Euro Bund Future December 2013
| Trading Metrics calculated at close of trading on 27-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
137.67 |
138.06 |
0.39 |
0.3% |
137.90 |
| High |
138.19 |
138.99 |
0.80 |
0.6% |
138.71 |
| Low |
137.63 |
137.97 |
0.34 |
0.2% |
137.11 |
| Close |
138.09 |
138.58 |
0.49 |
0.4% |
137.62 |
| Range |
0.56 |
1.02 |
0.46 |
82.1% |
1.60 |
| ATR |
0.66 |
0.68 |
0.03 |
3.9% |
0.00 |
| Volume |
3,024 |
28,323 |
25,299 |
836.6% |
14,967 |
|
| Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.57 |
141.10 |
139.14 |
|
| R3 |
140.55 |
140.08 |
138.86 |
|
| R2 |
139.53 |
139.53 |
138.77 |
|
| R1 |
139.06 |
139.06 |
138.67 |
139.30 |
| PP |
138.51 |
138.51 |
138.51 |
138.63 |
| S1 |
138.04 |
138.04 |
138.49 |
138.28 |
| S2 |
137.49 |
137.49 |
138.39 |
|
| S3 |
136.47 |
137.02 |
138.30 |
|
| S4 |
135.45 |
136.00 |
138.02 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.61 |
141.72 |
138.50 |
|
| R3 |
141.01 |
140.12 |
138.06 |
|
| R2 |
139.41 |
139.41 |
137.91 |
|
| R1 |
138.52 |
138.52 |
137.77 |
138.17 |
| PP |
137.81 |
137.81 |
137.81 |
137.64 |
| S1 |
136.92 |
136.92 |
137.47 |
136.57 |
| S2 |
136.21 |
136.21 |
137.33 |
|
| S3 |
134.61 |
135.32 |
137.18 |
|
| S4 |
133.01 |
133.72 |
136.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
138.99 |
137.11 |
1.88 |
1.4% |
0.69 |
0.5% |
78% |
True |
False |
8,563 |
| 10 |
139.14 |
137.11 |
2.03 |
1.5% |
0.65 |
0.5% |
72% |
False |
False |
4,886 |
| 20 |
141.22 |
137.11 |
4.11 |
3.0% |
0.67 |
0.5% |
36% |
False |
False |
2,761 |
| 40 |
142.37 |
137.11 |
5.26 |
3.8% |
0.59 |
0.4% |
28% |
False |
False |
1,399 |
| 60 |
142.37 |
137.11 |
5.26 |
3.8% |
0.61 |
0.4% |
28% |
False |
False |
955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.33 |
|
2.618 |
141.66 |
|
1.618 |
140.64 |
|
1.000 |
140.01 |
|
0.618 |
139.62 |
|
HIGH |
138.99 |
|
0.618 |
138.60 |
|
0.500 |
138.48 |
|
0.382 |
138.36 |
|
LOW |
137.97 |
|
0.618 |
137.34 |
|
1.000 |
136.95 |
|
1.618 |
136.32 |
|
2.618 |
135.30 |
|
4.250 |
133.64 |
|
|
| Fisher Pivots for day following 27-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
138.55 |
138.40 |
| PP |
138.51 |
138.23 |
| S1 |
138.48 |
138.05 |
|