Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 09-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2013 |
09-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
142.46 |
142.10 |
-0.36 |
-0.3% |
142.73 |
High |
142.71 |
142.52 |
-0.19 |
-0.1% |
142.95 |
Low |
142.04 |
142.01 |
-0.03 |
0.0% |
141.83 |
Close |
142.29 |
142.28 |
-0.01 |
0.0% |
142.28 |
Range |
0.67 |
0.51 |
-0.16 |
-23.9% |
1.12 |
ATR |
0.75 |
0.73 |
-0.02 |
-2.3% |
0.00 |
Volume |
338,963 |
447,357 |
108,394 |
32.0% |
2,317,551 |
|
Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.80 |
143.55 |
142.56 |
|
R3 |
143.29 |
143.04 |
142.42 |
|
R2 |
142.78 |
142.78 |
142.37 |
|
R1 |
142.53 |
142.53 |
142.33 |
142.66 |
PP |
142.27 |
142.27 |
142.27 |
142.33 |
S1 |
142.02 |
142.02 |
142.23 |
142.15 |
S2 |
141.76 |
141.76 |
142.19 |
|
S3 |
141.25 |
141.51 |
142.14 |
|
S4 |
140.74 |
141.00 |
142.00 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.71 |
145.12 |
142.90 |
|
R3 |
144.59 |
144.00 |
142.59 |
|
R2 |
143.47 |
143.47 |
142.49 |
|
R1 |
142.88 |
142.88 |
142.38 |
142.62 |
PP |
142.35 |
142.35 |
142.35 |
142.22 |
S1 |
141.76 |
141.76 |
142.18 |
141.50 |
S2 |
141.23 |
141.23 |
142.07 |
|
S3 |
140.11 |
140.64 |
141.97 |
|
S4 |
138.99 |
139.52 |
141.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
142.95 |
141.83 |
1.12 |
0.8% |
0.63 |
0.4% |
40% |
False |
False |
463,510 |
10 |
143.29 |
141.67 |
1.62 |
1.1% |
0.73 |
0.5% |
38% |
False |
False |
586,915 |
20 |
144.37 |
141.67 |
2.70 |
1.9% |
0.68 |
0.5% |
23% |
False |
False |
580,504 |
40 |
144.37 |
139.90 |
4.47 |
3.1% |
0.73 |
0.5% |
53% |
False |
False |
640,548 |
60 |
145.93 |
139.90 |
6.03 |
4.2% |
0.73 |
0.5% |
39% |
False |
False |
572,164 |
80 |
147.53 |
139.90 |
7.63 |
5.4% |
0.71 |
0.5% |
31% |
False |
False |
429,838 |
100 |
147.53 |
139.90 |
7.63 |
5.4% |
0.69 |
0.5% |
31% |
False |
False |
343,917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.69 |
2.618 |
143.86 |
1.618 |
143.35 |
1.000 |
143.03 |
0.618 |
142.84 |
HIGH |
142.52 |
0.618 |
142.33 |
0.500 |
142.27 |
0.382 |
142.20 |
LOW |
142.01 |
0.618 |
141.69 |
1.000 |
141.50 |
1.618 |
141.18 |
2.618 |
140.67 |
4.250 |
139.84 |
|
|
Fisher Pivots for day following 09-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
142.28 |
142.28 |
PP |
142.27 |
142.27 |
S1 |
142.27 |
142.27 |
|