Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 14-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
141.90 |
140.76 |
-1.14 |
-0.8% |
142.73 |
High |
141.93 |
141.10 |
-0.83 |
-0.6% |
142.95 |
Low |
140.63 |
140.57 |
-0.06 |
0.0% |
141.83 |
Close |
140.86 |
140.95 |
0.09 |
0.1% |
142.28 |
Range |
1.30 |
0.53 |
-0.77 |
-59.2% |
1.12 |
ATR |
0.78 |
0.76 |
-0.02 |
-2.3% |
0.00 |
Volume |
669,872 |
767,995 |
98,123 |
14.6% |
2,317,551 |
|
Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.46 |
142.24 |
141.24 |
|
R3 |
141.93 |
141.71 |
141.10 |
|
R2 |
141.40 |
141.40 |
141.05 |
|
R1 |
141.18 |
141.18 |
141.00 |
141.29 |
PP |
140.87 |
140.87 |
140.87 |
140.93 |
S1 |
140.65 |
140.65 |
140.90 |
140.76 |
S2 |
140.34 |
140.34 |
140.85 |
|
S3 |
139.81 |
140.12 |
140.80 |
|
S4 |
139.28 |
139.59 |
140.66 |
|
|
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 |
140.57 |
2.14 |
1.5% |
0.71 |
0.5% |
18% |
False |
True |
602,177 |
10 |
143.29 |
140.57 |
2.72 |
1.9% |
0.77 |
0.5% |
14% |
False |
True |
574,928 |
20 |
144.37 |
140.57 |
3.80 |
2.7% |
0.72 |
0.5% |
10% |
False |
True |
607,498 |
40 |
144.37 |
139.90 |
4.47 |
3.2% |
0.75 |
0.5% |
23% |
False |
False |
650,916 |
60 |
145.30 |
139.90 |
5.40 |
3.8% |
0.74 |
0.5% |
19% |
False |
False |
608,858 |
80 |
147.53 |
139.90 |
7.63 |
5.4% |
0.72 |
0.5% |
14% |
False |
False |
457,573 |
100 |
147.53 |
139.90 |
7.63 |
5.4% |
0.69 |
0.5% |
14% |
False |
False |
366,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.35 |
2.618 |
142.49 |
1.618 |
141.96 |
1.000 |
141.63 |
0.618 |
141.43 |
HIGH |
141.10 |
0.618 |
140.90 |
0.500 |
140.84 |
0.382 |
140.77 |
LOW |
140.57 |
0.618 |
140.24 |
1.000 |
140.04 |
1.618 |
139.71 |
2.618 |
139.18 |
4.250 |
138.32 |
|
|
Fisher Pivots for day following 14-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
140.91 |
141.51 |
PP |
140.87 |
141.32 |
S1 |
140.84 |
141.14 |
|