Euro Bund Future September 2013
Trading Metrics calculated at close of trading on 12-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
142.10 |
142.44 |
0.34 |
0.2% |
142.73 |
High |
142.52 |
142.44 |
-0.08 |
-0.1% |
142.95 |
Low |
142.01 |
141.91 |
-0.10 |
-0.1% |
141.83 |
Close |
142.28 |
142.23 |
-0.05 |
0.0% |
142.28 |
Range |
0.51 |
0.53 |
0.02 |
3.9% |
1.12 |
ATR |
0.73 |
0.71 |
-0.01 |
-1.9% |
0.00 |
Volume |
447,357 |
786,699 |
339,342 |
75.9% |
2,317,551 |
|
Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.78 |
143.54 |
142.52 |
|
R3 |
143.25 |
143.01 |
142.38 |
|
R2 |
142.72 |
142.72 |
142.33 |
|
R1 |
142.48 |
142.48 |
142.28 |
142.34 |
PP |
142.19 |
142.19 |
142.19 |
142.12 |
S1 |
141.95 |
141.95 |
142.18 |
141.81 |
S2 |
141.66 |
141.66 |
142.13 |
|
S3 |
141.13 |
141.42 |
142.08 |
|
S4 |
140.60 |
140.89 |
141.94 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.71 |
145.12 |
142.90 |
|
R3 |
144.59 |
144.00 |
142.59 |
|
R2 |
143.47 |
143.47 |
142.49 |
|
R1 |
142.88 |
142.88 |
142.38 |
142.62 |
PP |
142.35 |
142.35 |
142.35 |
142.22 |
S1 |
141.76 |
141.76 |
142.18 |
141.50 |
S2 |
141.23 |
141.23 |
142.07 |
|
S3 |
140.11 |
140.64 |
141.97 |
|
S4 |
138.99 |
139.52 |
141.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
142.71 |
141.83 |
0.88 |
0.6% |
0.57 |
0.4% |
45% |
False |
False |
535,299 |
10 |
143.29 |
141.67 |
1.62 |
1.1% |
0.73 |
0.5% |
35% |
False |
False |
620,068 |
20 |
144.37 |
141.67 |
2.70 |
1.9% |
0.69 |
0.5% |
21% |
False |
False |
597,708 |
40 |
144.37 |
139.90 |
4.47 |
3.1% |
0.73 |
0.5% |
52% |
False |
False |
647,154 |
60 |
145.93 |
139.90 |
6.03 |
4.2% |
0.73 |
0.5% |
39% |
False |
False |
585,125 |
80 |
147.53 |
139.90 |
7.63 |
5.4% |
0.71 |
0.5% |
31% |
False |
False |
439,668 |
100 |
147.53 |
139.90 |
7.63 |
5.4% |
0.69 |
0.5% |
31% |
False |
False |
351,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.69 |
2.618 |
143.83 |
1.618 |
143.30 |
1.000 |
142.97 |
0.618 |
142.77 |
HIGH |
142.44 |
0.618 |
142.24 |
0.500 |
142.18 |
0.382 |
142.11 |
LOW |
141.91 |
0.618 |
141.58 |
1.000 |
141.38 |
1.618 |
141.05 |
2.618 |
140.52 |
4.250 |
139.66 |
|
|
Fisher Pivots for day following 12-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
142.21 |
142.31 |
PP |
142.19 |
142.28 |
S1 |
142.18 |
142.26 |
|