Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 05-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2013 |
05-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
142.30 |
142.73 |
0.43 |
0.3% |
142.57 |
High |
142.81 |
142.95 |
0.14 |
0.1% |
143.29 |
Low |
141.67 |
142.11 |
0.44 |
0.3% |
141.67 |
Close |
142.60 |
142.22 |
-0.38 |
-0.3% |
142.60 |
Range |
1.14 |
0.84 |
-0.30 |
-26.3% |
1.62 |
ATR |
0.78 |
0.78 |
0.00 |
0.6% |
0.00 |
Volume |
459,866 |
427,754 |
-32,112 |
-7.0% |
3,551,602 |
|
Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.95 |
144.42 |
142.68 |
|
R3 |
144.11 |
143.58 |
142.45 |
|
R2 |
143.27 |
143.27 |
142.37 |
|
R1 |
142.74 |
142.74 |
142.30 |
142.59 |
PP |
142.43 |
142.43 |
142.43 |
142.35 |
S1 |
141.90 |
141.90 |
142.14 |
141.75 |
S2 |
141.59 |
141.59 |
142.07 |
|
S3 |
140.75 |
141.06 |
141.99 |
|
S4 |
139.91 |
140.22 |
141.76 |
|
|
Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.38 |
146.61 |
143.49 |
|
R3 |
145.76 |
144.99 |
143.05 |
|
R2 |
144.14 |
144.14 |
142.90 |
|
R1 |
143.37 |
143.37 |
142.75 |
143.76 |
PP |
142.52 |
142.52 |
142.52 |
142.71 |
S1 |
141.75 |
141.75 |
142.45 |
142.14 |
S2 |
140.90 |
140.90 |
142.30 |
|
S3 |
139.28 |
140.13 |
142.15 |
|
S4 |
137.66 |
138.51 |
141.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
143.29 |
141.67 |
1.62 |
1.1% |
0.89 |
0.6% |
34% |
False |
False |
704,836 |
10 |
144.31 |
141.67 |
2.64 |
1.9% |
0.85 |
0.6% |
21% |
False |
False |
662,262 |
20 |
144.37 |
141.67 |
2.70 |
1.9% |
0.70 |
0.5% |
20% |
False |
False |
602,196 |
40 |
144.37 |
139.90 |
4.47 |
3.1% |
0.75 |
0.5% |
52% |
False |
False |
675,140 |
60 |
145.93 |
139.90 |
6.03 |
4.2% |
0.75 |
0.5% |
38% |
False |
False |
540,963 |
80 |
147.53 |
139.90 |
7.63 |
5.4% |
0.71 |
0.5% |
30% |
False |
False |
406,226 |
100 |
147.53 |
139.90 |
7.63 |
5.4% |
0.67 |
0.5% |
30% |
False |
False |
325,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.52 |
2.618 |
145.15 |
1.618 |
144.31 |
1.000 |
143.79 |
0.618 |
143.47 |
HIGH |
142.95 |
0.618 |
142.63 |
0.500 |
142.53 |
0.382 |
142.43 |
LOW |
142.11 |
0.618 |
141.59 |
1.000 |
141.27 |
1.618 |
140.75 |
2.618 |
139.91 |
4.250 |
138.54 |
|
|
Fisher Pivots for day following 05-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
142.53 |
142.48 |
PP |
142.43 |
142.39 |
S1 |
142.32 |
142.31 |
|