Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 09-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
136.42 |
137.53 |
1.11 |
0.8% |
138.15 |
High |
137.81 |
137.75 |
-0.06 |
0.0% |
138.25 |
Low |
136.42 |
137.36 |
0.94 |
0.7% |
136.42 |
Close |
137.69 |
137.62 |
-0.07 |
-0.1% |
137.69 |
Range |
1.39 |
0.39 |
-1.00 |
-71.9% |
1.83 |
ATR |
0.79 |
0.76 |
-0.03 |
-3.6% |
0.00 |
Volume |
413,341 |
720,771 |
307,430 |
74.4% |
3,208,299 |
|
Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.75 |
138.57 |
137.83 |
|
R3 |
138.36 |
138.18 |
137.73 |
|
R2 |
137.97 |
137.97 |
137.69 |
|
R1 |
137.79 |
137.79 |
137.66 |
137.88 |
PP |
137.58 |
137.58 |
137.58 |
137.62 |
S1 |
137.40 |
137.40 |
137.58 |
137.49 |
S2 |
137.19 |
137.19 |
137.55 |
|
S3 |
136.80 |
137.01 |
137.51 |
|
S4 |
136.41 |
136.62 |
137.41 |
|
|
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 |
138.25 |
136.42 |
1.83 |
1.3% |
0.79 |
0.6% |
66% |
False |
False |
785,814 |
10 |
138.99 |
136.42 |
2.57 |
1.9% |
0.76 |
0.6% |
47% |
False |
False |
440,837 |
20 |
140.41 |
136.42 |
3.99 |
2.9% |
0.71 |
0.5% |
30% |
False |
False |
221,356 |
40 |
142.37 |
136.42 |
5.95 |
4.3% |
0.63 |
0.5% |
20% |
False |
False |
110,819 |
60 |
142.37 |
136.42 |
5.95 |
4.3% |
0.64 |
0.5% |
20% |
False |
False |
73,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139.41 |
2.618 |
138.77 |
1.618 |
138.38 |
1.000 |
138.14 |
0.618 |
137.99 |
HIGH |
137.75 |
0.618 |
137.60 |
0.500 |
137.56 |
0.382 |
137.51 |
LOW |
137.36 |
0.618 |
137.12 |
1.000 |
136.97 |
1.618 |
136.73 |
2.618 |
136.34 |
4.250 |
135.70 |
|
|
Fisher Pivots for day following 09-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
137.60 |
137.45 |
PP |
137.58 |
137.28 |
S1 |
137.56 |
137.12 |
|