Euro Bund Future September 2013
| Trading Metrics calculated at close of trading on 17-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
143.42 |
143.81 |
0.39 |
0.3% |
141.68 |
| High |
143.78 |
143.98 |
0.20 |
0.1% |
143.84 |
| Low |
143.24 |
143.27 |
0.03 |
0.0% |
141.54 |
| Close |
143.69 |
143.94 |
0.25 |
0.2% |
143.64 |
| Range |
0.54 |
0.71 |
0.17 |
31.5% |
2.30 |
| ATR |
0.78 |
0.78 |
-0.01 |
-0.7% |
0.00 |
| Volume |
650,309 |
591,768 |
-58,541 |
-9.0% |
2,914,022 |
|
| Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.86 |
145.61 |
144.33 |
|
| R3 |
145.15 |
144.90 |
144.14 |
|
| R2 |
144.44 |
144.44 |
144.07 |
|
| R1 |
144.19 |
144.19 |
144.01 |
144.32 |
| PP |
143.73 |
143.73 |
143.73 |
143.79 |
| S1 |
143.48 |
143.48 |
143.87 |
143.61 |
| S2 |
143.02 |
143.02 |
143.81 |
|
| S3 |
142.31 |
142.77 |
143.74 |
|
| S4 |
141.60 |
142.06 |
143.55 |
|
|
| 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 |
143.98 |
142.69 |
1.29 |
0.9% |
0.60 |
0.4% |
97% |
True |
False |
553,058 |
| 10 |
143.98 |
141.39 |
2.59 |
1.8% |
0.64 |
0.4% |
98% |
True |
False |
572,329 |
| 20 |
143.98 |
139.90 |
4.08 |
2.8% |
0.79 |
0.5% |
99% |
True |
False |
694,335 |
| 40 |
145.30 |
139.90 |
5.40 |
3.8% |
0.75 |
0.5% |
75% |
False |
False |
609,538 |
| 60 |
147.53 |
139.90 |
7.63 |
5.3% |
0.72 |
0.5% |
53% |
False |
False |
407,598 |
| 80 |
147.53 |
139.90 |
7.63 |
5.3% |
0.69 |
0.5% |
53% |
False |
False |
305,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147.00 |
|
2.618 |
145.84 |
|
1.618 |
145.13 |
|
1.000 |
144.69 |
|
0.618 |
144.42 |
|
HIGH |
143.98 |
|
0.618 |
143.71 |
|
0.500 |
143.63 |
|
0.382 |
143.54 |
|
LOW |
143.27 |
|
0.618 |
142.83 |
|
1.000 |
142.56 |
|
1.618 |
142.12 |
|
2.618 |
141.41 |
|
4.250 |
140.25 |
|
|
| Fisher Pivots for day following 17-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
143.84 |
143.83 |
| PP |
143.73 |
143.72 |
| S1 |
143.63 |
143.61 |
|