Euro Bund Future September 2013
| Trading Metrics calculated at close of trading on 23-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
139.80 |
139.77 |
-0.03 |
0.0% |
139.77 |
| High |
139.98 |
139.85 |
-0.13 |
-0.1% |
140.69 |
| Low |
139.46 |
139.06 |
-0.40 |
-0.3% |
139.06 |
| Close |
139.73 |
139.58 |
-0.15 |
-0.1% |
139.58 |
| Range |
0.52 |
0.79 |
0.27 |
51.9% |
1.63 |
| ATR |
0.75 |
0.76 |
0.00 |
0.3% |
0.00 |
| Volume |
728,500 |
216,149 |
-512,351 |
-70.3% |
2,751,924 |
|
| Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.87 |
141.51 |
140.01 |
|
| R3 |
141.08 |
140.72 |
139.80 |
|
| R2 |
140.29 |
140.29 |
139.72 |
|
| R1 |
139.93 |
139.93 |
139.65 |
139.72 |
| PP |
139.50 |
139.50 |
139.50 |
139.39 |
| S1 |
139.14 |
139.14 |
139.51 |
138.93 |
| S2 |
138.71 |
138.71 |
139.44 |
|
| S3 |
137.92 |
138.35 |
139.36 |
|
| S4 |
137.13 |
137.56 |
139.15 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.67 |
143.75 |
140.48 |
|
| R3 |
143.04 |
142.12 |
140.03 |
|
| R2 |
141.41 |
141.41 |
139.88 |
|
| R1 |
140.49 |
140.49 |
139.73 |
140.14 |
| PP |
139.78 |
139.78 |
139.78 |
139.60 |
| S1 |
138.86 |
138.86 |
139.43 |
138.51 |
| S2 |
138.15 |
138.15 |
139.28 |
|
| S3 |
136.52 |
137.23 |
139.13 |
|
| S4 |
134.89 |
135.60 |
138.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140.69 |
139.06 |
1.63 |
1.2% |
0.62 |
0.4% |
32% |
False |
True |
550,384 |
| 10 |
142.44 |
139.06 |
3.38 |
2.4% |
0.73 |
0.5% |
15% |
False |
True |
599,408 |
| 20 |
143.29 |
139.06 |
4.23 |
3.0% |
0.73 |
0.5% |
12% |
False |
True |
593,162 |
| 40 |
144.37 |
139.06 |
5.31 |
3.8% |
0.70 |
0.5% |
10% |
False |
True |
586,618 |
| 60 |
144.44 |
139.06 |
5.38 |
3.9% |
0.74 |
0.5% |
10% |
False |
True |
665,239 |
| 80 |
147.53 |
139.06 |
8.47 |
6.1% |
0.73 |
0.5% |
6% |
False |
True |
504,508 |
| 100 |
147.53 |
139.06 |
8.47 |
6.1% |
0.70 |
0.5% |
6% |
False |
True |
403,843 |
| 120 |
147.53 |
139.06 |
8.47 |
6.1% |
0.66 |
0.5% |
6% |
False |
True |
336,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.21 |
|
2.618 |
141.92 |
|
1.618 |
141.13 |
|
1.000 |
140.64 |
|
0.618 |
140.34 |
|
HIGH |
139.85 |
|
0.618 |
139.55 |
|
0.500 |
139.46 |
|
0.382 |
139.36 |
|
LOW |
139.06 |
|
0.618 |
138.57 |
|
1.000 |
138.27 |
|
1.618 |
137.78 |
|
2.618 |
136.99 |
|
4.250 |
135.70 |
|
|
| Fisher Pivots for day following 23-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
139.54 |
139.88 |
| PP |
139.50 |
139.78 |
| S1 |
139.46 |
139.68 |
|