Euro Bund Future September 2013
| Trading Metrics calculated at close of trading on 29-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
140.79 |
140.28 |
-0.51 |
-0.4% |
139.77 |
| High |
140.92 |
140.83 |
-0.09 |
-0.1% |
140.69 |
| Low |
140.15 |
140.06 |
-0.09 |
-0.1% |
139.06 |
| Close |
140.30 |
140.60 |
0.30 |
0.2% |
139.58 |
| Range |
0.77 |
0.77 |
0.00 |
0.0% |
1.63 |
| ATR |
0.76 |
0.76 |
0.00 |
0.1% |
0.00 |
| Volume |
679,202 |
543,516 |
-135,686 |
-20.0% |
2,751,924 |
|
| Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.81 |
142.47 |
141.02 |
|
| R3 |
142.04 |
141.70 |
140.81 |
|
| R2 |
141.27 |
141.27 |
140.74 |
|
| R1 |
140.93 |
140.93 |
140.67 |
141.10 |
| PP |
140.50 |
140.50 |
140.50 |
140.58 |
| S1 |
140.16 |
140.16 |
140.53 |
140.33 |
| S2 |
139.73 |
139.73 |
140.46 |
|
| S3 |
138.96 |
139.39 |
140.39 |
|
| S4 |
138.19 |
138.62 |
140.18 |
|
|
| 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% |
0.79 |
0.6% |
81% |
False |
False |
550,148 |
| 10 |
140.95 |
139.06 |
1.89 |
1.3% |
0.69 |
0.5% |
81% |
False |
False |
584,457 |
| 20 |
142.95 |
139.06 |
3.89 |
2.8% |
0.74 |
0.5% |
40% |
False |
False |
565,305 |
| 40 |
144.37 |
139.06 |
5.31 |
3.8% |
0.71 |
0.5% |
29% |
False |
False |
589,124 |
| 60 |
144.37 |
139.06 |
5.31 |
3.8% |
0.74 |
0.5% |
29% |
False |
False |
650,016 |
| 80 |
146.46 |
139.06 |
7.40 |
5.3% |
0.73 |
0.5% |
21% |
False |
False |
536,033 |
| 100 |
147.53 |
139.06 |
8.47 |
6.0% |
0.71 |
0.5% |
18% |
False |
False |
429,174 |
| 120 |
147.53 |
139.06 |
8.47 |
6.0% |
0.67 |
0.5% |
18% |
False |
False |
357,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144.10 |
|
2.618 |
142.85 |
|
1.618 |
142.08 |
|
1.000 |
141.60 |
|
0.618 |
141.31 |
|
HIGH |
140.83 |
|
0.618 |
140.54 |
|
0.500 |
140.45 |
|
0.382 |
140.35 |
|
LOW |
140.06 |
|
0.618 |
139.58 |
|
1.000 |
139.29 |
|
1.618 |
138.81 |
|
2.618 |
138.04 |
|
4.250 |
136.79 |
|
|
| Fisher Pivots for day following 29-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
140.55 |
140.55 |
| PP |
140.50 |
140.49 |
| S1 |
140.45 |
140.44 |
|