Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 18-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
143.81 |
143.95 |
0.14 |
0.1% |
141.68 |
High |
143.98 |
144.35 |
0.37 |
0.3% |
143.84 |
Low |
143.27 |
143.93 |
0.66 |
0.5% |
141.54 |
Close |
143.94 |
144.23 |
0.29 |
0.2% |
143.64 |
Range |
0.71 |
0.42 |
-0.29 |
-40.8% |
2.30 |
ATR |
0.78 |
0.75 |
-0.03 |
-3.3% |
0.00 |
Volume |
591,768 |
398,097 |
-193,671 |
-32.7% |
2,914,022 |
|
Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.43 |
145.25 |
144.46 |
|
R3 |
145.01 |
144.83 |
144.35 |
|
R2 |
144.59 |
144.59 |
144.31 |
|
R1 |
144.41 |
144.41 |
144.27 |
144.50 |
PP |
144.17 |
144.17 |
144.17 |
144.22 |
S1 |
143.99 |
143.99 |
144.19 |
144.08 |
S2 |
143.75 |
143.75 |
144.15 |
|
S3 |
143.33 |
143.57 |
144.11 |
|
S4 |
142.91 |
143.15 |
144.00 |
|
|
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 |
144.35 |
143.09 |
1.26 |
0.9% |
0.57 |
0.4% |
90% |
True |
False |
499,449 |
10 |
144.35 |
141.39 |
2.96 |
2.1% |
0.63 |
0.4% |
96% |
True |
False |
550,900 |
20 |
144.35 |
139.90 |
4.45 |
3.1% |
0.74 |
0.5% |
97% |
True |
False |
655,120 |
40 |
145.30 |
139.90 |
5.40 |
3.7% |
0.74 |
0.5% |
80% |
False |
False |
619,250 |
60 |
147.53 |
139.90 |
7.63 |
5.3% |
0.72 |
0.5% |
57% |
False |
False |
414,219 |
80 |
147.53 |
139.90 |
7.63 |
5.3% |
0.69 |
0.5% |
57% |
False |
False |
310,801 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.14 |
2.618 |
145.45 |
1.618 |
145.03 |
1.000 |
144.77 |
0.618 |
144.61 |
HIGH |
144.35 |
0.618 |
144.19 |
0.500 |
144.14 |
0.382 |
144.09 |
LOW |
143.93 |
0.618 |
143.67 |
1.000 |
143.51 |
1.618 |
143.25 |
2.618 |
142.83 |
4.250 |
142.15 |
|
|
Fisher Pivots for day following 18-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
144.20 |
144.09 |
PP |
144.17 |
143.94 |
S1 |
144.14 |
143.80 |
|