Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 19-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2013 |
19-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
143.95 |
144.24 |
0.29 |
0.2% |
143.66 |
High |
144.35 |
144.37 |
0.02 |
0.0% |
144.37 |
Low |
143.93 |
143.99 |
0.06 |
0.0% |
143.23 |
Close |
144.23 |
144.22 |
-0.01 |
0.0% |
144.22 |
Range |
0.42 |
0.38 |
-0.04 |
-9.5% |
1.14 |
ATR |
0.75 |
0.72 |
-0.03 |
-3.5% |
0.00 |
Volume |
398,097 |
352,247 |
-45,850 |
-11.5% |
2,435,036 |
|
Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.33 |
145.16 |
144.43 |
|
R3 |
144.95 |
144.78 |
144.32 |
|
R2 |
144.57 |
144.57 |
144.29 |
|
R1 |
144.40 |
144.40 |
144.25 |
144.30 |
PP |
144.19 |
144.19 |
144.19 |
144.14 |
S1 |
144.02 |
144.02 |
144.19 |
143.92 |
S2 |
143.81 |
143.81 |
144.15 |
|
S3 |
143.43 |
143.64 |
144.12 |
|
S4 |
143.05 |
143.26 |
144.01 |
|
|
Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.36 |
146.93 |
144.85 |
|
R3 |
146.22 |
145.79 |
144.53 |
|
R2 |
145.08 |
145.08 |
144.43 |
|
R1 |
144.65 |
144.65 |
144.32 |
144.87 |
PP |
143.94 |
143.94 |
143.94 |
144.05 |
S1 |
143.51 |
143.51 |
144.12 |
143.73 |
S2 |
142.80 |
142.80 |
144.01 |
|
S3 |
141.66 |
142.37 |
143.91 |
|
S4 |
140.52 |
141.23 |
143.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
144.37 |
143.23 |
1.14 |
0.8% |
0.50 |
0.3% |
87% |
True |
False |
487,007 |
10 |
144.37 |
141.54 |
2.83 |
2.0% |
0.56 |
0.4% |
95% |
True |
False |
534,905 |
20 |
144.37 |
139.90 |
4.47 |
3.1% |
0.72 |
0.5% |
97% |
True |
False |
626,506 |
40 |
145.25 |
139.90 |
5.35 |
3.7% |
0.73 |
0.5% |
81% |
False |
False |
627,654 |
60 |
147.53 |
139.90 |
7.63 |
5.3% |
0.71 |
0.5% |
57% |
False |
False |
420,053 |
80 |
147.53 |
139.90 |
7.63 |
5.3% |
0.68 |
0.5% |
57% |
False |
False |
315,203 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.99 |
2.618 |
145.36 |
1.618 |
144.98 |
1.000 |
144.75 |
0.618 |
144.60 |
HIGH |
144.37 |
0.618 |
144.22 |
0.500 |
144.18 |
0.382 |
144.14 |
LOW |
143.99 |
0.618 |
143.76 |
1.000 |
143.61 |
1.618 |
143.38 |
2.618 |
143.00 |
4.250 |
142.38 |
|
|
Fisher Pivots for day following 19-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
144.21 |
144.09 |
PP |
144.19 |
143.95 |
S1 |
144.18 |
143.82 |
|