Euro Bund Future December 2013
| Trading Metrics calculated at close of trading on 16-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
138.98 |
138.17 |
-0.81 |
-0.6% |
140.13 |
| High |
139.04 |
138.36 |
-0.68 |
-0.5% |
140.41 |
| Low |
137.90 |
137.80 |
-0.10 |
-0.1% |
137.80 |
| Close |
138.16 |
138.27 |
0.11 |
0.1% |
138.27 |
| Range |
1.14 |
0.56 |
-0.58 |
-50.9% |
2.61 |
| ATR |
0.68 |
0.68 |
-0.01 |
-1.3% |
0.00 |
| Volume |
1,264 |
712 |
-552 |
-43.7% |
3,780 |
|
| Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.82 |
139.61 |
138.58 |
|
| R3 |
139.26 |
139.05 |
138.42 |
|
| R2 |
138.70 |
138.70 |
138.37 |
|
| R1 |
138.49 |
138.49 |
138.32 |
138.60 |
| PP |
138.14 |
138.14 |
138.14 |
138.20 |
| S1 |
137.93 |
137.93 |
138.22 |
138.04 |
| S2 |
137.58 |
137.58 |
138.17 |
|
| S3 |
137.02 |
137.37 |
138.12 |
|
| S4 |
136.46 |
136.81 |
137.96 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.66 |
145.07 |
139.71 |
|
| R3 |
144.05 |
142.46 |
138.99 |
|
| R2 |
141.44 |
141.44 |
138.75 |
|
| R1 |
139.85 |
139.85 |
138.51 |
139.34 |
| PP |
138.83 |
138.83 |
138.83 |
138.57 |
| S1 |
137.24 |
137.24 |
138.03 |
136.73 |
| S2 |
136.22 |
136.22 |
137.79 |
|
| S3 |
133.61 |
134.63 |
137.55 |
|
| S4 |
131.00 |
132.02 |
136.83 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140.74 |
|
2.618 |
139.83 |
|
1.618 |
139.27 |
|
1.000 |
138.92 |
|
0.618 |
138.71 |
|
HIGH |
138.36 |
|
0.618 |
138.15 |
|
0.500 |
138.08 |
|
0.382 |
138.01 |
|
LOW |
137.80 |
|
0.618 |
137.45 |
|
1.000 |
137.24 |
|
1.618 |
136.89 |
|
2.618 |
136.33 |
|
4.250 |
135.42 |
|
|
| Fisher Pivots for day following 16-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
138.21 |
138.47 |
| PP |
138.14 |
138.40 |
| S1 |
138.08 |
138.34 |
|