Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 24-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
144.25 |
143.86 |
-0.39 |
-0.3% |
143.66 |
High |
144.31 |
143.94 |
-0.37 |
-0.3% |
144.37 |
Low |
143.56 |
142.31 |
-1.25 |
-0.9% |
143.23 |
Close |
143.82 |
142.72 |
-1.10 |
-0.8% |
144.22 |
Range |
0.75 |
1.63 |
0.88 |
117.3% |
1.14 |
ATR |
0.70 |
0.76 |
0.07 |
9.5% |
0.00 |
Volume |
878,429 |
799,833 |
-78,596 |
-8.9% |
2,435,036 |
|
Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.88 |
146.93 |
143.62 |
|
R3 |
146.25 |
145.30 |
143.17 |
|
R2 |
144.62 |
144.62 |
143.02 |
|
R1 |
143.67 |
143.67 |
142.87 |
143.33 |
PP |
142.99 |
142.99 |
142.99 |
142.82 |
S1 |
142.04 |
142.04 |
142.57 |
141.70 |
S2 |
141.36 |
141.36 |
142.42 |
|
S3 |
139.73 |
140.41 |
142.27 |
|
S4 |
138.10 |
138.78 |
141.82 |
|
|
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 |
142.31 |
2.06 |
1.4% |
0.69 |
0.5% |
20% |
False |
True |
618,248 |
10 |
144.37 |
142.31 |
2.06 |
1.4% |
0.65 |
0.5% |
20% |
False |
True |
585,653 |
20 |
144.37 |
140.45 |
3.92 |
2.7% |
0.71 |
0.5% |
58% |
False |
False |
602,036 |
40 |
144.44 |
139.90 |
4.54 |
3.2% |
0.74 |
0.5% |
62% |
False |
False |
684,023 |
60 |
147.53 |
139.90 |
7.63 |
5.3% |
0.73 |
0.5% |
37% |
False |
False |
458,961 |
80 |
147.53 |
139.90 |
7.63 |
5.3% |
0.69 |
0.5% |
37% |
False |
False |
344,455 |
100 |
147.53 |
139.90 |
7.63 |
5.3% |
0.64 |
0.4% |
37% |
False |
False |
275,578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
150.87 |
2.618 |
148.21 |
1.618 |
146.58 |
1.000 |
145.57 |
0.618 |
144.95 |
HIGH |
143.94 |
0.618 |
143.32 |
0.500 |
143.13 |
0.382 |
142.93 |
LOW |
142.31 |
0.618 |
141.30 |
1.000 |
140.68 |
1.618 |
139.67 |
2.618 |
138.04 |
4.250 |
135.38 |
|
|
Fisher Pivots for day following 24-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
143.13 |
143.33 |
PP |
142.99 |
143.13 |
S1 |
142.86 |
142.92 |
|