Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 26-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2013 |
26-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
139.65 |
139.85 |
0.20 |
0.1% |
138.48 |
High |
139.99 |
140.09 |
0.10 |
0.1% |
139.45 |
Low |
139.55 |
139.71 |
0.16 |
0.1% |
137.59 |
Close |
139.94 |
139.87 |
-0.07 |
-0.1% |
138.32 |
Range |
0.44 |
0.38 |
-0.06 |
-13.6% |
1.86 |
ATR |
0.85 |
0.81 |
-0.03 |
-3.9% |
0.00 |
Volume |
615,760 |
584,897 |
-30,863 |
-5.0% |
3,205,284 |
|
Daily Pivots for day following 26-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.03 |
140.83 |
140.08 |
|
R3 |
140.65 |
140.45 |
139.97 |
|
R2 |
140.27 |
140.27 |
139.94 |
|
R1 |
140.07 |
140.07 |
139.90 |
140.17 |
PP |
139.89 |
139.89 |
139.89 |
139.94 |
S1 |
139.69 |
139.69 |
139.84 |
139.79 |
S2 |
139.51 |
139.51 |
139.80 |
|
S3 |
139.13 |
139.31 |
139.77 |
|
S4 |
138.75 |
138.93 |
139.66 |
|
|
Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.03 |
143.04 |
139.34 |
|
R3 |
142.17 |
141.18 |
138.83 |
|
R2 |
140.31 |
140.31 |
138.66 |
|
R1 |
139.32 |
139.32 |
138.49 |
138.89 |
PP |
138.45 |
138.45 |
138.45 |
138.24 |
S1 |
137.46 |
137.46 |
138.15 |
137.03 |
S2 |
136.59 |
136.59 |
137.98 |
|
S3 |
134.73 |
135.60 |
137.81 |
|
S4 |
132.87 |
133.74 |
137.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
140.09 |
138.02 |
2.07 |
1.5% |
0.67 |
0.5% |
89% |
True |
False |
615,094 |
10 |
140.09 |
137.17 |
2.92 |
2.1% |
0.80 |
0.6% |
92% |
True |
False |
630,841 |
20 |
140.09 |
136.42 |
3.67 |
2.6% |
0.75 |
0.5% |
94% |
True |
False |
624,563 |
40 |
141.22 |
136.42 |
4.80 |
3.4% |
0.71 |
0.5% |
72% |
False |
False |
315,527 |
60 |
142.37 |
136.42 |
5.95 |
4.3% |
0.65 |
0.5% |
58% |
False |
False |
210,364 |
80 |
142.37 |
136.42 |
5.95 |
4.3% |
0.65 |
0.5% |
58% |
False |
False |
157,790 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141.71 |
2.618 |
141.08 |
1.618 |
140.70 |
1.000 |
140.47 |
0.618 |
140.32 |
HIGH |
140.09 |
0.618 |
139.94 |
0.500 |
139.90 |
0.382 |
139.86 |
LOW |
139.71 |
0.618 |
139.48 |
1.000 |
139.33 |
1.618 |
139.10 |
2.618 |
138.72 |
4.250 |
138.10 |
|
|
Fisher Pivots for day following 26-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
139.90 |
139.71 |
PP |
139.89 |
139.55 |
S1 |
139.88 |
139.40 |
|