Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 04-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2013 |
04-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
138.15 |
137.72 |
-0.43 |
-0.3% |
137.67 |
High |
138.25 |
137.96 |
-0.29 |
-0.2% |
138.99 |
Low |
137.56 |
137.48 |
-0.08 |
-0.1% |
137.63 |
Close |
137.62 |
137.75 |
0.13 |
0.1% |
138.67 |
Range |
0.69 |
0.48 |
-0.21 |
-30.4% |
1.36 |
ATR |
0.71 |
0.70 |
-0.02 |
-2.3% |
0.00 |
Volume |
751,433 |
1,138,112 |
386,679 |
51.5% |
479,303 |
|
Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.17 |
138.94 |
138.01 |
|
R3 |
138.69 |
138.46 |
137.88 |
|
R2 |
138.21 |
138.21 |
137.84 |
|
R1 |
137.98 |
137.98 |
137.79 |
138.10 |
PP |
137.73 |
137.73 |
137.73 |
137.79 |
S1 |
137.50 |
137.50 |
137.71 |
137.62 |
S2 |
137.25 |
137.25 |
137.66 |
|
S3 |
136.77 |
137.02 |
137.62 |
|
S4 |
136.29 |
136.54 |
137.49 |
|
|
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 |
138.95 |
137.48 |
1.47 |
1.1% |
0.64 |
0.5% |
18% |
False |
True |
467,500 |
10 |
138.99 |
137.11 |
1.88 |
1.4% |
0.67 |
0.5% |
34% |
False |
False |
238,031 |
20 |
140.66 |
137.11 |
3.55 |
2.6% |
0.65 |
0.5% |
18% |
False |
False |
119,521 |
40 |
142.37 |
137.11 |
5.26 |
3.8% |
0.59 |
0.4% |
12% |
False |
False |
59,834 |
60 |
142.37 |
137.11 |
5.26 |
3.8% |
0.61 |
0.4% |
12% |
False |
False |
39,911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.00 |
2.618 |
139.22 |
1.618 |
138.74 |
1.000 |
138.44 |
0.618 |
138.26 |
HIGH |
137.96 |
0.618 |
137.78 |
0.500 |
137.72 |
0.382 |
137.66 |
LOW |
137.48 |
0.618 |
137.18 |
1.000 |
137.00 |
1.618 |
136.70 |
2.618 |
136.22 |
4.250 |
135.44 |
|
|
Fisher Pivots for day following 04-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
137.74 |
138.21 |
PP |
137.73 |
138.06 |
S1 |
137.72 |
137.90 |
|