Euro Bund Future December 2013
| Trading Metrics calculated at close of trading on 10-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2013 |
10-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
140.26 |
139.94 |
-0.32 |
-0.2% |
140.78 |
| High |
140.62 |
140.12 |
-0.50 |
-0.4% |
140.87 |
| Low |
140.11 |
139.51 |
-0.60 |
-0.4% |
139.75 |
| Close |
140.24 |
139.65 |
-0.59 |
-0.4% |
139.96 |
| Range |
0.51 |
0.61 |
0.10 |
19.6% |
1.12 |
| ATR |
0.69 |
0.69 |
0.00 |
0.4% |
0.00 |
| Volume |
767,805 |
613,130 |
-154,675 |
-20.1% |
3,036,539 |
|
| Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.59 |
141.23 |
139.99 |
|
| R3 |
140.98 |
140.62 |
139.82 |
|
| R2 |
140.37 |
140.37 |
139.76 |
|
| R1 |
140.01 |
140.01 |
139.71 |
139.89 |
| PP |
139.76 |
139.76 |
139.76 |
139.70 |
| S1 |
139.40 |
139.40 |
139.59 |
139.28 |
| S2 |
139.15 |
139.15 |
139.54 |
|
| S3 |
138.54 |
138.79 |
139.48 |
|
| S4 |
137.93 |
138.18 |
139.31 |
|
|
| 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 |
139.51 |
1.11 |
0.8% |
0.49 |
0.4% |
13% |
False |
True |
596,895 |
| 10 |
140.87 |
139.51 |
1.36 |
1.0% |
0.57 |
0.4% |
10% |
False |
True |
633,264 |
| 20 |
140.87 |
137.17 |
3.70 |
2.6% |
0.68 |
0.5% |
67% |
False |
False |
632,052 |
| 40 |
140.87 |
136.42 |
4.45 |
3.2% |
0.69 |
0.5% |
73% |
False |
False |
473,671 |
| 60 |
142.37 |
136.42 |
5.95 |
4.3% |
0.66 |
0.5% |
54% |
False |
False |
315,903 |
| 80 |
142.37 |
136.42 |
5.95 |
4.3% |
0.65 |
0.5% |
54% |
False |
False |
236,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.71 |
|
2.618 |
141.72 |
|
1.618 |
141.11 |
|
1.000 |
140.73 |
|
0.618 |
140.50 |
|
HIGH |
140.12 |
|
0.618 |
139.89 |
|
0.500 |
139.82 |
|
0.382 |
139.74 |
|
LOW |
139.51 |
|
0.618 |
139.13 |
|
1.000 |
138.90 |
|
1.618 |
138.52 |
|
2.618 |
137.91 |
|
4.250 |
136.92 |
|
|
| Fisher Pivots for day following 10-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
139.82 |
140.07 |
| PP |
139.76 |
139.93 |
| S1 |
139.71 |
139.79 |
|