Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 30-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2013 |
30-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
142.57 |
142.46 |
-0.11 |
-0.1% |
144.28 |
High |
142.73 |
142.57 |
-0.16 |
-0.1% |
144.35 |
Low |
142.23 |
142.25 |
0.02 |
0.0% |
142.16 |
Close |
142.46 |
142.45 |
-0.01 |
0.0% |
142.48 |
Range |
0.50 |
0.32 |
-0.18 |
-36.0% |
2.19 |
ATR |
0.73 |
0.70 |
-0.03 |
-4.0% |
0.00 |
Volume |
455,172 |
1,070,660 |
615,488 |
135.2% |
3,305,900 |
|
Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.38 |
143.24 |
142.63 |
|
R3 |
143.06 |
142.92 |
142.54 |
|
R2 |
142.74 |
142.74 |
142.51 |
|
R1 |
142.60 |
142.60 |
142.48 |
142.51 |
PP |
142.42 |
142.42 |
142.42 |
142.38 |
S1 |
142.28 |
142.28 |
142.42 |
142.19 |
S2 |
142.10 |
142.10 |
142.39 |
|
S3 |
141.78 |
141.96 |
142.36 |
|
S4 |
141.46 |
141.64 |
142.27 |
|
|
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 |
143.94 |
142.16 |
1.78 |
1.2% |
0.73 |
0.5% |
16% |
False |
False |
658,133 |
10 |
144.37 |
142.16 |
2.21 |
1.6% |
0.62 |
0.4% |
13% |
False |
False |
617,384 |
20 |
144.37 |
141.39 |
2.98 |
2.1% |
0.64 |
0.4% |
36% |
False |
False |
603,708 |
40 |
144.37 |
139.90 |
4.47 |
3.1% |
0.72 |
0.5% |
57% |
False |
False |
704,915 |
60 |
146.64 |
139.90 |
6.74 |
4.7% |
0.71 |
0.5% |
38% |
False |
False |
500,306 |
80 |
147.53 |
139.90 |
7.63 |
5.4% |
0.69 |
0.5% |
33% |
False |
False |
375,581 |
100 |
147.53 |
139.90 |
7.63 |
5.4% |
0.65 |
0.5% |
33% |
False |
False |
300,485 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.93 |
2.618 |
143.41 |
1.618 |
143.09 |
1.000 |
142.89 |
0.618 |
142.77 |
HIGH |
142.57 |
0.618 |
142.45 |
0.500 |
142.41 |
0.382 |
142.37 |
LOW |
142.25 |
0.618 |
142.05 |
1.000 |
141.93 |
1.618 |
141.73 |
2.618 |
141.41 |
4.250 |
140.89 |
|
|
Fisher Pivots for day following 30-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
142.44 |
142.46 |
PP |
142.42 |
142.46 |
S1 |
142.41 |
142.45 |
|