Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 18-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
138.30 |
138.10 |
-0.20 |
-0.1% |
137.53 |
High |
138.47 |
139.19 |
0.72 |
0.5% |
138.16 |
Low |
138.00 |
137.59 |
-0.41 |
-0.3% |
136.60 |
Close |
138.07 |
137.72 |
-0.35 |
-0.3% |
137.99 |
Range |
0.47 |
1.60 |
1.13 |
240.4% |
1.56 |
ATR |
0.76 |
0.82 |
0.06 |
7.9% |
0.00 |
Volume |
649,567 |
876,037 |
226,470 |
34.9% |
3,154,505 |
|
Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.97 |
141.94 |
138.60 |
|
R3 |
141.37 |
140.34 |
138.16 |
|
R2 |
139.77 |
139.77 |
138.01 |
|
R1 |
138.74 |
138.74 |
137.87 |
138.46 |
PP |
138.17 |
138.17 |
138.17 |
138.02 |
S1 |
137.14 |
137.14 |
137.57 |
136.86 |
S2 |
136.57 |
136.57 |
137.43 |
|
S3 |
134.97 |
135.54 |
137.28 |
|
S4 |
133.37 |
133.94 |
136.84 |
|
|
Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.26 |
141.69 |
138.85 |
|
R3 |
140.70 |
140.13 |
138.42 |
|
R2 |
139.14 |
139.14 |
138.28 |
|
R1 |
138.57 |
138.57 |
138.13 |
138.86 |
PP |
137.58 |
137.58 |
137.58 |
137.73 |
S1 |
137.01 |
137.01 |
137.85 |
137.30 |
S2 |
136.02 |
136.02 |
137.70 |
|
S3 |
134.46 |
135.45 |
137.56 |
|
S4 |
132.90 |
133.89 |
137.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
139.19 |
137.17 |
2.02 |
1.5% |
0.83 |
0.6% |
27% |
True |
False |
635,743 |
10 |
139.19 |
136.42 |
2.77 |
2.0% |
0.83 |
0.6% |
47% |
True |
False |
651,303 |
20 |
139.19 |
136.42 |
2.77 |
2.0% |
0.75 |
0.5% |
47% |
True |
False |
444,667 |
40 |
141.97 |
136.42 |
5.55 |
4.0% |
0.71 |
0.5% |
23% |
False |
False |
222,650 |
60 |
142.37 |
136.42 |
5.95 |
4.3% |
0.64 |
0.5% |
22% |
False |
False |
148,448 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.99 |
2.618 |
143.38 |
1.618 |
141.78 |
1.000 |
140.79 |
0.618 |
140.18 |
HIGH |
139.19 |
0.618 |
138.58 |
0.500 |
138.39 |
0.382 |
138.20 |
LOW |
137.59 |
0.618 |
136.60 |
1.000 |
135.99 |
1.618 |
135.00 |
2.618 |
133.40 |
4.250 |
130.79 |
|
|
Fisher Pivots for day following 18-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
138.39 |
138.39 |
PP |
138.17 |
138.17 |
S1 |
137.94 |
137.94 |
|