Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 20-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
139.45 |
138.60 |
-0.85 |
-0.6% |
138.48 |
High |
139.45 |
138.85 |
-0.60 |
-0.4% |
139.45 |
Low |
138.44 |
138.14 |
-0.30 |
-0.2% |
137.59 |
Close |
138.56 |
138.32 |
-0.24 |
-0.2% |
138.32 |
Range |
1.01 |
0.71 |
-0.30 |
-29.7% |
1.86 |
ATR |
0.88 |
0.87 |
-0.01 |
-1.4% |
0.00 |
Volume |
639,938 |
525,571 |
-114,367 |
-17.9% |
3,205,284 |
|
Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.57 |
140.15 |
138.71 |
|
R3 |
139.86 |
139.44 |
138.52 |
|
R2 |
139.15 |
139.15 |
138.45 |
|
R1 |
138.73 |
138.73 |
138.39 |
138.59 |
PP |
138.44 |
138.44 |
138.44 |
138.36 |
S1 |
138.02 |
138.02 |
138.25 |
137.88 |
S2 |
137.73 |
137.73 |
138.19 |
|
S3 |
137.02 |
137.31 |
138.12 |
|
S4 |
136.31 |
136.60 |
137.93 |
|
|
Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.03 |
143.04 |
139.34 |
|
R3 |
142.17 |
141.18 |
138.83 |
|
R2 |
140.31 |
140.31 |
138.66 |
|
R1 |
139.32 |
139.32 |
138.49 |
138.89 |
PP |
138.45 |
138.45 |
138.45 |
138.24 |
S1 |
137.46 |
137.46 |
138.15 |
137.03 |
S2 |
136.59 |
136.59 |
137.98 |
|
S3 |
134.73 |
135.60 |
137.81 |
|
S4 |
132.87 |
133.74 |
137.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
139.45 |
137.59 |
1.86 |
1.3% |
0.86 |
0.6% |
39% |
False |
False |
641,056 |
10 |
139.45 |
136.60 |
2.85 |
2.1% |
0.76 |
0.5% |
60% |
False |
False |
635,978 |
20 |
139.45 |
136.42 |
3.03 |
2.2% |
0.78 |
0.6% |
63% |
False |
False |
502,612 |
40 |
141.22 |
136.42 |
4.80 |
3.5% |
0.69 |
0.5% |
40% |
False |
False |
251,783 |
60 |
142.37 |
136.42 |
5.95 |
4.3% |
0.64 |
0.5% |
32% |
False |
False |
167,870 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141.87 |
2.618 |
140.71 |
1.618 |
140.00 |
1.000 |
139.56 |
0.618 |
139.29 |
HIGH |
138.85 |
0.618 |
138.58 |
0.500 |
138.50 |
0.382 |
138.41 |
LOW |
138.14 |
0.618 |
137.70 |
1.000 |
137.43 |
1.618 |
136.99 |
2.618 |
136.28 |
4.250 |
135.12 |
|
|
Fisher Pivots for day following 20-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
138.50 |
138.52 |
PP |
138.44 |
138.45 |
S1 |
138.38 |
138.39 |
|