Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 23-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
144.28 |
144.25 |
-0.03 |
0.0% |
143.66 |
High |
144.35 |
144.31 |
-0.04 |
0.0% |
144.37 |
Low |
144.06 |
143.56 |
-0.50 |
-0.3% |
143.23 |
Close |
144.20 |
143.82 |
-0.38 |
-0.3% |
144.22 |
Range |
0.29 |
0.75 |
0.46 |
158.6% |
1.14 |
ATR |
0.69 |
0.70 |
0.00 |
0.6% |
0.00 |
Volume |
662,635 |
878,429 |
215,794 |
32.6% |
2,435,036 |
|
Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.15 |
145.73 |
144.23 |
|
R3 |
145.40 |
144.98 |
144.03 |
|
R2 |
144.65 |
144.65 |
143.96 |
|
R1 |
144.23 |
144.23 |
143.89 |
144.07 |
PP |
143.90 |
143.90 |
143.90 |
143.81 |
S1 |
143.48 |
143.48 |
143.75 |
143.32 |
S2 |
143.15 |
143.15 |
143.68 |
|
S3 |
142.40 |
142.73 |
143.61 |
|
S4 |
141.65 |
141.98 |
143.41 |
|
|
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 |
143.27 |
1.10 |
0.8% |
0.51 |
0.4% |
50% |
False |
False |
576,635 |
10 |
144.37 |
142.35 |
2.02 |
1.4% |
0.54 |
0.4% |
73% |
False |
False |
573,624 |
20 |
144.37 |
140.17 |
4.20 |
2.9% |
0.67 |
0.5% |
87% |
False |
False |
598,998 |
40 |
144.44 |
139.90 |
4.54 |
3.2% |
0.72 |
0.5% |
86% |
False |
False |
665,376 |
60 |
147.53 |
139.90 |
7.63 |
5.3% |
0.71 |
0.5% |
51% |
False |
False |
445,653 |
80 |
147.53 |
139.90 |
7.63 |
5.3% |
0.68 |
0.5% |
51% |
False |
False |
334,462 |
100 |
147.53 |
139.90 |
7.63 |
5.3% |
0.63 |
0.4% |
51% |
False |
False |
267,579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.50 |
2.618 |
146.27 |
1.618 |
145.52 |
1.000 |
145.06 |
0.618 |
144.77 |
HIGH |
144.31 |
0.618 |
144.02 |
0.500 |
143.94 |
0.382 |
143.85 |
LOW |
143.56 |
0.618 |
143.10 |
1.000 |
142.81 |
1.618 |
142.35 |
2.618 |
141.60 |
4.250 |
140.37 |
|
|
Fisher Pivots for day following 23-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
143.94 |
143.97 |
PP |
143.90 |
143.92 |
S1 |
143.86 |
143.87 |
|