Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 13-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
137.46 |
137.29 |
-0.17 |
-0.1% |
137.53 |
High |
137.94 |
138.16 |
0.22 |
0.2% |
138.16 |
Low |
137.40 |
137.17 |
-0.23 |
-0.2% |
136.60 |
Close |
137.78 |
137.99 |
0.21 |
0.2% |
137.99 |
Range |
0.54 |
0.99 |
0.45 |
83.3% |
1.56 |
ATR |
0.77 |
0.79 |
0.02 |
2.0% |
0.00 |
Volume |
585,715 |
553,229 |
-32,486 |
-5.5% |
3,154,505 |
|
Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.74 |
140.36 |
138.53 |
|
R3 |
139.75 |
139.37 |
138.26 |
|
R2 |
138.76 |
138.76 |
138.17 |
|
R1 |
138.38 |
138.38 |
138.08 |
138.57 |
PP |
137.77 |
137.77 |
137.77 |
137.87 |
S1 |
137.39 |
137.39 |
137.90 |
137.58 |
S2 |
136.78 |
136.78 |
137.81 |
|
S3 |
135.79 |
136.40 |
137.72 |
|
S4 |
134.80 |
135.41 |
137.45 |
|
|
Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.26 |
141.69 |
138.85 |
|
R3 |
140.70 |
140.13 |
138.42 |
|
R2 |
139.14 |
139.14 |
138.28 |
|
R1 |
138.57 |
138.57 |
138.13 |
138.86 |
PP |
137.58 |
137.58 |
137.58 |
137.73 |
S1 |
137.01 |
137.01 |
137.85 |
137.30 |
S2 |
136.02 |
136.02 |
137.70 |
|
S3 |
134.46 |
135.45 |
137.56 |
|
S4 |
132.90 |
133.89 |
137.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
138.16 |
136.60 |
1.56 |
1.1% |
0.65 |
0.5% |
89% |
True |
False |
630,901 |
10 |
138.94 |
136.42 |
2.52 |
1.8% |
0.74 |
0.5% |
62% |
False |
False |
668,367 |
20 |
138.99 |
136.42 |
2.57 |
1.9% |
0.69 |
0.5% |
61% |
False |
False |
342,889 |
40 |
142.37 |
136.42 |
5.95 |
4.3% |
0.67 |
0.5% |
26% |
False |
False |
171,658 |
60 |
142.37 |
136.42 |
5.95 |
4.3% |
0.64 |
0.5% |
26% |
False |
False |
114,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142.37 |
2.618 |
140.75 |
1.618 |
139.76 |
1.000 |
139.15 |
0.618 |
138.77 |
HIGH |
138.16 |
0.618 |
137.78 |
0.500 |
137.67 |
0.382 |
137.55 |
LOW |
137.17 |
0.618 |
136.56 |
1.000 |
136.18 |
1.618 |
135.57 |
2.618 |
134.58 |
4.250 |
132.96 |
|
|
Fisher Pivots for day following 13-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
137.88 |
137.81 |
PP |
137.77 |
137.62 |
S1 |
137.67 |
137.44 |
|