Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 05-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
137.72 |
137.40 |
-0.32 |
-0.2% |
137.67 |
High |
137.96 |
137.46 |
-0.50 |
-0.4% |
138.99 |
Low |
137.48 |
136.44 |
-1.04 |
-0.8% |
137.63 |
Close |
137.75 |
136.63 |
-1.12 |
-0.8% |
138.67 |
Range |
0.48 |
1.02 |
0.54 |
112.5% |
1.36 |
ATR |
0.70 |
0.74 |
0.04 |
6.3% |
0.00 |
Volume |
1,138,112 |
905,413 |
-232,699 |
-20.4% |
479,303 |
|
Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.90 |
139.29 |
137.19 |
|
R3 |
138.88 |
138.27 |
136.91 |
|
R2 |
137.86 |
137.86 |
136.82 |
|
R1 |
137.25 |
137.25 |
136.72 |
137.05 |
PP |
136.84 |
136.84 |
136.84 |
136.74 |
S1 |
136.23 |
136.23 |
136.54 |
136.03 |
S2 |
135.82 |
135.82 |
136.44 |
|
S3 |
134.80 |
135.21 |
136.35 |
|
S4 |
133.78 |
134.19 |
136.07 |
|
|
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 |
138.94 |
136.44 |
2.50 |
1.8% |
0.69 |
0.5% |
8% |
False |
True |
633,647 |
10 |
138.99 |
136.44 |
2.55 |
1.9% |
0.70 |
0.5% |
7% |
False |
True |
328,219 |
20 |
140.66 |
136.44 |
4.22 |
3.1% |
0.67 |
0.5% |
5% |
False |
True |
164,713 |
40 |
142.37 |
136.44 |
5.93 |
4.3% |
0.61 |
0.4% |
3% |
False |
True |
82,469 |
60 |
142.37 |
136.44 |
5.93 |
4.3% |
0.62 |
0.5% |
3% |
False |
True |
55,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141.80 |
2.618 |
140.13 |
1.618 |
139.11 |
1.000 |
138.48 |
0.618 |
138.09 |
HIGH |
137.46 |
0.618 |
137.07 |
0.500 |
136.95 |
0.382 |
136.83 |
LOW |
136.44 |
0.618 |
135.81 |
1.000 |
135.42 |
1.618 |
134.79 |
2.618 |
133.77 |
4.250 |
132.11 |
|
|
Fisher Pivots for day following 05-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
136.95 |
137.35 |
PP |
136.84 |
137.11 |
S1 |
136.74 |
136.87 |
|