Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 29-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2013 |
29-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
142.61 |
142.57 |
-0.04 |
0.0% |
144.28 |
High |
142.75 |
142.73 |
-0.02 |
0.0% |
144.35 |
Low |
142.17 |
142.23 |
0.06 |
0.0% |
142.16 |
Close |
142.48 |
142.46 |
-0.02 |
0.0% |
142.48 |
Range |
0.58 |
0.50 |
-0.08 |
-13.8% |
2.19 |
ATR |
0.74 |
0.73 |
-0.02 |
-2.3% |
0.00 |
Volume |
417,737 |
455,172 |
37,435 |
9.0% |
3,305,900 |
|
Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.97 |
143.72 |
142.74 |
|
R3 |
143.47 |
143.22 |
142.60 |
|
R2 |
142.97 |
142.97 |
142.55 |
|
R1 |
142.72 |
142.72 |
142.51 |
142.60 |
PP |
142.47 |
142.47 |
142.47 |
142.41 |
S1 |
142.22 |
142.22 |
142.41 |
142.10 |
S2 |
141.97 |
141.97 |
142.37 |
|
S3 |
141.47 |
141.72 |
142.32 |
|
S4 |
140.97 |
141.22 |
142.19 |
|
|
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 |
144.31 |
142.16 |
2.15 |
1.5% |
0.82 |
0.6% |
14% |
False |
False |
619,687 |
10 |
144.37 |
142.16 |
2.21 |
1.6% |
0.64 |
0.5% |
14% |
False |
False |
575,349 |
20 |
144.37 |
141.00 |
3.37 |
2.4% |
0.65 |
0.5% |
43% |
False |
False |
577,804 |
40 |
144.37 |
139.90 |
4.47 |
3.1% |
0.74 |
0.5% |
57% |
False |
False |
697,624 |
60 |
147.42 |
139.90 |
7.52 |
5.3% |
0.73 |
0.5% |
34% |
False |
False |
482,504 |
80 |
147.53 |
139.90 |
7.63 |
5.4% |
0.69 |
0.5% |
34% |
False |
False |
362,201 |
100 |
147.53 |
139.90 |
7.63 |
5.4% |
0.65 |
0.5% |
34% |
False |
False |
289,779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.86 |
2.618 |
144.04 |
1.618 |
143.54 |
1.000 |
143.23 |
0.618 |
143.04 |
HIGH |
142.73 |
0.618 |
142.54 |
0.500 |
142.48 |
0.382 |
142.42 |
LOW |
142.23 |
0.618 |
141.92 |
1.000 |
141.73 |
1.618 |
141.42 |
2.618 |
140.92 |
4.250 |
140.11 |
|
|
Fisher Pivots for day following 29-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
142.48 |
142.48 |
PP |
142.47 |
142.47 |
S1 |
142.47 |
142.47 |
|