Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 03-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2013 |
03-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
140.19 |
140.17 |
-0.02 |
0.0% |
138.55 |
High |
140.46 |
140.47 |
0.01 |
0.0% |
140.54 |
Low |
139.92 |
139.75 |
-0.17 |
-0.1% |
138.02 |
Close |
140.32 |
140.23 |
-0.09 |
-0.1% |
140.45 |
Range |
0.54 |
0.72 |
0.18 |
33.3% |
2.52 |
ATR |
0.77 |
0.76 |
0.00 |
-0.4% |
0.00 |
Volume |
679,497 |
478,130 |
-201,367 |
-29.6% |
3,261,850 |
|
Daily Pivots for day following 03-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.31 |
141.99 |
140.63 |
|
R3 |
141.59 |
141.27 |
140.43 |
|
R2 |
140.87 |
140.87 |
140.36 |
|
R1 |
140.55 |
140.55 |
140.30 |
140.71 |
PP |
140.15 |
140.15 |
140.15 |
140.23 |
S1 |
139.83 |
139.83 |
140.16 |
139.99 |
S2 |
139.43 |
139.43 |
140.10 |
|
S3 |
138.71 |
139.11 |
140.03 |
|
S4 |
137.99 |
138.39 |
139.83 |
|
|
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 |
139.74 |
1.13 |
0.8% |
0.65 |
0.5% |
43% |
False |
False |
669,632 |
10 |
140.87 |
138.02 |
2.85 |
2.0% |
0.66 |
0.5% |
78% |
False |
False |
642,363 |
20 |
140.87 |
136.42 |
4.45 |
3.2% |
0.74 |
0.5% |
86% |
False |
False |
633,559 |
40 |
140.87 |
136.42 |
4.45 |
3.2% |
0.71 |
0.5% |
86% |
False |
False |
399,136 |
60 |
142.37 |
136.42 |
5.95 |
4.2% |
0.65 |
0.5% |
64% |
False |
False |
266,165 |
80 |
142.37 |
136.42 |
5.95 |
4.2% |
0.65 |
0.5% |
64% |
False |
False |
199,640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.53 |
2.618 |
142.35 |
1.618 |
141.63 |
1.000 |
141.19 |
0.618 |
140.91 |
HIGH |
140.47 |
0.618 |
140.19 |
0.500 |
140.11 |
0.382 |
140.03 |
LOW |
139.75 |
0.618 |
139.31 |
1.000 |
139.03 |
1.618 |
138.59 |
2.618 |
137.87 |
4.250 |
136.69 |
|
|
Fisher Pivots for day following 03-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
140.19 |
140.21 |
PP |
140.15 |
140.20 |
S1 |
140.11 |
140.18 |
|