Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 19-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
138.10 |
139.45 |
1.35 |
1.0% |
137.53 |
High |
139.19 |
139.45 |
0.26 |
0.2% |
138.16 |
Low |
137.59 |
138.44 |
0.85 |
0.6% |
136.60 |
Close |
137.72 |
138.56 |
0.84 |
0.6% |
137.99 |
Range |
1.60 |
1.01 |
-0.59 |
-36.9% |
1.56 |
ATR |
0.82 |
0.88 |
0.07 |
7.9% |
0.00 |
Volume |
876,037 |
639,938 |
-236,099 |
-27.0% |
3,154,505 |
|
Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.85 |
141.21 |
139.12 |
|
R3 |
140.84 |
140.20 |
138.84 |
|
R2 |
139.83 |
139.83 |
138.75 |
|
R1 |
139.19 |
139.19 |
138.65 |
139.01 |
PP |
138.82 |
138.82 |
138.82 |
138.72 |
S1 |
138.18 |
138.18 |
138.47 |
138.00 |
S2 |
137.81 |
137.81 |
138.37 |
|
S3 |
136.80 |
137.17 |
138.28 |
|
S4 |
135.79 |
136.16 |
138.00 |
|
|
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 |
139.45 |
137.17 |
2.28 |
1.6% |
0.92 |
0.7% |
61% |
True |
False |
646,588 |
10 |
139.45 |
136.42 |
3.03 |
2.2% |
0.83 |
0.6% |
71% |
True |
False |
624,755 |
20 |
139.45 |
136.42 |
3.03 |
2.2% |
0.76 |
0.6% |
71% |
True |
False |
476,487 |
40 |
141.22 |
136.42 |
4.80 |
3.5% |
0.69 |
0.5% |
45% |
False |
False |
238,648 |
60 |
142.37 |
136.42 |
5.95 |
4.3% |
0.65 |
0.5% |
36% |
False |
False |
159,112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.74 |
2.618 |
142.09 |
1.618 |
141.08 |
1.000 |
140.46 |
0.618 |
140.07 |
HIGH |
139.45 |
0.618 |
139.06 |
0.500 |
138.95 |
0.382 |
138.83 |
LOW |
138.44 |
0.618 |
137.82 |
1.000 |
137.43 |
1.618 |
136.81 |
2.618 |
135.80 |
4.250 |
134.15 |
|
|
Fisher Pivots for day following 19-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
138.95 |
138.55 |
PP |
138.82 |
138.53 |
S1 |
138.69 |
138.52 |
|