Euro Bund Future September 2013
| Trading Metrics calculated at close of trading on 03-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
140.60 |
140.16 |
-0.44 |
-0.3% |
139.65 |
| High |
140.94 |
140.27 |
-0.67 |
-0.5% |
140.95 |
| Low |
140.40 |
139.55 |
-0.85 |
-0.6% |
139.57 |
| Close |
140.66 |
139.61 |
-1.05 |
-0.7% |
140.66 |
| Range |
0.54 |
0.72 |
0.18 |
33.3% |
1.38 |
| ATR |
0.75 |
0.77 |
0.03 |
3.5% |
0.00 |
| Volume |
616,918 |
1,024,450 |
407,532 |
66.1% |
3,151,512 |
|
| Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.97 |
141.51 |
140.01 |
|
| R3 |
141.25 |
140.79 |
139.81 |
|
| R2 |
140.53 |
140.53 |
139.74 |
|
| R1 |
140.07 |
140.07 |
139.68 |
139.94 |
| PP |
139.81 |
139.81 |
139.81 |
139.75 |
| S1 |
139.35 |
139.35 |
139.54 |
139.22 |
| S2 |
139.09 |
139.09 |
139.48 |
|
| S3 |
138.37 |
138.63 |
139.41 |
|
| S4 |
137.65 |
137.91 |
139.21 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.53 |
143.98 |
141.42 |
|
| R3 |
143.15 |
142.60 |
141.04 |
|
| R2 |
141.77 |
141.77 |
140.91 |
|
| R1 |
141.22 |
141.22 |
140.79 |
141.50 |
| PP |
140.39 |
140.39 |
140.39 |
140.53 |
| S1 |
139.84 |
139.84 |
140.53 |
140.12 |
| S2 |
139.01 |
139.01 |
140.41 |
|
| S3 |
137.63 |
138.46 |
140.28 |
|
| S4 |
136.25 |
137.08 |
139.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140.95 |
139.55 |
1.40 |
1.0% |
0.76 |
0.5% |
4% |
False |
True |
701,727 |
| 10 |
140.95 |
139.06 |
1.89 |
1.4% |
0.70 |
0.5% |
29% |
False |
False |
633,461 |
| 20 |
142.71 |
139.06 |
3.65 |
2.6% |
0.70 |
0.5% |
15% |
False |
False |
602,992 |
| 40 |
144.37 |
139.06 |
5.31 |
3.8% |
0.70 |
0.5% |
10% |
False |
False |
602,594 |
| 60 |
144.37 |
139.06 |
5.31 |
3.8% |
0.73 |
0.5% |
10% |
False |
False |
651,091 |
| 80 |
145.93 |
139.06 |
6.87 |
4.9% |
0.73 |
0.5% |
8% |
False |
False |
556,470 |
| 100 |
147.53 |
139.06 |
8.47 |
6.1% |
0.71 |
0.5% |
6% |
False |
False |
445,579 |
| 120 |
147.53 |
139.06 |
8.47 |
6.1% |
0.68 |
0.5% |
6% |
False |
False |
371,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.33 |
|
2.618 |
142.15 |
|
1.618 |
141.43 |
|
1.000 |
140.99 |
|
0.618 |
140.71 |
|
HIGH |
140.27 |
|
0.618 |
139.99 |
|
0.500 |
139.91 |
|
0.382 |
139.83 |
|
LOW |
139.55 |
|
0.618 |
139.11 |
|
1.000 |
138.83 |
|
1.618 |
138.39 |
|
2.618 |
137.67 |
|
4.250 |
136.49 |
|
|
| Fisher Pivots for day following 03-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
139.91 |
140.25 |
| PP |
139.81 |
140.03 |
| S1 |
139.71 |
139.82 |
|