Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 19-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
140.08 |
139.77 |
-0.31 |
-0.2% |
142.44 |
High |
140.38 |
140.24 |
-0.14 |
-0.1% |
142.44 |
Low |
139.72 |
139.71 |
-0.01 |
0.0% |
139.72 |
Close |
140.22 |
139.93 |
-0.29 |
-0.2% |
140.22 |
Range |
0.66 |
0.53 |
-0.13 |
-19.7% |
2.72 |
ATR |
0.78 |
0.76 |
-0.02 |
-2.3% |
0.00 |
Volume |
558,054 |
593,273 |
35,219 |
6.3% |
3,242,165 |
|
Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.55 |
141.27 |
140.22 |
|
R3 |
141.02 |
140.74 |
140.08 |
|
R2 |
140.49 |
140.49 |
140.03 |
|
R1 |
140.21 |
140.21 |
139.98 |
140.35 |
PP |
139.96 |
139.96 |
139.96 |
140.03 |
S1 |
139.68 |
139.68 |
139.88 |
139.82 |
S2 |
139.43 |
139.43 |
139.83 |
|
S3 |
138.90 |
139.15 |
139.78 |
|
S4 |
138.37 |
138.62 |
139.64 |
|
|
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 |
141.93 |
139.71 |
2.22 |
1.6% |
0.84 |
0.6% |
10% |
False |
True |
609,747 |
10 |
142.71 |
139.71 |
3.00 |
2.1% |
0.70 |
0.5% |
7% |
False |
True |
572,523 |
20 |
144.31 |
139.71 |
4.60 |
3.3% |
0.78 |
0.6% |
5% |
False |
True |
617,392 |
40 |
144.37 |
139.71 |
4.66 |
3.3% |
0.73 |
0.5% |
5% |
False |
True |
609,803 |
60 |
144.93 |
139.71 |
5.22 |
3.7% |
0.74 |
0.5% |
4% |
False |
True |
634,919 |
80 |
147.53 |
139.71 |
7.82 |
5.6% |
0.72 |
0.5% |
3% |
False |
True |
477,634 |
100 |
147.53 |
139.71 |
7.82 |
5.6% |
0.69 |
0.5% |
3% |
False |
True |
382,264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142.49 |
2.618 |
141.63 |
1.618 |
141.10 |
1.000 |
140.77 |
0.618 |
140.57 |
HIGH |
140.24 |
0.618 |
140.04 |
0.500 |
139.98 |
0.382 |
139.91 |
LOW |
139.71 |
0.618 |
139.38 |
1.000 |
139.18 |
1.618 |
138.85 |
2.618 |
138.32 |
4.250 |
137.46 |
|
|
Fisher Pivots for day following 19-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
139.98 |
140.36 |
PP |
139.96 |
140.22 |
S1 |
139.95 |
140.07 |
|