Euro Bund Future December 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 |
138.82 |
138.31 |
-0.51 |
-0.4% |
137.90 |
| High |
138.95 |
138.84 |
-0.11 |
-0.1% |
138.71 |
| Low |
138.17 |
138.09 |
-0.08 |
-0.1% |
137.11 |
| Close |
138.33 |
138.61 |
0.28 |
0.2% |
137.62 |
| Range |
0.78 |
0.75 |
-0.03 |
-3.8% |
1.60 |
| ATR |
0.69 |
0.69 |
0.00 |
0.6% |
0.00 |
| Volume |
74,679 |
52,403 |
-22,276 |
-29.8% |
14,967 |
|
| Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.76 |
140.44 |
139.02 |
|
| R3 |
140.01 |
139.69 |
138.82 |
|
| R2 |
139.26 |
139.26 |
138.75 |
|
| R1 |
138.94 |
138.94 |
138.68 |
139.10 |
| PP |
138.51 |
138.51 |
138.51 |
138.60 |
| S1 |
138.19 |
138.19 |
138.54 |
138.35 |
| S2 |
137.76 |
137.76 |
138.47 |
|
| S3 |
137.01 |
137.44 |
138.40 |
|
| S4 |
136.26 |
136.69 |
138.20 |
|
|
| 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% |
0.77 |
0.6% |
80% |
False |
False |
32,658 |
| 10 |
138.99 |
137.11 |
1.88 |
1.4% |
0.64 |
0.5% |
80% |
False |
False |
17,410 |
| 20 |
140.88 |
137.11 |
3.77 |
2.7% |
0.66 |
0.5% |
40% |
False |
False |
9,111 |
| 40 |
142.37 |
137.11 |
5.26 |
3.8% |
0.60 |
0.4% |
29% |
False |
False |
4,574 |
| 60 |
142.37 |
137.11 |
5.26 |
3.8% |
0.62 |
0.4% |
29% |
False |
False |
3,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.03 |
|
2.618 |
140.80 |
|
1.618 |
140.05 |
|
1.000 |
139.59 |
|
0.618 |
139.30 |
|
HIGH |
138.84 |
|
0.618 |
138.55 |
|
0.500 |
138.47 |
|
0.382 |
138.38 |
|
LOW |
138.09 |
|
0.618 |
137.63 |
|
1.000 |
137.34 |
|
1.618 |
136.88 |
|
2.618 |
136.13 |
|
4.250 |
134.90 |
|
|
| Fisher Pivots for day following 29-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
138.56 |
138.57 |
| PP |
138.51 |
138.52 |
| S1 |
138.47 |
138.48 |
|