Euro Bund Future September 2013
| Trading Metrics calculated at close of trading on 22-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
140.52 |
139.80 |
-0.72 |
-0.5% |
142.44 |
| High |
140.69 |
139.98 |
-0.71 |
-0.5% |
142.44 |
| Low |
139.96 |
139.46 |
-0.50 |
-0.4% |
139.72 |
| Close |
140.14 |
139.73 |
-0.41 |
-0.3% |
140.22 |
| Range |
0.73 |
0.52 |
-0.21 |
-28.8% |
2.72 |
| ATR |
0.76 |
0.75 |
-0.01 |
-0.7% |
0.00 |
| Volume |
680,043 |
728,500 |
48,457 |
7.1% |
3,242,165 |
|
| Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.28 |
141.03 |
140.02 |
|
| R3 |
140.76 |
140.51 |
139.87 |
|
| R2 |
140.24 |
140.24 |
139.83 |
|
| R1 |
139.99 |
139.99 |
139.78 |
139.86 |
| PP |
139.72 |
139.72 |
139.72 |
139.66 |
| S1 |
139.47 |
139.47 |
139.68 |
139.34 |
| S2 |
139.20 |
139.20 |
139.63 |
|
| S3 |
138.68 |
138.95 |
139.59 |
|
| S4 |
138.16 |
138.43 |
139.44 |
|
|
| 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 |
140.69 |
139.46 |
1.23 |
0.9% |
0.60 |
0.4% |
22% |
False |
True |
618,765 |
| 10 |
142.52 |
139.46 |
3.06 |
2.2% |
0.70 |
0.5% |
9% |
False |
True |
622,529 |
| 20 |
143.29 |
139.46 |
3.83 |
2.7% |
0.72 |
0.5% |
7% |
False |
True |
603,241 |
| 40 |
144.37 |
139.46 |
4.91 |
3.5% |
0.71 |
0.5% |
5% |
False |
True |
598,627 |
| 60 |
144.44 |
139.46 |
4.98 |
3.6% |
0.73 |
0.5% |
5% |
False |
True |
665,184 |
| 80 |
147.53 |
139.46 |
8.07 |
5.8% |
0.73 |
0.5% |
3% |
False |
True |
501,820 |
| 100 |
147.53 |
139.46 |
8.07 |
5.8% |
0.70 |
0.5% |
3% |
False |
True |
401,683 |
| 120 |
147.53 |
139.46 |
8.07 |
5.8% |
0.66 |
0.5% |
3% |
False |
True |
334,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.19 |
|
2.618 |
141.34 |
|
1.618 |
140.82 |
|
1.000 |
140.50 |
|
0.618 |
140.30 |
|
HIGH |
139.98 |
|
0.618 |
139.78 |
|
0.500 |
139.72 |
|
0.382 |
139.66 |
|
LOW |
139.46 |
|
0.618 |
139.14 |
|
1.000 |
138.94 |
|
1.618 |
138.62 |
|
2.618 |
138.10 |
|
4.250 |
137.25 |
|
|
| Fisher Pivots for day following 22-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
139.73 |
140.08 |
| PP |
139.72 |
139.96 |
| S1 |
139.72 |
139.85 |
|