Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 06-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2013 |
06-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
139.43 |
138.35 |
-1.08 |
-0.8% |
140.16 |
High |
139.48 |
138.99 |
-0.49 |
-0.4% |
140.27 |
Low |
138.42 |
138.35 |
-0.07 |
-0.1% |
138.35 |
Close |
138.59 |
138.98 |
0.39 |
0.3% |
138.98 |
Range |
1.06 |
0.64 |
-0.42 |
-39.6% |
1.92 |
ATR |
0.79 |
0.78 |
-0.01 |
-1.4% |
0.00 |
Volume |
26,926 |
3,509 |
-23,417 |
-87.0% |
1,481,289 |
|
Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.69 |
140.48 |
139.33 |
|
R3 |
140.05 |
139.84 |
139.16 |
|
R2 |
139.41 |
139.41 |
139.10 |
|
R1 |
139.20 |
139.20 |
139.04 |
139.31 |
PP |
138.77 |
138.77 |
138.77 |
138.83 |
S1 |
138.56 |
138.56 |
138.92 |
138.67 |
S2 |
138.13 |
138.13 |
138.86 |
|
S3 |
137.49 |
137.92 |
138.80 |
|
S4 |
136.85 |
137.28 |
138.63 |
|
|
Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.96 |
143.89 |
140.04 |
|
R3 |
143.04 |
141.97 |
139.51 |
|
R2 |
141.12 |
141.12 |
139.33 |
|
R1 |
140.05 |
140.05 |
139.16 |
139.63 |
PP |
139.20 |
139.20 |
139.20 |
138.99 |
S1 |
138.13 |
138.13 |
138.80 |
137.71 |
S2 |
137.28 |
137.28 |
138.63 |
|
S3 |
135.36 |
136.21 |
138.45 |
|
S4 |
133.44 |
134.29 |
137.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
140.94 |
138.35 |
2.59 |
1.9% |
0.68 |
0.5% |
24% |
False |
True |
419,641 |
10 |
140.95 |
138.35 |
2.60 |
1.9% |
0.73 |
0.5% |
24% |
False |
True |
484,895 |
20 |
142.52 |
138.35 |
4.17 |
3.0% |
0.72 |
0.5% |
15% |
False |
True |
553,712 |
40 |
144.37 |
138.35 |
6.02 |
4.3% |
0.71 |
0.5% |
10% |
False |
True |
566,285 |
60 |
144.37 |
138.35 |
6.02 |
4.3% |
0.73 |
0.5% |
10% |
False |
True |
613,732 |
80 |
145.93 |
138.35 |
7.58 |
5.5% |
0.73 |
0.5% |
8% |
False |
True |
562,041 |
100 |
147.53 |
138.35 |
9.18 |
6.6% |
0.71 |
0.5% |
7% |
False |
True |
450,141 |
120 |
147.53 |
138.35 |
9.18 |
6.6% |
0.69 |
0.5% |
7% |
False |
True |
375,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141.71 |
2.618 |
140.67 |
1.618 |
140.03 |
1.000 |
139.63 |
0.618 |
139.39 |
HIGH |
138.99 |
0.618 |
138.75 |
0.500 |
138.67 |
0.382 |
138.59 |
LOW |
138.35 |
0.618 |
137.95 |
1.000 |
137.71 |
1.618 |
137.31 |
2.618 |
136.67 |
4.250 |
135.63 |
|
|
Fisher Pivots for day following 06-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
138.88 |
139.15 |
PP |
138.77 |
139.09 |
S1 |
138.67 |
139.04 |
|