Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 10-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
137.53 |
137.20 |
-0.33 |
-0.2% |
138.15 |
High |
137.75 |
137.29 |
-0.46 |
-0.3% |
138.25 |
Low |
137.36 |
136.60 |
-0.76 |
-0.6% |
136.42 |
Close |
137.62 |
136.73 |
-0.89 |
-0.6% |
137.69 |
Range |
0.39 |
0.69 |
0.30 |
76.9% |
1.83 |
ATR |
0.76 |
0.78 |
0.02 |
2.5% |
0.00 |
Volume |
720,771 |
631,147 |
-89,624 |
-12.4% |
3,208,299 |
|
Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.94 |
138.53 |
137.11 |
|
R3 |
138.25 |
137.84 |
136.92 |
|
R2 |
137.56 |
137.56 |
136.86 |
|
R1 |
137.15 |
137.15 |
136.79 |
137.01 |
PP |
136.87 |
136.87 |
136.87 |
136.81 |
S1 |
136.46 |
136.46 |
136.67 |
136.32 |
S2 |
136.18 |
136.18 |
136.60 |
|
S3 |
135.49 |
135.77 |
136.54 |
|
S4 |
134.80 |
135.08 |
136.35 |
|
|
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 |
137.96 |
136.42 |
1.54 |
1.1% |
0.79 |
0.6% |
20% |
False |
False |
761,756 |
10 |
138.99 |
136.42 |
2.57 |
1.9% |
0.77 |
0.6% |
12% |
False |
False |
503,649 |
20 |
139.95 |
136.42 |
3.53 |
2.6% |
0.72 |
0.5% |
9% |
False |
False |
252,859 |
40 |
142.37 |
136.42 |
5.95 |
4.4% |
0.64 |
0.5% |
5% |
False |
False |
126,597 |
60 |
142.37 |
136.42 |
5.95 |
4.4% |
0.64 |
0.5% |
5% |
False |
False |
84,420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.22 |
2.618 |
139.10 |
1.618 |
138.41 |
1.000 |
137.98 |
0.618 |
137.72 |
HIGH |
137.29 |
0.618 |
137.03 |
0.500 |
136.95 |
0.382 |
136.86 |
LOW |
136.60 |
0.618 |
136.17 |
1.000 |
135.91 |
1.618 |
135.48 |
2.618 |
134.79 |
4.250 |
133.67 |
|
|
Fisher Pivots for day following 10-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
136.95 |
137.12 |
PP |
136.87 |
136.99 |
S1 |
136.80 |
136.86 |
|