Euro Bund Future September 2013
| Trading Metrics calculated at close of trading on 26-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
139.77 |
139.65 |
-0.12 |
-0.1% |
139.77 |
| High |
139.85 |
140.15 |
0.30 |
0.2% |
140.69 |
| Low |
139.06 |
139.57 |
0.51 |
0.4% |
139.06 |
| Close |
139.58 |
140.05 |
0.47 |
0.3% |
139.58 |
| Range |
0.79 |
0.58 |
-0.21 |
-26.6% |
1.63 |
| ATR |
0.76 |
0.74 |
-0.01 |
-1.7% |
0.00 |
| Volume |
216,149 |
667,325 |
451,176 |
208.7% |
2,751,924 |
|
| Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.66 |
141.44 |
140.37 |
|
| R3 |
141.08 |
140.86 |
140.21 |
|
| R2 |
140.50 |
140.50 |
140.16 |
|
| R1 |
140.28 |
140.28 |
140.10 |
140.39 |
| PP |
139.92 |
139.92 |
139.92 |
139.98 |
| S1 |
139.70 |
139.70 |
140.00 |
139.81 |
| S2 |
139.34 |
139.34 |
139.94 |
|
| S3 |
138.76 |
139.12 |
139.89 |
|
| S4 |
138.18 |
138.54 |
139.73 |
|
|
| 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% |
0.63 |
0.5% |
61% |
False |
False |
565,195 |
| 10 |
141.93 |
139.06 |
2.87 |
2.0% |
0.73 |
0.5% |
34% |
False |
False |
587,471 |
| 20 |
143.29 |
139.06 |
4.23 |
3.0% |
0.73 |
0.5% |
23% |
False |
False |
603,769 |
| 40 |
144.37 |
139.06 |
5.31 |
3.8% |
0.69 |
0.5% |
19% |
False |
False |
590,786 |
| 60 |
144.37 |
139.06 |
5.31 |
3.8% |
0.73 |
0.5% |
19% |
False |
False |
666,339 |
| 80 |
147.42 |
139.06 |
8.36 |
6.0% |
0.73 |
0.5% |
12% |
False |
False |
512,820 |
| 100 |
147.53 |
139.06 |
8.47 |
6.0% |
0.70 |
0.5% |
12% |
False |
False |
410,515 |
| 120 |
147.53 |
139.06 |
8.47 |
6.0% |
0.66 |
0.5% |
12% |
False |
False |
342,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.62 |
|
2.618 |
141.67 |
|
1.618 |
141.09 |
|
1.000 |
140.73 |
|
0.618 |
140.51 |
|
HIGH |
140.15 |
|
0.618 |
139.93 |
|
0.500 |
139.86 |
|
0.382 |
139.79 |
|
LOW |
139.57 |
|
0.618 |
139.21 |
|
1.000 |
138.99 |
|
1.618 |
138.63 |
|
2.618 |
138.05 |
|
4.250 |
137.11 |
|
|
| Fisher Pivots for day following 26-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
139.99 |
139.90 |
| PP |
139.92 |
139.75 |
| S1 |
139.86 |
139.61 |
|