Euro Bund Future September 2013
| Trading Metrics calculated at close of trading on 01-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
142.47 |
142.67 |
0.20 |
0.1% |
144.28 |
| High |
142.94 |
143.29 |
0.35 |
0.2% |
144.35 |
| Low |
141.84 |
142.25 |
0.41 |
0.3% |
142.16 |
| Close |
142.37 |
142.39 |
0.02 |
0.0% |
142.48 |
| Range |
1.10 |
1.04 |
-0.06 |
-5.5% |
2.19 |
| ATR |
0.73 |
0.75 |
0.02 |
3.1% |
0.00 |
| Volume |
818,601 |
747,303 |
-71,298 |
-8.7% |
3,305,900 |
|
| Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.76 |
145.12 |
142.96 |
|
| R3 |
144.72 |
144.08 |
142.68 |
|
| R2 |
143.68 |
143.68 |
142.58 |
|
| R1 |
143.04 |
143.04 |
142.49 |
142.84 |
| PP |
142.64 |
142.64 |
142.64 |
142.55 |
| S1 |
142.00 |
142.00 |
142.29 |
141.80 |
| S2 |
141.60 |
141.60 |
142.20 |
|
| S3 |
140.56 |
140.96 |
142.10 |
|
| S4 |
139.52 |
139.92 |
141.82 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149.57 |
148.21 |
143.68 |
|
| R3 |
147.38 |
146.02 |
143.08 |
|
| R2 |
145.19 |
145.19 |
142.88 |
|
| R1 |
143.83 |
143.83 |
142.68 |
143.42 |
| PP |
143.00 |
143.00 |
143.00 |
142.79 |
| S1 |
141.64 |
141.64 |
142.28 |
141.23 |
| S2 |
140.81 |
140.81 |
142.08 |
|
| S3 |
138.62 |
139.45 |
141.88 |
|
| S4 |
136.43 |
137.26 |
141.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143.29 |
141.84 |
1.45 |
1.0% |
0.71 |
0.5% |
38% |
True |
False |
701,894 |
| 10 |
144.37 |
141.84 |
2.53 |
1.8% |
0.72 |
0.5% |
22% |
False |
False |
674,988 |
| 20 |
144.37 |
141.39 |
2.98 |
2.1% |
0.68 |
0.5% |
34% |
False |
False |
612,944 |
| 40 |
144.37 |
139.90 |
4.47 |
3.1% |
0.75 |
0.5% |
56% |
False |
False |
692,372 |
| 60 |
146.46 |
139.90 |
6.56 |
4.6% |
0.73 |
0.5% |
38% |
False |
False |
526,276 |
| 80 |
147.53 |
139.90 |
7.63 |
5.4% |
0.70 |
0.5% |
33% |
False |
False |
395,141 |
| 100 |
147.53 |
139.90 |
7.63 |
5.4% |
0.66 |
0.5% |
33% |
False |
False |
316,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147.71 |
|
2.618 |
146.01 |
|
1.618 |
144.97 |
|
1.000 |
144.33 |
|
0.618 |
143.93 |
|
HIGH |
143.29 |
|
0.618 |
142.89 |
|
0.500 |
142.77 |
|
0.382 |
142.65 |
|
LOW |
142.25 |
|
0.618 |
141.61 |
|
1.000 |
141.21 |
|
1.618 |
140.57 |
|
2.618 |
139.53 |
|
4.250 |
137.83 |
|
|
| Fisher Pivots for day following 01-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
142.77 |
142.57 |
| PP |
142.64 |
142.51 |
| S1 |
142.52 |
142.45 |
|