Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 30-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
140.28 |
140.60 |
0.32 |
0.2% |
139.65 |
High |
140.83 |
140.94 |
0.11 |
0.1% |
140.95 |
Low |
140.06 |
140.40 |
0.34 |
0.2% |
139.57 |
Close |
140.60 |
140.66 |
0.06 |
0.0% |
140.66 |
Range |
0.77 |
0.54 |
-0.23 |
-29.9% |
1.38 |
ATR |
0.76 |
0.75 |
-0.02 |
-2.1% |
0.00 |
Volume |
543,516 |
616,918 |
73,402 |
13.5% |
3,151,512 |
|
Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.29 |
142.01 |
140.96 |
|
R3 |
141.75 |
141.47 |
140.81 |
|
R2 |
141.21 |
141.21 |
140.76 |
|
R1 |
140.93 |
140.93 |
140.71 |
141.07 |
PP |
140.67 |
140.67 |
140.67 |
140.74 |
S1 |
140.39 |
140.39 |
140.61 |
140.53 |
S2 |
140.13 |
140.13 |
140.56 |
|
S3 |
139.59 |
139.85 |
140.51 |
|
S4 |
139.05 |
139.31 |
140.36 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.53 |
143.98 |
141.42 |
|
R3 |
143.15 |
142.60 |
141.04 |
|
R2 |
141.77 |
141.77 |
140.91 |
|
R1 |
141.22 |
141.22 |
140.79 |
141.50 |
PP |
140.39 |
140.39 |
140.39 |
140.53 |
S1 |
139.84 |
139.84 |
140.53 |
140.12 |
S2 |
139.01 |
139.01 |
140.41 |
|
S3 |
137.63 |
138.46 |
140.28 |
|
S4 |
136.25 |
137.08 |
139.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
140.95 |
139.57 |
1.38 |
1.0% |
0.74 |
0.5% |
79% |
False |
False |
630,302 |
10 |
140.95 |
139.06 |
1.89 |
1.3% |
0.68 |
0.5% |
85% |
False |
False |
590,343 |
20 |
142.95 |
139.06 |
3.89 |
2.8% |
0.71 |
0.5% |
41% |
False |
False |
573,157 |
40 |
144.37 |
139.06 |
5.31 |
3.8% |
0.69 |
0.5% |
30% |
False |
False |
591,742 |
60 |
144.37 |
139.06 |
5.31 |
3.8% |
0.74 |
0.5% |
30% |
False |
False |
645,635 |
80 |
146.46 |
139.06 |
7.40 |
5.3% |
0.73 |
0.5% |
22% |
False |
False |
543,686 |
100 |
147.53 |
139.06 |
8.47 |
6.0% |
0.71 |
0.5% |
19% |
False |
False |
435,336 |
120 |
147.53 |
139.06 |
8.47 |
6.0% |
0.67 |
0.5% |
19% |
False |
False |
362,812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.24 |
2.618 |
142.35 |
1.618 |
141.81 |
1.000 |
141.48 |
0.618 |
141.27 |
HIGH |
140.94 |
0.618 |
140.73 |
0.500 |
140.67 |
0.382 |
140.61 |
LOW |
140.40 |
0.618 |
140.07 |
1.000 |
139.86 |
1.618 |
139.53 |
2.618 |
138.99 |
4.250 |
138.11 |
|
|
Fisher Pivots for day following 30-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
140.67 |
140.61 |
PP |
140.67 |
140.55 |
S1 |
140.66 |
140.50 |
|