Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 31-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2013 |
31-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
142.46 |
142.47 |
0.01 |
0.0% |
144.28 |
High |
142.57 |
142.94 |
0.37 |
0.3% |
144.35 |
Low |
142.25 |
141.84 |
-0.41 |
-0.3% |
142.16 |
Close |
142.45 |
142.37 |
-0.08 |
-0.1% |
142.48 |
Range |
0.32 |
1.10 |
0.78 |
243.8% |
2.19 |
ATR |
0.70 |
0.73 |
0.03 |
4.1% |
0.00 |
Volume |
1,070,660 |
818,601 |
-252,059 |
-23.5% |
3,305,900 |
|
Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.68 |
145.13 |
142.98 |
|
R3 |
144.58 |
144.03 |
142.67 |
|
R2 |
143.48 |
143.48 |
142.57 |
|
R1 |
142.93 |
142.93 |
142.47 |
142.66 |
PP |
142.38 |
142.38 |
142.38 |
142.25 |
S1 |
141.83 |
141.83 |
142.27 |
141.56 |
S2 |
141.28 |
141.28 |
142.17 |
|
S3 |
140.18 |
140.73 |
142.07 |
|
S4 |
139.08 |
139.63 |
141.77 |
|
|
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 |
142.94 |
141.84 |
1.10 |
0.8% |
0.63 |
0.4% |
48% |
True |
True |
661,887 |
10 |
144.37 |
141.84 |
2.53 |
1.8% |
0.66 |
0.5% |
21% |
False |
True |
640,067 |
20 |
144.37 |
141.39 |
2.98 |
2.1% |
0.65 |
0.5% |
33% |
False |
False |
606,198 |
40 |
144.37 |
139.90 |
4.47 |
3.1% |
0.74 |
0.5% |
55% |
False |
False |
699,944 |
60 |
146.53 |
139.90 |
6.63 |
4.7% |
0.73 |
0.5% |
37% |
False |
False |
513,900 |
80 |
147.53 |
139.90 |
7.63 |
5.4% |
0.69 |
0.5% |
32% |
False |
False |
385,802 |
100 |
147.53 |
139.90 |
7.63 |
5.4% |
0.65 |
0.5% |
32% |
False |
False |
308,671 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.62 |
2.618 |
145.82 |
1.618 |
144.72 |
1.000 |
144.04 |
0.618 |
143.62 |
HIGH |
142.94 |
0.618 |
142.52 |
0.500 |
142.39 |
0.382 |
142.26 |
LOW |
141.84 |
0.618 |
141.16 |
1.000 |
140.74 |
1.618 |
140.06 |
2.618 |
138.96 |
4.250 |
137.17 |
|
|
Fisher Pivots for day following 31-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
142.39 |
142.39 |
PP |
142.38 |
142.38 |
S1 |
142.38 |
142.38 |
|