Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 26-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
142.47 |
142.61 |
0.14 |
0.1% |
144.28 |
High |
142.80 |
142.75 |
-0.05 |
0.0% |
144.35 |
Low |
142.16 |
142.17 |
0.01 |
0.0% |
142.16 |
Close |
142.28 |
142.48 |
0.20 |
0.1% |
142.48 |
Range |
0.64 |
0.58 |
-0.06 |
-9.4% |
2.19 |
ATR |
0.76 |
0.74 |
-0.01 |
-1.7% |
0.00 |
Volume |
547,266 |
417,737 |
-129,529 |
-23.7% |
3,305,900 |
|
Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.21 |
143.92 |
142.80 |
|
R3 |
143.63 |
143.34 |
142.64 |
|
R2 |
143.05 |
143.05 |
142.59 |
|
R1 |
142.76 |
142.76 |
142.53 |
142.62 |
PP |
142.47 |
142.47 |
142.47 |
142.39 |
S1 |
142.18 |
142.18 |
142.43 |
142.04 |
S2 |
141.89 |
141.89 |
142.37 |
|
S3 |
141.31 |
141.60 |
142.32 |
|
S4 |
140.73 |
141.02 |
142.16 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149.57 |
148.21 |
143.68 |
|
R3 |
147.38 |
146.02 |
143.08 |
|
R2 |
145.19 |
145.19 |
142.88 |
|
R1 |
143.83 |
143.83 |
142.68 |
143.42 |
PP |
143.00 |
143.00 |
143.00 |
142.79 |
S1 |
141.64 |
141.64 |
142.28 |
141.23 |
S2 |
140.81 |
140.81 |
142.08 |
|
S3 |
138.62 |
139.45 |
141.88 |
|
S4 |
136.43 |
137.26 |
141.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
144.35 |
142.16 |
2.19 |
1.5% |
0.78 |
0.5% |
15% |
False |
False |
661,180 |
10 |
144.37 |
142.16 |
2.21 |
1.6% |
0.64 |
0.4% |
14% |
False |
False |
574,093 |
20 |
144.37 |
140.98 |
3.39 |
2.4% |
0.67 |
0.5% |
44% |
False |
False |
580,074 |
40 |
144.44 |
139.90 |
4.54 |
3.2% |
0.75 |
0.5% |
57% |
False |
False |
701,278 |
60 |
147.53 |
139.90 |
7.63 |
5.4% |
0.74 |
0.5% |
34% |
False |
False |
474,956 |
80 |
147.53 |
139.90 |
7.63 |
5.4% |
0.69 |
0.5% |
34% |
False |
False |
356,513 |
100 |
147.53 |
139.90 |
7.63 |
5.4% |
0.64 |
0.5% |
34% |
False |
False |
285,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.22 |
2.618 |
144.27 |
1.618 |
143.69 |
1.000 |
143.33 |
0.618 |
143.11 |
HIGH |
142.75 |
0.618 |
142.53 |
0.500 |
142.46 |
0.382 |
142.39 |
LOW |
142.17 |
0.618 |
141.81 |
1.000 |
141.59 |
1.618 |
141.23 |
2.618 |
140.65 |
4.250 |
139.71 |
|
|
Fisher Pivots for day following 26-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
142.47 |
143.05 |
PP |
142.47 |
142.86 |
S1 |
142.46 |
142.67 |
|