Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 25-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2013 |
25-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
143.86 |
142.47 |
-1.39 |
-1.0% |
143.66 |
High |
143.94 |
142.80 |
-1.14 |
-0.8% |
144.37 |
Low |
142.31 |
142.16 |
-0.15 |
-0.1% |
143.23 |
Close |
142.72 |
142.28 |
-0.44 |
-0.3% |
144.22 |
Range |
1.63 |
0.64 |
-0.99 |
-60.7% |
1.14 |
ATR |
0.76 |
0.76 |
-0.01 |
-1.2% |
0.00 |
Volume |
799,833 |
547,266 |
-252,567 |
-31.6% |
2,435,036 |
|
Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.33 |
143.95 |
142.63 |
|
R3 |
143.69 |
143.31 |
142.46 |
|
R2 |
143.05 |
143.05 |
142.40 |
|
R1 |
142.67 |
142.67 |
142.34 |
142.54 |
PP |
142.41 |
142.41 |
142.41 |
142.35 |
S1 |
142.03 |
142.03 |
142.22 |
141.90 |
S2 |
141.77 |
141.77 |
142.16 |
|
S3 |
141.13 |
141.39 |
142.10 |
|
S4 |
140.49 |
140.75 |
141.93 |
|
|
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 |
142.16 |
2.21 |
1.6% |
0.74 |
0.5% |
5% |
False |
True |
648,082 |
10 |
144.37 |
142.16 |
2.21 |
1.6% |
0.66 |
0.5% |
5% |
False |
True |
573,765 |
20 |
144.37 |
140.82 |
3.55 |
2.5% |
0.70 |
0.5% |
41% |
False |
False |
594,013 |
40 |
144.44 |
139.90 |
4.54 |
3.2% |
0.74 |
0.5% |
52% |
False |
False |
696,156 |
60 |
147.53 |
139.90 |
7.63 |
5.4% |
0.73 |
0.5% |
31% |
False |
False |
468,013 |
80 |
147.53 |
139.90 |
7.63 |
5.4% |
0.69 |
0.5% |
31% |
False |
False |
351,293 |
100 |
147.53 |
139.90 |
7.63 |
5.4% |
0.64 |
0.5% |
31% |
False |
False |
281,050 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.52 |
2.618 |
144.48 |
1.618 |
143.84 |
1.000 |
143.44 |
0.618 |
143.20 |
HIGH |
142.80 |
0.618 |
142.56 |
0.500 |
142.48 |
0.382 |
142.40 |
LOW |
142.16 |
0.618 |
141.76 |
1.000 |
141.52 |
1.618 |
141.12 |
2.618 |
140.48 |
4.250 |
139.44 |
|
|
Fisher Pivots for day following 25-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
142.48 |
143.24 |
PP |
142.41 |
142.92 |
S1 |
142.35 |
142.60 |
|