Euro Bund Future December 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 |
138.31 |
138.66 |
0.35 |
0.3% |
137.67 |
High |
138.84 |
138.94 |
0.10 |
0.1% |
138.99 |
Low |
138.09 |
138.42 |
0.33 |
0.2% |
137.63 |
Close |
138.61 |
138.67 |
0.06 |
0.0% |
138.67 |
Range |
0.75 |
0.52 |
-0.23 |
-30.7% |
1.36 |
ATR |
0.69 |
0.68 |
-0.01 |
-1.8% |
0.00 |
Volume |
52,403 |
320,874 |
268,471 |
512.3% |
479,303 |
|
Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.24 |
139.97 |
138.96 |
|
R3 |
139.72 |
139.45 |
138.81 |
|
R2 |
139.20 |
139.20 |
138.77 |
|
R1 |
138.93 |
138.93 |
138.72 |
139.07 |
PP |
138.68 |
138.68 |
138.68 |
138.74 |
S1 |
138.41 |
138.41 |
138.62 |
138.55 |
S2 |
138.16 |
138.16 |
138.57 |
|
S3 |
137.64 |
137.89 |
138.53 |
|
S4 |
137.12 |
137.37 |
138.38 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.51 |
141.95 |
139.42 |
|
R3 |
141.15 |
140.59 |
139.04 |
|
R2 |
139.79 |
139.79 |
138.92 |
|
R1 |
139.23 |
139.23 |
138.79 |
139.51 |
PP |
138.43 |
138.43 |
138.43 |
138.57 |
S1 |
137.87 |
137.87 |
138.55 |
138.15 |
S2 |
137.07 |
137.07 |
138.42 |
|
S3 |
135.71 |
136.51 |
138.30 |
|
S4 |
134.35 |
135.15 |
137.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
138.99 |
137.63 |
1.36 |
1.0% |
0.73 |
0.5% |
76% |
False |
False |
95,860 |
10 |
138.99 |
137.11 |
1.88 |
1.4% |
0.64 |
0.5% |
83% |
False |
False |
49,427 |
20 |
140.88 |
137.11 |
3.77 |
2.7% |
0.63 |
0.5% |
41% |
False |
False |
25,152 |
40 |
142.37 |
137.11 |
5.26 |
3.8% |
0.59 |
0.4% |
30% |
False |
False |
12,595 |
60 |
142.37 |
137.11 |
5.26 |
3.8% |
0.61 |
0.4% |
30% |
False |
False |
8,419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141.15 |
2.618 |
140.30 |
1.618 |
139.78 |
1.000 |
139.46 |
0.618 |
139.26 |
HIGH |
138.94 |
0.618 |
138.74 |
0.500 |
138.68 |
0.382 |
138.62 |
LOW |
138.42 |
0.618 |
138.10 |
1.000 |
137.90 |
1.618 |
137.58 |
2.618 |
137.06 |
4.250 |
136.21 |
|
|
Fisher Pivots for day following 30-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
138.68 |
138.62 |
PP |
138.68 |
138.57 |
S1 |
138.67 |
138.52 |
|