Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 25-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2013 |
25-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
138.79 |
139.65 |
0.86 |
0.6% |
138.48 |
High |
139.75 |
139.99 |
0.24 |
0.2% |
139.45 |
Low |
138.70 |
139.55 |
0.85 |
0.6% |
137.59 |
Close |
139.54 |
139.94 |
0.40 |
0.3% |
138.32 |
Range |
1.05 |
0.44 |
-0.61 |
-58.1% |
1.86 |
ATR |
0.88 |
0.85 |
-0.03 |
-3.5% |
0.00 |
Volume |
584,129 |
615,760 |
31,631 |
5.4% |
3,205,284 |
|
Daily Pivots for day following 25-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.15 |
140.98 |
140.18 |
|
R3 |
140.71 |
140.54 |
140.06 |
|
R2 |
140.27 |
140.27 |
140.02 |
|
R1 |
140.10 |
140.10 |
139.98 |
140.19 |
PP |
139.83 |
139.83 |
139.83 |
139.87 |
S1 |
139.66 |
139.66 |
139.90 |
139.75 |
S2 |
139.39 |
139.39 |
139.86 |
|
S3 |
138.95 |
139.22 |
139.82 |
|
S4 |
138.51 |
138.78 |
139.70 |
|
|
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 |
139.99 |
138.02 |
1.97 |
1.4% |
0.80 |
0.6% |
97% |
True |
False |
626,102 |
10 |
139.99 |
137.17 |
2.82 |
2.0% |
0.81 |
0.6% |
98% |
True |
False |
630,923 |
20 |
139.99 |
136.42 |
3.57 |
2.6% |
0.77 |
0.6% |
99% |
True |
False |
599,052 |
40 |
141.22 |
136.42 |
4.80 |
3.4% |
0.72 |
0.5% |
73% |
False |
False |
300,907 |
60 |
142.37 |
136.42 |
5.95 |
4.3% |
0.65 |
0.5% |
59% |
False |
False |
200,616 |
80 |
142.37 |
136.42 |
5.95 |
4.3% |
0.65 |
0.5% |
59% |
False |
False |
150,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141.86 |
2.618 |
141.14 |
1.618 |
140.70 |
1.000 |
140.43 |
0.618 |
140.26 |
HIGH |
139.99 |
0.618 |
139.82 |
0.500 |
139.77 |
0.382 |
139.72 |
LOW |
139.55 |
0.618 |
139.28 |
1.000 |
139.11 |
1.618 |
138.84 |
2.618 |
138.40 |
4.250 |
137.68 |
|
|
Fisher Pivots for day following 25-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
139.88 |
139.63 |
PP |
139.83 |
139.32 |
S1 |
139.77 |
139.01 |
|