Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 02-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2013 |
02-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
142.67 |
142.30 |
-0.37 |
-0.3% |
142.57 |
High |
143.29 |
142.81 |
-0.48 |
-0.3% |
143.29 |
Low |
142.25 |
141.67 |
-0.58 |
-0.4% |
141.67 |
Close |
142.39 |
142.60 |
0.21 |
0.1% |
142.60 |
Range |
1.04 |
1.14 |
0.10 |
9.6% |
1.62 |
ATR |
0.75 |
0.78 |
0.03 |
3.7% |
0.00 |
Volume |
747,303 |
459,866 |
-287,437 |
-38.5% |
3,551,602 |
|
Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.78 |
145.33 |
143.23 |
|
R3 |
144.64 |
144.19 |
142.91 |
|
R2 |
143.50 |
143.50 |
142.81 |
|
R1 |
143.05 |
143.05 |
142.70 |
143.28 |
PP |
142.36 |
142.36 |
142.36 |
142.47 |
S1 |
141.91 |
141.91 |
142.50 |
142.14 |
S2 |
141.22 |
141.22 |
142.39 |
|
S3 |
140.08 |
140.77 |
142.29 |
|
S4 |
138.94 |
139.63 |
141.97 |
|
|
Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.38 |
146.61 |
143.49 |
|
R3 |
145.76 |
144.99 |
143.05 |
|
R2 |
144.14 |
144.14 |
142.90 |
|
R1 |
143.37 |
143.37 |
142.75 |
143.76 |
PP |
142.52 |
142.52 |
142.52 |
142.71 |
S1 |
141.75 |
141.75 |
142.45 |
142.14 |
S2 |
140.90 |
140.90 |
142.30 |
|
S3 |
139.28 |
140.13 |
142.15 |
|
S4 |
137.66 |
138.51 |
141.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
143.29 |
141.67 |
1.62 |
1.1% |
0.82 |
0.6% |
57% |
False |
True |
710,320 |
10 |
144.35 |
141.67 |
2.68 |
1.9% |
0.80 |
0.6% |
35% |
False |
True |
685,750 |
20 |
144.37 |
141.54 |
2.83 |
2.0% |
0.68 |
0.5% |
37% |
False |
False |
610,328 |
40 |
144.37 |
139.90 |
4.47 |
3.1% |
0.75 |
0.5% |
60% |
False |
False |
681,875 |
60 |
146.46 |
139.90 |
6.56 |
4.6% |
0.74 |
0.5% |
41% |
False |
False |
533,863 |
80 |
147.53 |
139.90 |
7.63 |
5.4% |
0.71 |
0.5% |
35% |
False |
False |
400,880 |
100 |
147.53 |
139.90 |
7.63 |
5.4% |
0.67 |
0.5% |
35% |
False |
False |
320,743 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.66 |
2.618 |
145.79 |
1.618 |
144.65 |
1.000 |
143.95 |
0.618 |
143.51 |
HIGH |
142.81 |
0.618 |
142.37 |
0.500 |
142.24 |
0.382 |
142.11 |
LOW |
141.67 |
0.618 |
140.97 |
1.000 |
140.53 |
1.618 |
139.83 |
2.618 |
138.69 |
4.250 |
136.83 |
|
|
Fisher Pivots for day following 02-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
142.48 |
142.56 |
PP |
142.36 |
142.52 |
S1 |
142.24 |
142.48 |
|