Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 15-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
140.76 |
140.95 |
0.19 |
0.1% |
142.73 |
High |
141.10 |
141.01 |
-0.09 |
-0.1% |
142.95 |
Low |
140.57 |
139.85 |
-0.72 |
-0.5% |
141.83 |
Close |
140.95 |
140.11 |
-0.84 |
-0.6% |
142.28 |
Range |
0.53 |
1.16 |
0.63 |
118.9% |
1.12 |
ATR |
0.76 |
0.79 |
0.03 |
3.8% |
0.00 |
Volume |
767,995 |
459,545 |
-308,450 |
-40.2% |
2,317,551 |
|
Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.80 |
143.12 |
140.75 |
|
R3 |
142.64 |
141.96 |
140.43 |
|
R2 |
141.48 |
141.48 |
140.32 |
|
R1 |
140.80 |
140.80 |
140.22 |
140.56 |
PP |
140.32 |
140.32 |
140.32 |
140.21 |
S1 |
139.64 |
139.64 |
140.00 |
139.40 |
S2 |
139.16 |
139.16 |
139.90 |
|
S3 |
138.00 |
138.48 |
139.79 |
|
S4 |
136.84 |
137.32 |
139.47 |
|
|
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 |
142.52 |
139.85 |
2.67 |
1.9% |
0.81 |
0.6% |
10% |
False |
True |
626,293 |
10 |
142.95 |
139.85 |
3.10 |
2.2% |
0.78 |
0.6% |
8% |
False |
True |
546,152 |
20 |
144.37 |
139.85 |
4.52 |
3.2% |
0.75 |
0.5% |
6% |
False |
True |
610,570 |
40 |
144.37 |
139.85 |
4.52 |
3.2% |
0.75 |
0.5% |
6% |
False |
True |
632,845 |
60 |
145.30 |
139.85 |
5.45 |
3.9% |
0.75 |
0.5% |
5% |
False |
True |
616,357 |
80 |
147.53 |
139.85 |
7.68 |
5.5% |
0.73 |
0.5% |
3% |
False |
True |
463,307 |
100 |
147.53 |
139.85 |
7.68 |
5.5% |
0.70 |
0.5% |
3% |
False |
True |
370,755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.94 |
2.618 |
144.05 |
1.618 |
142.89 |
1.000 |
142.17 |
0.618 |
141.73 |
HIGH |
141.01 |
0.618 |
140.57 |
0.500 |
140.43 |
0.382 |
140.29 |
LOW |
139.85 |
0.618 |
139.13 |
1.000 |
138.69 |
1.618 |
137.97 |
2.618 |
136.81 |
4.250 |
134.92 |
|
|
Fisher Pivots for day following 15-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
140.43 |
140.89 |
PP |
140.32 |
140.63 |
S1 |
140.22 |
140.37 |
|