Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 28-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
138.06 |
138.82 |
0.76 |
0.6% |
137.90 |
High |
138.99 |
138.95 |
-0.04 |
0.0% |
138.71 |
Low |
137.97 |
138.17 |
0.20 |
0.1% |
137.11 |
Close |
138.58 |
138.33 |
-0.25 |
-0.2% |
137.62 |
Range |
1.02 |
0.78 |
-0.24 |
-23.5% |
1.60 |
ATR |
0.68 |
0.69 |
0.01 |
1.0% |
0.00 |
Volume |
28,323 |
74,679 |
46,356 |
163.7% |
14,967 |
|
Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.82 |
140.36 |
138.76 |
|
R3 |
140.04 |
139.58 |
138.54 |
|
R2 |
139.26 |
139.26 |
138.47 |
|
R1 |
138.80 |
138.80 |
138.40 |
138.64 |
PP |
138.48 |
138.48 |
138.48 |
138.41 |
S1 |
138.02 |
138.02 |
138.26 |
137.86 |
S2 |
137.70 |
137.70 |
138.19 |
|
S3 |
136.92 |
137.24 |
138.12 |
|
S4 |
136.14 |
136.46 |
137.90 |
|
|
Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.61 |
141.72 |
138.50 |
|
R3 |
141.01 |
140.12 |
138.06 |
|
R2 |
139.41 |
139.41 |
137.91 |
|
R1 |
138.52 |
138.52 |
137.77 |
138.17 |
PP |
137.81 |
137.81 |
137.81 |
137.64 |
S1 |
136.92 |
136.92 |
137.47 |
136.57 |
S2 |
136.21 |
136.21 |
137.33 |
|
S3 |
134.61 |
135.32 |
137.18 |
|
S4 |
133.01 |
133.72 |
136.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
138.99 |
137.11 |
1.88 |
1.4% |
0.71 |
0.5% |
65% |
False |
False |
22,792 |
10 |
139.04 |
137.11 |
1.93 |
1.4% |
0.68 |
0.5% |
63% |
False |
False |
12,296 |
20 |
141.22 |
137.11 |
4.11 |
3.0% |
0.66 |
0.5% |
30% |
False |
False |
6,492 |
40 |
142.37 |
137.11 |
5.26 |
3.8% |
0.60 |
0.4% |
23% |
False |
False |
3,265 |
60 |
142.37 |
137.11 |
5.26 |
3.8% |
0.62 |
0.4% |
23% |
False |
False |
2,199 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142.27 |
2.618 |
140.99 |
1.618 |
140.21 |
1.000 |
139.73 |
0.618 |
139.43 |
HIGH |
138.95 |
0.618 |
138.65 |
0.500 |
138.56 |
0.382 |
138.47 |
LOW |
138.17 |
0.618 |
137.69 |
1.000 |
137.39 |
1.618 |
136.91 |
2.618 |
136.13 |
4.250 |
134.86 |
|
|
Fisher Pivots for day following 28-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
138.56 |
138.32 |
PP |
138.48 |
138.32 |
S1 |
138.41 |
138.31 |
|