Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 01-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2013 |
01-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
140.78 |
140.43 |
-0.35 |
-0.2% |
138.55 |
High |
140.87 |
140.61 |
-0.26 |
-0.2% |
140.54 |
Low |
140.22 |
140.07 |
-0.15 |
-0.1% |
138.02 |
Close |
140.50 |
140.26 |
-0.24 |
-0.2% |
140.45 |
Range |
0.65 |
0.54 |
-0.11 |
-16.9% |
2.52 |
ATR |
0.80 |
0.78 |
-0.02 |
-2.3% |
0.00 |
Volume |
675,893 |
802,694 |
126,801 |
18.8% |
3,261,850 |
|
Daily Pivots for day following 01-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.93 |
141.64 |
140.56 |
|
R3 |
141.39 |
141.10 |
140.41 |
|
R2 |
140.85 |
140.85 |
140.36 |
|
R1 |
140.56 |
140.56 |
140.31 |
140.44 |
PP |
140.31 |
140.31 |
140.31 |
140.25 |
S1 |
140.02 |
140.02 |
140.21 |
139.90 |
S2 |
139.77 |
139.77 |
140.16 |
|
S3 |
139.23 |
139.48 |
140.11 |
|
S4 |
138.69 |
138.94 |
139.96 |
|
|
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 |
140.87 |
139.55 |
1.32 |
0.9% |
0.56 |
0.4% |
54% |
False |
False |
678,238 |
10 |
140.87 |
137.59 |
3.28 |
2.3% |
0.80 |
0.6% |
81% |
False |
False |
678,198 |
20 |
140.87 |
136.42 |
4.45 |
3.2% |
0.76 |
0.5% |
86% |
False |
False |
677,854 |
40 |
140.87 |
136.42 |
4.45 |
3.2% |
0.70 |
0.5% |
86% |
False |
False |
370,289 |
60 |
142.37 |
136.42 |
5.95 |
4.2% |
0.65 |
0.5% |
65% |
False |
False |
246,872 |
80 |
142.37 |
136.42 |
5.95 |
4.2% |
0.64 |
0.5% |
65% |
False |
False |
185,170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142.91 |
2.618 |
142.02 |
1.618 |
141.48 |
1.000 |
141.15 |
0.618 |
140.94 |
HIGH |
140.61 |
0.618 |
140.40 |
0.500 |
140.34 |
0.382 |
140.28 |
LOW |
140.07 |
0.618 |
139.74 |
1.000 |
139.53 |
1.618 |
139.20 |
2.618 |
138.66 |
4.250 |
137.78 |
|
|
Fisher Pivots for day following 01-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
140.34 |
140.31 |
PP |
140.31 |
140.29 |
S1 |
140.29 |
140.28 |
|