Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 06-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2013 |
06-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
142.73 |
142.15 |
-0.58 |
-0.4% |
142.57 |
High |
142.95 |
142.27 |
-0.68 |
-0.5% |
143.29 |
Low |
142.11 |
141.86 |
-0.25 |
-0.2% |
141.67 |
Close |
142.22 |
142.07 |
-0.15 |
-0.1% |
142.60 |
Range |
0.84 |
0.41 |
-0.43 |
-51.2% |
1.62 |
ATR |
0.78 |
0.75 |
-0.03 |
-3.4% |
0.00 |
Volume |
427,754 |
587,644 |
159,890 |
37.4% |
3,551,602 |
|
Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.30 |
143.09 |
142.30 |
|
R3 |
142.89 |
142.68 |
142.18 |
|
R2 |
142.48 |
142.48 |
142.15 |
|
R1 |
142.27 |
142.27 |
142.11 |
142.17 |
PP |
142.07 |
142.07 |
142.07 |
142.02 |
S1 |
141.86 |
141.86 |
142.03 |
141.76 |
S2 |
141.66 |
141.66 |
141.99 |
|
S3 |
141.25 |
141.45 |
141.96 |
|
S4 |
140.84 |
141.04 |
141.84 |
|
|
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% |
0.91 |
0.6% |
25% |
False |
False |
608,233 |
10 |
143.94 |
141.67 |
2.27 |
1.6% |
0.82 |
0.6% |
18% |
False |
False |
633,183 |
20 |
144.37 |
141.67 |
2.70 |
1.9% |
0.68 |
0.5% |
15% |
False |
False |
603,403 |
40 |
144.37 |
139.90 |
4.47 |
3.1% |
0.73 |
0.5% |
49% |
False |
False |
660,541 |
60 |
145.93 |
139.90 |
6.03 |
4.2% |
0.73 |
0.5% |
36% |
False |
False |
550,680 |
80 |
147.53 |
139.90 |
7.63 |
5.4% |
0.71 |
0.5% |
28% |
False |
False |
413,570 |
100 |
147.53 |
139.90 |
7.63 |
5.4% |
0.67 |
0.5% |
28% |
False |
False |
330,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.01 |
2.618 |
143.34 |
1.618 |
142.93 |
1.000 |
142.68 |
0.618 |
142.52 |
HIGH |
142.27 |
0.618 |
142.11 |
0.500 |
142.07 |
0.382 |
142.02 |
LOW |
141.86 |
0.618 |
141.61 |
1.000 |
141.45 |
1.618 |
141.20 |
2.618 |
140.79 |
4.250 |
140.12 |
|
|
Fisher Pivots for day following 06-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
142.07 |
142.31 |
PP |
142.07 |
142.23 |
S1 |
142.07 |
142.15 |
|