Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 22-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
144.24 |
144.28 |
0.04 |
0.0% |
143.66 |
High |
144.37 |
144.35 |
-0.02 |
0.0% |
144.37 |
Low |
143.99 |
144.06 |
0.07 |
0.0% |
143.23 |
Close |
144.22 |
144.20 |
-0.02 |
0.0% |
144.22 |
Range |
0.38 |
0.29 |
-0.09 |
-23.7% |
1.14 |
ATR |
0.72 |
0.69 |
-0.03 |
-4.3% |
0.00 |
Volume |
352,247 |
662,635 |
310,388 |
88.1% |
2,435,036 |
|
Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.07 |
144.93 |
144.36 |
|
R3 |
144.78 |
144.64 |
144.28 |
|
R2 |
144.49 |
144.49 |
144.25 |
|
R1 |
144.35 |
144.35 |
144.23 |
144.28 |
PP |
144.20 |
144.20 |
144.20 |
144.17 |
S1 |
144.06 |
144.06 |
144.17 |
143.99 |
S2 |
143.91 |
143.91 |
144.15 |
|
S3 |
143.62 |
143.77 |
144.12 |
|
S4 |
143.33 |
143.48 |
144.04 |
|
|
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 |
143.24 |
1.13 |
0.8% |
0.47 |
0.3% |
85% |
False |
False |
531,011 |
10 |
144.37 |
141.85 |
2.52 |
1.7% |
0.55 |
0.4% |
93% |
False |
False |
542,131 |
20 |
144.37 |
139.90 |
4.47 |
3.1% |
0.69 |
0.5% |
96% |
False |
False |
602,214 |
40 |
144.93 |
139.90 |
5.03 |
3.5% |
0.72 |
0.5% |
85% |
False |
False |
643,682 |
60 |
147.53 |
139.90 |
7.63 |
5.3% |
0.70 |
0.5% |
56% |
False |
False |
431,048 |
80 |
147.53 |
139.90 |
7.63 |
5.3% |
0.67 |
0.5% |
56% |
False |
False |
323,482 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.58 |
2.618 |
145.11 |
1.618 |
144.82 |
1.000 |
144.64 |
0.618 |
144.53 |
HIGH |
144.35 |
0.618 |
144.24 |
0.500 |
144.21 |
0.382 |
144.17 |
LOW |
144.06 |
0.618 |
143.88 |
1.000 |
143.77 |
1.618 |
143.59 |
2.618 |
143.30 |
4.250 |
142.83 |
|
|
Fisher Pivots for day following 22-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
144.21 |
144.18 |
PP |
144.20 |
144.17 |
S1 |
144.20 |
144.15 |
|