Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 11-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
137.20 |
136.71 |
-0.49 |
-0.4% |
138.15 |
High |
137.29 |
137.35 |
0.06 |
0.0% |
138.25 |
Low |
136.60 |
136.71 |
0.11 |
0.1% |
136.42 |
Close |
136.73 |
137.10 |
0.37 |
0.3% |
137.69 |
Range |
0.69 |
0.64 |
-0.05 |
-7.2% |
1.83 |
ATR |
0.78 |
0.77 |
-0.01 |
-1.3% |
0.00 |
Volume |
631,147 |
663,643 |
32,496 |
5.1% |
3,208,299 |
|
Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.97 |
138.68 |
137.45 |
|
R3 |
138.33 |
138.04 |
137.28 |
|
R2 |
137.69 |
137.69 |
137.22 |
|
R1 |
137.40 |
137.40 |
137.16 |
137.55 |
PP |
137.05 |
137.05 |
137.05 |
137.13 |
S1 |
136.76 |
136.76 |
137.04 |
136.91 |
S2 |
136.41 |
136.41 |
136.98 |
|
S3 |
135.77 |
136.12 |
136.92 |
|
S4 |
135.13 |
135.48 |
136.75 |
|
|
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 |
137.81 |
136.42 |
1.39 |
1.0% |
0.83 |
0.6% |
49% |
False |
False |
666,863 |
10 |
138.95 |
136.42 |
2.53 |
1.8% |
0.74 |
0.5% |
27% |
False |
False |
567,181 |
20 |
139.14 |
136.42 |
2.72 |
2.0% |
0.69 |
0.5% |
25% |
False |
False |
286,033 |
40 |
142.37 |
136.42 |
5.95 |
4.3% |
0.65 |
0.5% |
11% |
False |
False |
143,187 |
60 |
142.37 |
136.42 |
5.95 |
4.3% |
0.64 |
0.5% |
11% |
False |
False |
95,480 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.07 |
2.618 |
139.03 |
1.618 |
138.39 |
1.000 |
137.99 |
0.618 |
137.75 |
HIGH |
137.35 |
0.618 |
137.11 |
0.500 |
137.03 |
0.382 |
136.95 |
LOW |
136.71 |
0.618 |
136.31 |
1.000 |
136.07 |
1.618 |
135.67 |
2.618 |
135.03 |
4.250 |
133.99 |
|
|
Fisher Pivots for day following 11-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
137.08 |
137.18 |
PP |
137.05 |
137.15 |
S1 |
137.03 |
137.13 |
|