Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 17-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
138.48 |
138.30 |
-0.18 |
-0.1% |
137.53 |
High |
138.66 |
138.47 |
-0.19 |
-0.1% |
138.16 |
Low |
138.13 |
138.00 |
-0.13 |
-0.1% |
136.60 |
Close |
138.50 |
138.07 |
-0.43 |
-0.3% |
137.99 |
Range |
0.53 |
0.47 |
-0.06 |
-11.3% |
1.56 |
ATR |
0.78 |
0.76 |
-0.02 |
-2.6% |
0.00 |
Volume |
514,171 |
649,567 |
135,396 |
26.3% |
3,154,505 |
|
Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.59 |
139.30 |
138.33 |
|
R3 |
139.12 |
138.83 |
138.20 |
|
R2 |
138.65 |
138.65 |
138.16 |
|
R1 |
138.36 |
138.36 |
138.11 |
138.27 |
PP |
138.18 |
138.18 |
138.18 |
138.14 |
S1 |
137.89 |
137.89 |
138.03 |
137.80 |
S2 |
137.71 |
137.71 |
137.98 |
|
S3 |
137.24 |
137.42 |
137.94 |
|
S4 |
136.77 |
136.95 |
137.81 |
|
|
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 |
136.71 |
1.95 |
1.4% |
0.63 |
0.5% |
70% |
False |
False |
593,265 |
10 |
138.66 |
136.42 |
2.24 |
1.6% |
0.71 |
0.5% |
74% |
False |
False |
677,510 |
20 |
138.99 |
136.42 |
2.57 |
1.9% |
0.69 |
0.5% |
64% |
False |
False |
400,972 |
40 |
142.25 |
136.42 |
5.83 |
4.2% |
0.68 |
0.5% |
28% |
False |
False |
200,750 |
60 |
142.37 |
136.42 |
5.95 |
4.3% |
0.63 |
0.5% |
28% |
False |
False |
133,849 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
140.47 |
2.618 |
139.70 |
1.618 |
139.23 |
1.000 |
138.94 |
0.618 |
138.76 |
HIGH |
138.47 |
0.618 |
138.29 |
0.500 |
138.24 |
0.382 |
138.18 |
LOW |
138.00 |
0.618 |
137.71 |
1.000 |
137.53 |
1.618 |
137.24 |
2.618 |
136.77 |
4.250 |
136.00 |
|
|
Fisher Pivots for day following 17-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
138.24 |
138.02 |
PP |
138.18 |
137.97 |
S1 |
138.13 |
137.92 |
|