Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 05-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
142.10 |
142.27 |
0.17 |
0.1% |
141.30 |
High |
142.64 |
142.42 |
-0.22 |
-0.2% |
142.64 |
Low |
142.05 |
141.39 |
-0.66 |
-0.5% |
141.00 |
Close |
142.26 |
141.66 |
-0.60 |
-0.4% |
141.66 |
Range |
0.59 |
1.03 |
0.44 |
74.6% |
1.64 |
ATR |
0.88 |
0.89 |
0.01 |
1.2% |
0.00 |
Volume |
612,383 |
512,197 |
-100,186 |
-16.4% |
2,445,951 |
|
Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.91 |
144.32 |
142.23 |
|
R3 |
143.88 |
143.29 |
141.94 |
|
R2 |
142.85 |
142.85 |
141.85 |
|
R1 |
142.26 |
142.26 |
141.75 |
142.04 |
PP |
141.82 |
141.82 |
141.82 |
141.72 |
S1 |
141.23 |
141.23 |
141.57 |
141.01 |
S2 |
140.79 |
140.79 |
141.47 |
|
S3 |
139.76 |
140.20 |
141.38 |
|
S4 |
138.73 |
139.17 |
141.09 |
|
|
Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.69 |
145.81 |
142.56 |
|
R3 |
145.05 |
144.17 |
142.11 |
|
R2 |
143.41 |
143.41 |
141.96 |
|
R1 |
142.53 |
142.53 |
141.81 |
142.97 |
PP |
141.77 |
141.77 |
141.77 |
141.99 |
S1 |
140.89 |
140.89 |
141.51 |
141.33 |
S2 |
140.13 |
140.13 |
141.36 |
|
S3 |
138.49 |
139.25 |
141.21 |
|
S4 |
136.85 |
137.61 |
140.76 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
142.64 |
140.98 |
1.66 |
1.2% |
0.78 |
0.6% |
41% |
False |
False |
589,307 |
10 |
142.64 |
139.90 |
2.74 |
1.9% |
0.88 |
0.6% |
64% |
False |
False |
718,107 |
20 |
144.15 |
139.90 |
4.25 |
3.0% |
0.82 |
0.6% |
41% |
False |
False |
753,422 |
40 |
146.46 |
139.90 |
6.56 |
4.6% |
0.77 |
0.5% |
27% |
False |
False |
495,630 |
60 |
147.53 |
139.90 |
7.63 |
5.4% |
0.72 |
0.5% |
23% |
False |
False |
331,064 |
80 |
147.53 |
139.90 |
7.63 |
5.4% |
0.66 |
0.5% |
23% |
False |
False |
248,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.80 |
2.618 |
145.12 |
1.618 |
144.09 |
1.000 |
143.45 |
0.618 |
143.06 |
HIGH |
142.42 |
0.618 |
142.03 |
0.500 |
141.91 |
0.382 |
141.78 |
LOW |
141.39 |
0.618 |
140.75 |
1.000 |
140.36 |
1.618 |
139.72 |
2.618 |
138.69 |
4.250 |
137.01 |
|
|
Fisher Pivots for day following 05-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
141.91 |
142.02 |
PP |
141.82 |
141.90 |
S1 |
141.74 |
141.78 |
|