Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 13-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
142.44 |
141.90 |
-0.54 |
-0.4% |
142.73 |
High |
142.44 |
141.93 |
-0.51 |
-0.4% |
142.95 |
Low |
141.91 |
140.63 |
-1.28 |
-0.9% |
141.83 |
Close |
142.23 |
140.86 |
-1.37 |
-1.0% |
142.28 |
Range |
0.53 |
1.30 |
0.77 |
145.3% |
1.12 |
ATR |
0.71 |
0.78 |
0.06 |
8.8% |
0.00 |
Volume |
786,699 |
669,872 |
-116,827 |
-14.9% |
2,317,551 |
|
Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.04 |
144.25 |
141.58 |
|
R3 |
143.74 |
142.95 |
141.22 |
|
R2 |
142.44 |
142.44 |
141.10 |
|
R1 |
141.65 |
141.65 |
140.98 |
141.40 |
PP |
141.14 |
141.14 |
141.14 |
141.01 |
S1 |
140.35 |
140.35 |
140.74 |
140.10 |
S2 |
139.84 |
139.84 |
140.62 |
|
S3 |
138.54 |
139.05 |
140.50 |
|
S4 |
137.24 |
137.75 |
140.15 |
|
|
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 |
142.71 |
140.63 |
2.08 |
1.5% |
0.75 |
0.5% |
11% |
False |
True |
551,744 |
10 |
143.29 |
140.63 |
2.66 |
1.9% |
0.83 |
0.6% |
9% |
False |
True |
579,989 |
20 |
144.37 |
140.63 |
3.74 |
2.7% |
0.72 |
0.5% |
6% |
False |
True |
598,686 |
40 |
144.37 |
139.90 |
4.47 |
3.2% |
0.75 |
0.5% |
21% |
False |
False |
648,290 |
60 |
145.47 |
139.90 |
5.57 |
4.0% |
0.74 |
0.5% |
17% |
False |
False |
596,155 |
80 |
147.53 |
139.90 |
7.63 |
5.4% |
0.72 |
0.5% |
13% |
False |
False |
448,004 |
100 |
147.53 |
139.90 |
7.63 |
5.4% |
0.69 |
0.5% |
13% |
False |
False |
358,481 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.46 |
2.618 |
145.33 |
1.618 |
144.03 |
1.000 |
143.23 |
0.618 |
142.73 |
HIGH |
141.93 |
0.618 |
141.43 |
0.500 |
141.28 |
0.382 |
141.13 |
LOW |
140.63 |
0.618 |
139.83 |
1.000 |
139.33 |
1.618 |
138.53 |
2.618 |
137.23 |
4.250 |
135.11 |
|
|
Fisher Pivots for day following 13-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
141.28 |
141.58 |
PP |
141.14 |
141.34 |
S1 |
141.00 |
141.10 |
|