Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 03-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
138.66 |
138.15 |
-0.51 |
-0.4% |
137.67 |
High |
138.94 |
138.25 |
-0.69 |
-0.5% |
138.99 |
Low |
138.42 |
137.56 |
-0.86 |
-0.6% |
137.63 |
Close |
138.67 |
137.62 |
-1.05 |
-0.8% |
138.67 |
Range |
0.52 |
0.69 |
0.17 |
32.7% |
1.36 |
ATR |
0.68 |
0.71 |
0.03 |
4.5% |
0.00 |
Volume |
320,874 |
751,433 |
430,559 |
134.2% |
479,303 |
|
Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.88 |
139.44 |
138.00 |
|
R3 |
139.19 |
138.75 |
137.81 |
|
R2 |
138.50 |
138.50 |
137.75 |
|
R1 |
138.06 |
138.06 |
137.68 |
137.94 |
PP |
137.81 |
137.81 |
137.81 |
137.75 |
S1 |
137.37 |
137.37 |
137.56 |
137.25 |
S2 |
137.12 |
137.12 |
137.49 |
|
S3 |
136.43 |
136.68 |
137.43 |
|
S4 |
135.74 |
135.99 |
137.24 |
|
|
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 |
137.56 |
1.43 |
1.0% |
0.75 |
0.5% |
4% |
False |
True |
245,542 |
10 |
138.99 |
137.11 |
1.88 |
1.4% |
0.67 |
0.5% |
27% |
False |
False |
124,434 |
20 |
140.66 |
137.11 |
3.55 |
2.6% |
0.64 |
0.5% |
14% |
False |
False |
62,723 |
40 |
142.37 |
137.11 |
5.26 |
3.8% |
0.60 |
0.4% |
10% |
False |
False |
31,381 |
60 |
142.37 |
137.11 |
5.26 |
3.8% |
0.61 |
0.4% |
10% |
False |
False |
20,942 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141.18 |
2.618 |
140.06 |
1.618 |
139.37 |
1.000 |
138.94 |
0.618 |
138.68 |
HIGH |
138.25 |
0.618 |
137.99 |
0.500 |
137.91 |
0.382 |
137.82 |
LOW |
137.56 |
0.618 |
137.13 |
1.000 |
136.87 |
1.618 |
136.44 |
2.618 |
135.75 |
4.250 |
134.63 |
|
|
Fisher Pivots for day following 03-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
137.91 |
138.25 |
PP |
137.81 |
138.04 |
S1 |
137.72 |
137.83 |
|