Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 27-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2013 |
27-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
139.85 |
139.82 |
-0.03 |
0.0% |
138.55 |
High |
140.09 |
140.54 |
0.45 |
0.3% |
140.54 |
Low |
139.71 |
139.74 |
0.03 |
0.0% |
138.02 |
Close |
139.87 |
140.45 |
0.58 |
0.4% |
140.45 |
Range |
0.38 |
0.80 |
0.42 |
110.5% |
2.52 |
ATR |
0.81 |
0.81 |
0.00 |
-0.1% |
0.00 |
Volume |
584,897 |
711,948 |
127,051 |
21.7% |
3,261,850 |
|
Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.64 |
142.35 |
140.89 |
|
R3 |
141.84 |
141.55 |
140.67 |
|
R2 |
141.04 |
141.04 |
140.60 |
|
R1 |
140.75 |
140.75 |
140.52 |
140.90 |
PP |
140.24 |
140.24 |
140.24 |
140.32 |
S1 |
139.95 |
139.95 |
140.38 |
140.10 |
S2 |
139.44 |
139.44 |
140.30 |
|
S3 |
138.64 |
139.15 |
140.23 |
|
S4 |
137.84 |
138.35 |
140.01 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.23 |
146.36 |
141.84 |
|
R3 |
144.71 |
143.84 |
141.14 |
|
R2 |
142.19 |
142.19 |
140.91 |
|
R1 |
141.32 |
141.32 |
140.68 |
141.76 |
PP |
139.67 |
139.67 |
139.67 |
139.89 |
S1 |
138.80 |
138.80 |
140.22 |
139.24 |
S2 |
137.15 |
137.15 |
139.99 |
|
S3 |
134.63 |
136.28 |
139.76 |
|
S4 |
132.11 |
133.76 |
139.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
140.54 |
138.02 |
2.52 |
1.8% |
0.69 |
0.5% |
96% |
True |
False |
652,370 |
10 |
140.54 |
137.59 |
2.95 |
2.1% |
0.78 |
0.6% |
97% |
True |
False |
646,713 |
20 |
140.54 |
136.42 |
4.12 |
2.9% |
0.76 |
0.5% |
98% |
True |
False |
657,540 |
40 |
140.88 |
136.42 |
4.46 |
3.2% |
0.71 |
0.5% |
90% |
False |
False |
333,325 |
60 |
142.37 |
136.42 |
5.95 |
4.2% |
0.65 |
0.5% |
68% |
False |
False |
222,229 |
80 |
142.37 |
136.42 |
5.95 |
4.2% |
0.65 |
0.5% |
68% |
False |
False |
166,689 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.94 |
2.618 |
142.63 |
1.618 |
141.83 |
1.000 |
141.34 |
0.618 |
141.03 |
HIGH |
140.54 |
0.618 |
140.23 |
0.500 |
140.14 |
0.382 |
140.05 |
LOW |
139.74 |
0.618 |
139.25 |
1.000 |
138.94 |
1.618 |
138.45 |
2.618 |
137.65 |
4.250 |
136.34 |
|
|
Fisher Pivots for day following 27-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
140.35 |
140.32 |
PP |
140.24 |
140.18 |
S1 |
140.14 |
140.05 |
|