142.98 |
142.98 |
143.31 |
|
| S3 |
142.53 |
142.74 |
143.27 |
|
| S4 |
142.08 |
142.29 |
143.14 |
|
|
| 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 |
141.85 |
1.99 |
1.4% |
0.62 |
0.4% |
77% |
False |
False |
553,250 |
| 10 |
143.84 |
141.00 |
2.84 |
2.0% |
0.66 |
0.5% |
84% |
False |
False |
580,258 |
| 20 |
143.99 |
139.90 |
4.09 |
2.9% |
0.78 |
0.5% |
85% |
False |
False |
696,600 |
| 40 |
145.93 |
139.90 |
6.03 |
4.2% |
0.75 |
0.5% |
58% |
False |
False |
578,834 |
| 60 |
147.53 |
139.90 |
7.63 |
5.3% |
0.72 |
0.5% |
46% |
False |
False |
386,988 |
| 80 |
147.53 |
139.90 |
7.63 |
5.3% |
0.69 |
0.5% |
46% |
False |
False |
290,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145.59 |
|
2.618 |
144.86 |
|
1.618 |
144.41 |
|
1.000 |
144.13 |
|
0.618 |
143.96 |
|
HIGH |
143.68 |
|
0.618 |
143.51 |
|
0.500 |
143.46 |
|
0.382 |
143.40 |
|
LOW |
143.23 |
|
0.618 |
142.95 |
|
1.000 |
142.78 |
|
1.618 |
142.50 |
|
2.618 |
142.05 |
|
4.250 |
141.32 |
|
|
| Fisher Pivots for day following 15-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143.46 |
143.35 |
| PP |
143.43 |
143.31 |
| S1 |
143.41 |
143.27 |
|