Euro Bund Future September 2013
| Trading Metrics calculated at close of trading on 16-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
143.66 |
143.42 |
-0.24 |
-0.2% |
141.68 |
| High |
143.68 |
143.78 |
0.10 |
0.1% |
143.84 |
| Low |
143.23 |
143.24 |
0.01 |
0.0% |
141.54 |
| Close |
143.39 |
143.69 |
0.30 |
0.2% |
143.64 |
| Range |
0.45 |
0.54 |
0.09 |
20.0% |
2.30 |
| ATR |
0.80 |
0.78 |
-0.02 |
-2.3% |
0.00 |
| Volume |
442,615 |
650,309 |
207,694 |
46.9% |
2,914,022 |
|
| Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.19 |
144.98 |
143.99 |
|
| R3 |
144.65 |
144.44 |
143.84 |
|
| R2 |
144.11 |
144.11 |
143.79 |
|
| R1 |
143.90 |
143.90 |
143.74 |
144.01 |
| PP |
143.57 |
143.57 |
143.57 |
143.62 |
| S1 |
143.36 |
143.36 |
143.64 |
143.47 |
| S2 |
143.03 |
143.03 |
143.59 |
|
| S3 |
142.49 |
142.82 |
143.54 |
|
| S4 |
141.95 |
142.28 |
143.39 |
|
|
| 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 |
142.35 |
1.49 |
1.0% |
0.56 |
0.4% |
90% |
False |
False |
570,613 |
| 10 |
143.84 |
141.39 |
2.45 |
1.7% |
0.65 |
0.5% |
94% |
False |
False |
590,031 |
| 20 |
143.84 |
139.90 |
3.94 |
2.7% |
0.78 |
0.5% |
96% |
False |
False |
697,893 |
| 40 |
145.47 |
139.90 |
5.57 |
3.9% |
0.75 |
0.5% |
68% |
False |
False |
594,890 |
| 60 |
147.53 |
139.90 |
7.63 |
5.3% |
0.72 |
0.5% |
50% |
False |
False |
397,776 |
| 80 |
147.53 |
139.90 |
7.63 |
5.3% |
0.69 |
0.5% |
50% |
False |
False |
298,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146.08 |
|
2.618 |
145.19 |
|
1.618 |
144.65 |
|
1.000 |
144.32 |
|
0.618 |
144.11 |
|
HIGH |
143.78 |
|
0.618 |
143.57 |
|
0.500 |
143.51 |
|
0.382 |
143.45 |
|
LOW |
143.24 |
|
0.618 |
142.91 |
|
1.000 |
142.70 |
|
1.618 |
142.37 |
|
2.618 |
141.83 |
|
4.250 |
140.95 |
|
|
| Fisher Pivots for day following 16-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143.63 |
143.62 |
| PP |
143.57 |
143.54 |
| S1 |
143.51 |
143.47 |
|