Euro Bund Future September 2013
| Trading Metrics calculated at close of trading on 04-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2013 |
04-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
140.16 |
139.74 |
-0.42 |
-0.3% |
139.65 |
| High |
140.27 |
139.95 |
-0.32 |
-0.2% |
140.95 |
| Low |
139.55 |
139.51 |
-0.04 |
0.0% |
139.57 |
| Close |
139.61 |
139.73 |
0.12 |
0.1% |
140.66 |
| Range |
0.72 |
0.44 |
-0.28 |
-38.9% |
1.38 |
| ATR |
0.77 |
0.75 |
-0.02 |
-3.1% |
0.00 |
| Volume |
1,024,450 |
426,404 |
-598,046 |
-58.4% |
3,151,512 |
|
| Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.05 |
140.83 |
139.97 |
|
| R3 |
140.61 |
140.39 |
139.85 |
|
| R2 |
140.17 |
140.17 |
139.81 |
|
| R1 |
139.95 |
139.95 |
139.77 |
139.84 |
| PP |
139.73 |
139.73 |
139.73 |
139.68 |
| S1 |
139.51 |
139.51 |
139.69 |
139.40 |
| S2 |
139.29 |
139.29 |
139.65 |
|
| S3 |
138.85 |
139.07 |
139.61 |
|
| S4 |
138.41 |
138.63 |
139.49 |
|
|
| 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 |
140.94 |
139.51 |
1.43 |
1.0% |
0.65 |
0.5% |
15% |
False |
True |
658,098 |
| 10 |
140.95 |
139.06 |
1.89 |
1.4% |
0.69 |
0.5% |
35% |
False |
False |
622,705 |
| 20 |
142.71 |
139.06 |
3.65 |
2.6% |
0.70 |
0.5% |
18% |
False |
False |
594,930 |
| 40 |
144.37 |
139.06 |
5.31 |
3.8% |
0.69 |
0.5% |
13% |
False |
False |
599,167 |
| 60 |
144.37 |
139.06 |
5.31 |
3.8% |
0.72 |
0.5% |
13% |
False |
False |
638,671 |
| 80 |
145.93 |
139.06 |
6.87 |
4.9% |
0.73 |
0.5% |
10% |
False |
False |
561,742 |
| 100 |
147.53 |
139.06 |
8.47 |
6.1% |
0.71 |
0.5% |
8% |
False |
False |
449,842 |
| 120 |
147.53 |
139.06 |
8.47 |
6.1% |
0.68 |
0.5% |
8% |
False |
False |
374,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141.82 |
|
2.618 |
141.10 |
|
1.618 |
140.66 |
|
1.000 |
140.39 |
|
0.618 |
140.22 |
|
HIGH |
139.95 |
|
0.618 |
139.78 |
|
0.500 |
139.73 |
|
0.382 |
139.68 |
|
LOW |
139.51 |
|
0.618 |
139.24 |
|
1.000 |
139.07 |
|
1.618 |
138.80 |
|
2.618 |
138.36 |
|
4.250 |
137.64 |
|
|
| Fisher Pivots for day following 04-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
139.73 |
140.23 |
| PP |
139.73 |
140.06 |
| S1 |
139.73 |
139.90 |
|