Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 08-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2013 |
08-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
142.27 |
141.68 |
-0.59 |
-0.4% |
141.30 |
High |
142.42 |
142.00 |
-0.42 |
-0.3% |
142.64 |
Low |
141.39 |
141.54 |
0.15 |
0.1% |
141.00 |
Close |
141.66 |
141.94 |
0.28 |
0.2% |
141.66 |
Range |
1.03 |
0.46 |
-0.57 |
-55.3% |
1.64 |
ATR |
0.89 |
0.86 |
-0.03 |
-3.5% |
0.00 |
Volume |
512,197 |
590,383 |
78,186 |
15.3% |
2,445,951 |
|
Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.21 |
143.03 |
142.19 |
|
R3 |
142.75 |
142.57 |
142.07 |
|
R2 |
142.29 |
142.29 |
142.02 |
|
R1 |
142.11 |
142.11 |
141.98 |
142.20 |
PP |
141.83 |
141.83 |
141.83 |
141.87 |
S1 |
141.65 |
141.65 |
141.90 |
141.74 |
S2 |
141.37 |
141.37 |
141.86 |
|
S3 |
140.91 |
141.19 |
141.81 |
|
S4 |
140.45 |
140.73 |
141.69 |
|
|
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 |
141.00 |
1.64 |
1.2% |
0.70 |
0.5% |
57% |
False |
False |
607,266 |
10 |
142.64 |
139.90 |
2.74 |
1.9% |
0.83 |
0.6% |
74% |
False |
False |
662,297 |
20 |
143.99 |
139.90 |
4.09 |
2.9% |
0.80 |
0.6% |
50% |
False |
False |
748,084 |
40 |
145.93 |
139.90 |
6.03 |
4.2% |
0.77 |
0.5% |
34% |
False |
False |
510,347 |
60 |
147.53 |
139.90 |
7.63 |
5.4% |
0.72 |
0.5% |
27% |
False |
False |
340,902 |
80 |
147.53 |
139.90 |
7.63 |
5.4% |
0.67 |
0.5% |
27% |
False |
False |
255,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.96 |
2.618 |
143.20 |
1.618 |
142.74 |
1.000 |
142.46 |
0.618 |
142.28 |
HIGH |
142.00 |
0.618 |
141.82 |
0.500 |
141.77 |
0.382 |
141.72 |
LOW |
141.54 |
0.618 |
141.26 |
1.000 |
141.08 |
1.618 |
140.80 |
2.618 |
140.34 |
4.250 |
139.59 |
|
|
Fisher Pivots for day following 08-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
141.88 |
142.02 |
PP |
141.83 |
141.99 |
S1 |
141.77 |
141.97 |
|