Euro Bund Future December 2013
| Trading Metrics calculated at close of trading on 14-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2013 |
14-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
139.80 |
139.77 |
-0.03 |
0.0% |
140.09 |
| High |
139.87 |
139.91 |
0.04 |
0.0% |
140.62 |
| Low |
139.47 |
139.29 |
-0.18 |
-0.1% |
139.47 |
| Close |
139.79 |
139.75 |
-0.04 |
0.0% |
139.79 |
| Range |
0.40 |
0.62 |
0.22 |
55.0% |
1.15 |
| ATR |
0.67 |
0.67 |
0.00 |
-0.5% |
0.00 |
| Volume |
235,843 |
651,757 |
415,914 |
176.4% |
2,819,997 |
|
| Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.51 |
141.25 |
140.09 |
|
| R3 |
140.89 |
140.63 |
139.92 |
|
| R2 |
140.27 |
140.27 |
139.86 |
|
| R1 |
140.01 |
140.01 |
139.81 |
139.83 |
| PP |
139.65 |
139.65 |
139.65 |
139.56 |
| S1 |
139.39 |
139.39 |
139.69 |
139.21 |
| S2 |
139.03 |
139.03 |
139.64 |
|
| S3 |
138.41 |
138.77 |
139.58 |
|
| S4 |
137.79 |
138.15 |
139.41 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.41 |
142.75 |
140.42 |
|
| R3 |
142.26 |
141.60 |
140.11 |
|
| R2 |
141.11 |
141.11 |
140.00 |
|
| R1 |
140.45 |
140.45 |
139.90 |
140.21 |
| PP |
139.96 |
139.96 |
139.96 |
139.84 |
| S1 |
139.30 |
139.30 |
139.68 |
139.06 |
| S2 |
138.81 |
138.81 |
139.58 |
|
| S3 |
137.66 |
138.15 |
139.47 |
|
| S4 |
136.51 |
137.00 |
139.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140.62 |
139.29 |
1.33 |
1.0% |
0.50 |
0.4% |
35% |
False |
True |
583,616 |
| 10 |
140.62 |
139.29 |
1.33 |
1.0% |
0.53 |
0.4% |
35% |
False |
True |
583,240 |
| 20 |
140.87 |
137.59 |
3.28 |
2.3% |
0.66 |
0.5% |
66% |
False |
False |
623,062 |
| 40 |
140.87 |
136.42 |
4.45 |
3.2% |
0.67 |
0.5% |
75% |
False |
False |
495,812 |
| 60 |
142.26 |
136.42 |
5.84 |
4.2% |
0.67 |
0.5% |
57% |
False |
False |
330,695 |
| 80 |
142.37 |
136.42 |
5.95 |
4.3% |
0.64 |
0.5% |
56% |
False |
False |
248,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.55 |
|
2.618 |
141.53 |
|
1.618 |
140.91 |
|
1.000 |
140.53 |
|
0.618 |
140.29 |
|
HIGH |
139.91 |
|
0.618 |
139.67 |
|
0.500 |
139.60 |
|
0.382 |
139.53 |
|
LOW |
139.29 |
|
0.618 |
138.91 |
|
1.000 |
138.67 |
|
1.618 |
138.29 |
|
2.618 |
137.67 |
|
4.250 |
136.66 |
|
|
| Fisher Pivots for day following 14-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
139.70 |
139.74 |
| PP |
139.65 |
139.72 |
| S1 |
139.60 |
139.71 |
|