Euro Bund Future December 2013
| Trading Metrics calculated at close of trading on 20-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
137.90 |
138.25 |
0.35 |
0.3% |
140.13 |
| High |
138.29 |
138.71 |
0.42 |
0.3% |
140.41 |
| Low |
137.90 |
138.20 |
0.30 |
0.2% |
137.80 |
| Close |
137.99 |
138.66 |
0.67 |
0.5% |
138.27 |
| Range |
0.39 |
0.51 |
0.12 |
30.8% |
2.61 |
| ATR |
0.66 |
0.66 |
0.00 |
0.7% |
0.00 |
| Volume |
1,359 |
2,138 |
779 |
57.3% |
3,780 |
|
| Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.05 |
139.87 |
138.94 |
|
| R3 |
139.54 |
139.36 |
138.80 |
|
| R2 |
139.03 |
139.03 |
138.75 |
|
| R1 |
138.85 |
138.85 |
138.71 |
138.94 |
| PP |
138.52 |
138.52 |
138.52 |
138.57 |
| S1 |
138.34 |
138.34 |
138.61 |
138.43 |
| S2 |
138.01 |
138.01 |
138.57 |
|
| S3 |
137.50 |
137.83 |
138.52 |
|
| S4 |
136.99 |
137.32 |
138.38 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.66 |
145.07 |
139.71 |
|
| R3 |
144.05 |
142.46 |
138.99 |
|
| R2 |
141.44 |
141.44 |
138.75 |
|
| R1 |
139.85 |
139.85 |
138.51 |
139.34 |
| PP |
138.83 |
138.83 |
138.83 |
138.57 |
| S1 |
137.24 |
137.24 |
138.03 |
136.73 |
| S2 |
136.22 |
136.22 |
137.79 |
|
| S3 |
133.61 |
134.63 |
137.55 |
|
| S4 |
131.00 |
132.02 |
136.83 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140.88 |
|
2.618 |
140.05 |
|
1.618 |
139.54 |
|
1.000 |
139.22 |
|
0.618 |
139.03 |
|
HIGH |
138.71 |
|
0.618 |
138.52 |
|
0.500 |
138.46 |
|
0.382 |
138.39 |
|
LOW |
138.20 |
|
0.618 |
137.88 |
|
1.000 |
137.69 |
|
1.618 |
137.37 |
|
2.618 |
136.86 |
|
4.250 |
136.03 |
|
|
| Fisher Pivots for day following 20-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
138.59 |
138.53 |
| PP |
138.52 |
138.39 |
| S1 |
138.46 |
138.26 |
|