Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 16-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
140.95 |
140.08 |
-0.87 |
-0.6% |
142.44 |
High |
141.01 |
140.38 |
-0.63 |
-0.4% |
142.44 |
Low |
139.85 |
139.72 |
-0.13 |
-0.1% |
139.72 |
Close |
140.11 |
140.22 |
0.11 |
0.1% |
140.22 |
Range |
1.16 |
0.66 |
-0.50 |
-43.1% |
2.72 |
ATR |
0.79 |
0.78 |
-0.01 |
-1.2% |
0.00 |
Volume |
459,545 |
558,054 |
98,509 |
21.4% |
3,242,165 |
|
Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.09 |
141.81 |
140.58 |
|
R3 |
141.43 |
141.15 |
140.40 |
|
R2 |
140.77 |
140.77 |
140.34 |
|
R1 |
140.49 |
140.49 |
140.28 |
140.63 |
PP |
140.11 |
140.11 |
140.11 |
140.18 |
S1 |
139.83 |
139.83 |
140.16 |
139.97 |
S2 |
139.45 |
139.45 |
140.10 |
|
S3 |
138.79 |
139.17 |
140.04 |
|
S4 |
138.13 |
138.51 |
139.86 |
|
|
Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.95 |
147.31 |
141.72 |
|
R3 |
146.23 |
144.59 |
140.97 |
|
R2 |
143.51 |
143.51 |
140.72 |
|
R1 |
141.87 |
141.87 |
140.47 |
141.33 |
PP |
140.79 |
140.79 |
140.79 |
140.53 |
S1 |
139.15 |
139.15 |
139.97 |
138.61 |
S2 |
138.07 |
138.07 |
139.72 |
|
S3 |
135.35 |
136.43 |
139.47 |
|
S4 |
132.63 |
133.71 |
138.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
142.44 |
139.72 |
2.72 |
1.9% |
0.84 |
0.6% |
18% |
False |
True |
648,433 |
10 |
142.95 |
139.72 |
3.23 |
2.3% |
0.73 |
0.5% |
15% |
False |
True |
555,971 |
20 |
144.35 |
139.72 |
4.63 |
3.3% |
0.77 |
0.5% |
11% |
False |
True |
620,860 |
40 |
144.37 |
139.72 |
4.65 |
3.3% |
0.74 |
0.5% |
11% |
False |
True |
623,683 |
60 |
145.25 |
139.72 |
5.53 |
3.9% |
0.74 |
0.5% |
9% |
False |
True |
625,390 |
80 |
147.53 |
139.72 |
7.81 |
5.6% |
0.72 |
0.5% |
6% |
False |
True |
470,255 |
100 |
147.53 |
139.72 |
7.81 |
5.6% |
0.70 |
0.5% |
6% |
False |
True |
376,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.19 |
2.618 |
142.11 |
1.618 |
141.45 |
1.000 |
141.04 |
0.618 |
140.79 |
HIGH |
140.38 |
0.618 |
140.13 |
0.500 |
140.05 |
0.382 |
139.97 |
LOW |
139.72 |
0.618 |
139.31 |
1.000 |
139.06 |
1.618 |
138.65 |
2.618 |
137.99 |
4.250 |
136.92 |
|
|
Fisher Pivots for day following 16-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
140.16 |
140.41 |
PP |
140.11 |
140.35 |
S1 |
140.05 |
140.28 |
|