Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 08-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2013 |
08-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
142.13 |
142.46 |
0.33 |
0.2% |
142.57 |
High |
142.55 |
142.71 |
0.16 |
0.1% |
143.29 |
Low |
141.83 |
142.04 |
0.21 |
0.1% |
141.67 |
Close |
142.26 |
142.29 |
0.03 |
0.0% |
142.60 |
Range |
0.72 |
0.67 |
-0.05 |
-6.9% |
1.62 |
ATR |
0.75 |
0.75 |
-0.01 |
-0.8% |
0.00 |
Volume |
515,833 |
338,963 |
-176,870 |
-34.3% |
3,551,602 |
|
Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.36 |
143.99 |
142.66 |
|
R3 |
143.69 |
143.32 |
142.47 |
|
R2 |
143.02 |
143.02 |
142.41 |
|
R1 |
142.65 |
142.65 |
142.35 |
142.50 |
PP |
142.35 |
142.35 |
142.35 |
142.27 |
S1 |
141.98 |
141.98 |
142.23 |
141.83 |
S2 |
141.68 |
141.68 |
142.17 |
|
S3 |
141.01 |
141.31 |
142.11 |
|
S4 |
140.34 |
140.64 |
141.92 |
|
|
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 |
142.95 |
141.67 |
1.28 |
0.9% |
0.76 |
0.5% |
48% |
False |
False |
466,012 |
10 |
143.29 |
141.67 |
1.62 |
1.1% |
0.73 |
0.5% |
38% |
False |
False |
583,953 |
20 |
144.37 |
141.67 |
2.70 |
1.9% |
0.69 |
0.5% |
23% |
False |
False |
578,859 |
40 |
144.37 |
139.90 |
4.47 |
3.1% |
0.73 |
0.5% |
53% |
False |
False |
643,743 |
60 |
145.93 |
139.90 |
6.03 |
4.2% |
0.74 |
0.5% |
40% |
False |
False |
564,817 |
80 |
147.53 |
139.90 |
7.63 |
5.4% |
0.71 |
0.5% |
31% |
False |
False |
424,248 |
100 |
147.53 |
139.90 |
7.63 |
5.4% |
0.68 |
0.5% |
31% |
False |
False |
339,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.56 |
2.618 |
144.46 |
1.618 |
143.79 |
1.000 |
143.38 |
0.618 |
143.12 |
HIGH |
142.71 |
0.618 |
142.45 |
0.500 |
142.38 |
0.382 |
142.30 |
LOW |
142.04 |
0.618 |
141.63 |
1.000 |
141.37 |
1.618 |
140.96 |
2.618 |
140.29 |
4.250 |
139.19 |
|
|
Fisher Pivots for day following 08-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
142.38 |
142.28 |
PP |
142.35 |
142.28 |
S1 |
142.32 |
142.27 |
|