Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 06-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2013 |
06-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
137.40 |
136.42 |
-0.98 |
-0.7% |
138.15 |
High |
137.46 |
137.81 |
0.35 |
0.3% |
138.25 |
Low |
136.44 |
136.42 |
-0.02 |
0.0% |
136.42 |
Close |
136.63 |
137.69 |
1.06 |
0.8% |
137.69 |
Range |
1.02 |
1.39 |
0.37 |
36.3% |
1.83 |
ATR |
0.74 |
0.79 |
0.05 |
6.3% |
0.00 |
Volume |
905,413 |
413,341 |
-492,072 |
-54.3% |
3,208,299 |
|
Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.48 |
140.97 |
138.45 |
|
R3 |
140.09 |
139.58 |
138.07 |
|
R2 |
138.70 |
138.70 |
137.94 |
|
R1 |
138.19 |
138.19 |
137.82 |
138.45 |
PP |
137.31 |
137.31 |
137.31 |
137.43 |
S1 |
136.80 |
136.80 |
137.56 |
137.06 |
S2 |
135.92 |
135.92 |
137.44 |
|
S3 |
134.53 |
135.41 |
137.31 |
|
S4 |
133.14 |
134.02 |
136.93 |
|
|
Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.94 |
142.15 |
138.70 |
|
R3 |
141.11 |
140.32 |
138.19 |
|
R2 |
139.28 |
139.28 |
138.03 |
|
R1 |
138.49 |
138.49 |
137.86 |
137.97 |
PP |
137.45 |
137.45 |
137.45 |
137.20 |
S1 |
136.66 |
136.66 |
137.52 |
136.14 |
S2 |
135.62 |
135.62 |
137.35 |
|
S3 |
133.79 |
134.83 |
137.19 |
|
S4 |
131.96 |
133.00 |
136.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
138.94 |
136.42 |
2.52 |
1.8% |
0.82 |
0.6% |
50% |
False |
True |
705,834 |
10 |
138.99 |
136.42 |
2.57 |
1.9% |
0.79 |
0.6% |
49% |
False |
True |
369,246 |
20 |
140.53 |
136.42 |
4.11 |
3.0% |
0.71 |
0.5% |
31% |
False |
True |
185,369 |
40 |
142.37 |
136.42 |
5.95 |
4.3% |
0.64 |
0.5% |
21% |
False |
True |
92,802 |
60 |
142.37 |
136.42 |
5.95 |
4.3% |
0.64 |
0.5% |
21% |
False |
True |
61,889 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.72 |
2.618 |
141.45 |
1.618 |
140.06 |
1.000 |
139.20 |
0.618 |
138.67 |
HIGH |
137.81 |
0.618 |
137.28 |
0.500 |
137.12 |
0.382 |
136.95 |
LOW |
136.42 |
0.618 |
135.56 |
1.000 |
135.03 |
1.618 |
134.17 |
2.618 |
132.78 |
4.250 |
130.51 |
|
|
Fisher Pivots for day following 06-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
137.50 |
137.52 |
PP |
137.31 |
137.36 |
S1 |
137.12 |
137.19 |
|