Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 26-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
137.84 |
137.67 |
-0.17 |
-0.1% |
137.90 |
High |
137.84 |
138.19 |
0.35 |
0.3% |
138.71 |
Low |
137.11 |
137.63 |
0.52 |
0.4% |
137.11 |
Close |
137.62 |
138.09 |
0.47 |
0.3% |
137.62 |
Range |
0.73 |
0.56 |
-0.17 |
-23.3% |
1.60 |
ATR |
0.66 |
0.66 |
-0.01 |
-1.0% |
0.00 |
Volume |
4,863 |
3,024 |
-1,839 |
-37.8% |
14,967 |
|
Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.65 |
139.43 |
138.40 |
|
R3 |
139.09 |
138.87 |
138.24 |
|
R2 |
138.53 |
138.53 |
138.19 |
|
R1 |
138.31 |
138.31 |
138.14 |
138.42 |
PP |
137.97 |
137.97 |
137.97 |
138.03 |
S1 |
137.75 |
137.75 |
138.04 |
137.86 |
S2 |
137.41 |
137.41 |
137.99 |
|
S3 |
136.85 |
137.19 |
137.94 |
|
S4 |
136.29 |
136.63 |
137.78 |
|
|
Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.61 |
141.72 |
138.50 |
|
R3 |
141.01 |
140.12 |
138.06 |
|
R2 |
139.41 |
139.41 |
137.91 |
|
R1 |
138.52 |
138.52 |
137.77 |
138.17 |
PP |
137.81 |
137.81 |
137.81 |
137.64 |
S1 |
136.92 |
136.92 |
137.47 |
136.57 |
S2 |
136.21 |
136.21 |
137.33 |
|
S3 |
134.61 |
135.32 |
137.18 |
|
S4 |
133.01 |
133.72 |
136.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
138.71 |
137.11 |
1.60 |
1.2% |
0.59 |
0.4% |
61% |
False |
False |
3,326 |
10 |
139.95 |
137.11 |
2.84 |
2.1% |
0.68 |
0.5% |
35% |
False |
False |
2,070 |
20 |
141.22 |
137.11 |
4.11 |
3.0% |
0.63 |
0.5% |
24% |
False |
False |
1,346 |
40 |
142.37 |
137.11 |
5.26 |
3.8% |
0.58 |
0.4% |
19% |
False |
False |
692 |
60 |
142.37 |
137.11 |
5.26 |
3.8% |
0.59 |
0.4% |
19% |
False |
False |
483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.57 |
2.618 |
139.66 |
1.618 |
139.10 |
1.000 |
138.75 |
0.618 |
138.54 |
HIGH |
138.19 |
0.618 |
137.98 |
0.500 |
137.91 |
0.382 |
137.84 |
LOW |
137.63 |
0.618 |
137.28 |
1.000 |
137.07 |
1.618 |
136.72 |
2.618 |
136.16 |
4.250 |
135.25 |
|
|
Fisher Pivots for day following 26-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
138.03 |
137.94 |
PP |
137.97 |
137.80 |
S1 |
137.91 |
137.65 |
|