Euro Bund Future September 2013
| Trading Metrics calculated at close of trading on 28-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
140.00 |
140.79 |
0.79 |
0.6% |
139.77 |
| High |
140.95 |
140.92 |
-0.03 |
0.0% |
140.69 |
| Low |
139.93 |
140.15 |
0.22 |
0.2% |
139.06 |
| Close |
140.54 |
140.30 |
-0.24 |
-0.2% |
139.58 |
| Range |
1.02 |
0.77 |
-0.25 |
-24.5% |
1.63 |
| ATR |
0.76 |
0.76 |
0.00 |
0.1% |
0.00 |
| Volume |
644,551 |
679,202 |
34,651 |
5.4% |
2,751,924 |
|
| Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.77 |
142.30 |
140.72 |
|
| R3 |
142.00 |
141.53 |
140.51 |
|
| R2 |
141.23 |
141.23 |
140.44 |
|
| R1 |
140.76 |
140.76 |
140.37 |
140.61 |
| PP |
140.46 |
140.46 |
140.46 |
140.38 |
| S1 |
139.99 |
139.99 |
140.23 |
139.84 |
| S2 |
139.69 |
139.69 |
140.16 |
|
| S3 |
138.92 |
139.22 |
140.09 |
|
| S4 |
138.15 |
138.45 |
139.88 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.67 |
143.75 |
140.48 |
|
| R3 |
143.04 |
142.12 |
140.03 |
|
| R2 |
141.41 |
141.41 |
139.88 |
|
| R1 |
140.49 |
140.49 |
139.73 |
140.14 |
| PP |
139.78 |
139.78 |
139.78 |
139.60 |
| S1 |
138.86 |
138.86 |
139.43 |
138.51 |
| S2 |
138.15 |
138.15 |
139.28 |
|
| S3 |
136.52 |
137.23 |
139.13 |
|
| S4 |
134.89 |
135.60 |
138.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140.95 |
139.06 |
1.89 |
1.3% |
0.74 |
0.5% |
66% |
False |
False |
587,145 |
| 10 |
141.01 |
139.06 |
1.95 |
1.4% |
0.73 |
0.5% |
64% |
False |
False |
576,060 |
| 20 |
143.29 |
139.06 |
4.23 |
3.0% |
0.75 |
0.5% |
29% |
False |
False |
575,494 |
| 40 |
144.37 |
139.06 |
5.31 |
3.8% |
0.70 |
0.5% |
23% |
False |
False |
590,846 |
| 60 |
144.37 |
139.06 |
5.31 |
3.8% |
0.74 |
0.5% |
23% |
False |
False |
658,461 |
| 80 |
146.53 |
139.06 |
7.47 |
5.3% |
0.73 |
0.5% |
17% |
False |
False |
529,298 |
| 100 |
147.53 |
139.06 |
8.47 |
6.0% |
0.71 |
0.5% |
15% |
False |
False |
423,740 |
| 120 |
147.53 |
139.06 |
8.47 |
6.0% |
0.67 |
0.5% |
15% |
False |
False |
353,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144.19 |
|
2.618 |
142.94 |
|
1.618 |
142.17 |
|
1.000 |
141.69 |
|
0.618 |
141.40 |
|
HIGH |
140.92 |
|
0.618 |
140.63 |
|
0.500 |
140.54 |
|
0.382 |
140.44 |
|
LOW |
140.15 |
|
0.618 |
139.67 |
|
1.000 |
139.38 |
|
1.618 |
138.90 |
|
2.618 |
138.13 |
|
4.250 |
136.88 |
|
|
| Fisher Pivots for day following 28-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
140.54 |
140.29 |
| PP |
140.46 |
140.27 |
| S1 |
140.38 |
140.26 |
|