Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 29-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
140.79 |
140.28 |
-0.51 |
-0.4% |
139.77 |
High |
140.92 |
140.83 |
-0.09 |
-0.1% |
140.69 |
Low |
140.15 |
140.06 |
-0.09 |
-0.1% |
139.06 |
Close |
140.30 |
140.60 |
0.30 |
0.2% |
139.58 |
Range |
0.77 |
0.77 |
0.00 |
0.0% |
1.63 |
ATR |
0.76 |
0.76 |
0.00 |
0.1% |
0.00 |
Volume |
679,202 |
543,516 |
-135,686 |
-20.0% |
2,751,924 |
|
Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.81 |
142.47 |
141.02 |
|
R3 |
142.04 |
141.70 |
140.81 |
|
R2 |
141.27 |
141.27 |
140.74 |
|
R1 |
140.93 |
140.93 |
140.67 |
141.10 |
PP |
140.50 |
140.50 |
140.50 |
140.58 |
S1 |
140.16 |
140.16 |
140.53 |
140.33 |
S2 |
139.73 |
139.73 |
140.46 |
|
S3 |
138.96 |
139.39 |
140.39 |
|
S4 |
138.19 |
138.62 |
140.18 |
|
|
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 |
140.95 |
139.06 |
1.89 |
1.3% |
0.79 |
0.6% |
81% |
False |
False |
550,148 |
10 |
140.95 |
139.06 |
1.89 |
1.3% |
0.69 |
0.5% |
81% |
False |
False |
584,457 |
20 |
142.95 |
139.06 |
3.89 |
2.8% |
0.74 |
0.5% |
40% |
False |
False |
565,305 |
40 |
144.37 |
139.06 |
5.31 |
3.8% |
0.71 |
0.5% |
29% |
False |
False |
589,124 |
60 |
144.37 |
139.06 |
5.31 |
3.8% |
0.74 |
0.5% |
29% |
False |
False |
650,016 |
80 |
146.46 |
139.06 |
7.40 |
5.3% |
0.73 |
0.5% |
21% |
False |
False |
536,033 |
100 |
147.53 |
139.06 |
8.47 |
6.0% |
0.71 |
0.5% |
18% |
False |
False |
429,174 |
120 |
147.53 |
139.06 |
8.47 |
6.0% |
0.67 |
0.5% |
18% |
False |
False |
357,671 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.10 |
2.618 |
142.85 |
1.618 |
142.08 |
1.000 |
141.60 |
0.618 |
141.31 |
HIGH |
140.83 |
0.618 |
140.54 |
0.500 |
140.45 |
0.382 |
140.35 |
LOW |
140.06 |
0.618 |
139.58 |
1.000 |
139.29 |
1.618 |
138.81 |
2.618 |
138.04 |
4.250 |
136.79 |
|
|
Fisher Pivots for day following 29-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
140.55 |
140.55 |
PP |
140.50 |
140.49 |
S1 |
140.45 |
140.44 |
|