Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 09-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2013 |
09-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
140.24 |
140.26 |
0.02 |
0.0% |
140.78 |
High |
140.34 |
140.62 |
0.28 |
0.2% |
140.87 |
Low |
139.96 |
140.11 |
0.15 |
0.1% |
139.75 |
Close |
140.22 |
140.24 |
0.02 |
0.0% |
139.96 |
Range |
0.38 |
0.51 |
0.13 |
34.2% |
1.12 |
ATR |
0.70 |
0.69 |
-0.01 |
-2.0% |
0.00 |
Volume |
649,547 |
767,805 |
118,258 |
18.2% |
3,036,539 |
|
Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.85 |
141.56 |
140.52 |
|
R3 |
141.34 |
141.05 |
140.38 |
|
R2 |
140.83 |
140.83 |
140.33 |
|
R1 |
140.54 |
140.54 |
140.29 |
140.43 |
PP |
140.32 |
140.32 |
140.32 |
140.27 |
S1 |
140.03 |
140.03 |
140.19 |
139.92 |
S2 |
139.81 |
139.81 |
140.15 |
|
S3 |
139.30 |
139.52 |
140.10 |
|
S4 |
138.79 |
139.01 |
139.96 |
|
|
Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.55 |
142.88 |
140.58 |
|
R3 |
142.43 |
141.76 |
140.27 |
|
R2 |
141.31 |
141.31 |
140.17 |
|
R1 |
140.64 |
140.64 |
140.06 |
140.42 |
PP |
140.19 |
140.19 |
140.19 |
140.08 |
S1 |
139.52 |
139.52 |
139.86 |
139.30 |
S2 |
139.07 |
139.07 |
139.75 |
|
S3 |
137.95 |
138.40 |
139.65 |
|
S4 |
136.83 |
137.28 |
139.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
140.62 |
139.75 |
0.87 |
0.6% |
0.51 |
0.4% |
56% |
True |
False |
569,895 |
10 |
140.87 |
139.71 |
1.16 |
0.8% |
0.55 |
0.4% |
46% |
False |
False |
630,440 |
20 |
140.87 |
137.17 |
3.70 |
2.6% |
0.68 |
0.5% |
83% |
False |
False |
630,682 |
40 |
140.87 |
136.42 |
4.45 |
3.2% |
0.69 |
0.5% |
86% |
False |
False |
458,357 |
60 |
142.37 |
136.42 |
5.95 |
4.2% |
0.66 |
0.5% |
64% |
False |
False |
305,685 |
80 |
142.37 |
136.42 |
5.95 |
4.2% |
0.65 |
0.5% |
64% |
False |
False |
229,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142.79 |
2.618 |
141.96 |
1.618 |
141.45 |
1.000 |
141.13 |
0.618 |
140.94 |
HIGH |
140.62 |
0.618 |
140.43 |
0.500 |
140.37 |
0.382 |
140.30 |
LOW |
140.11 |
0.618 |
139.79 |
1.000 |
139.60 |
1.618 |
139.28 |
2.618 |
138.77 |
4.250 |
137.94 |
|
|
Fisher Pivots for day following 09-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
140.37 |
140.29 |
PP |
140.32 |
140.27 |
S1 |
140.28 |
140.26 |
|