Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 16-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
137.29 |
138.48 |
1.19 |
0.9% |
137.53 |
High |
138.16 |
138.66 |
0.50 |
0.4% |
138.16 |
Low |
137.17 |
138.13 |
0.96 |
0.7% |
136.60 |
Close |
137.99 |
138.50 |
0.51 |
0.4% |
137.99 |
Range |
0.99 |
0.53 |
-0.46 |
-46.5% |
1.56 |
ATR |
0.79 |
0.78 |
-0.01 |
-1.1% |
0.00 |
Volume |
553,229 |
514,171 |
-39,058 |
-7.1% |
3,154,505 |
|
Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.02 |
139.79 |
138.79 |
|
R3 |
139.49 |
139.26 |
138.65 |
|
R2 |
138.96 |
138.96 |
138.60 |
|
R1 |
138.73 |
138.73 |
138.55 |
138.85 |
PP |
138.43 |
138.43 |
138.43 |
138.49 |
S1 |
138.20 |
138.20 |
138.45 |
138.32 |
S2 |
137.90 |
137.90 |
138.40 |
|
S3 |
137.37 |
137.67 |
138.35 |
|
S4 |
136.84 |
137.14 |
138.21 |
|
|
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 |
138.66 |
136.60 |
2.06 |
1.5% |
0.68 |
0.5% |
92% |
True |
False |
589,581 |
10 |
138.66 |
136.42 |
2.24 |
1.6% |
0.74 |
0.5% |
93% |
True |
False |
687,697 |
20 |
138.99 |
136.42 |
2.57 |
1.9% |
0.69 |
0.5% |
81% |
False |
False |
368,562 |
40 |
142.26 |
136.42 |
5.84 |
4.2% |
0.67 |
0.5% |
36% |
False |
False |
184,511 |
60 |
142.37 |
136.42 |
5.95 |
4.3% |
0.63 |
0.5% |
35% |
False |
False |
123,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.91 |
2.618 |
140.05 |
1.618 |
139.52 |
1.000 |
139.19 |
0.618 |
138.99 |
HIGH |
138.66 |
0.618 |
138.46 |
0.500 |
138.40 |
0.382 |
138.33 |
LOW |
138.13 |
0.618 |
137.80 |
1.000 |
137.60 |
1.618 |
137.27 |
2.618 |
136.74 |
4.250 |
135.88 |
|
|
Fisher Pivots for day following 16-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
138.47 |
138.31 |
PP |
138.43 |
138.11 |
S1 |
138.40 |
137.92 |
|