Euro Bund Future December 2013
| Trading Metrics calculated at close of trading on 16-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
139.41 |
139.17 |
-0.24 |
-0.2% |
140.09 |
| High |
139.55 |
139.35 |
-0.20 |
-0.1% |
140.62 |
| Low |
139.07 |
138.79 |
-0.28 |
-0.2% |
139.47 |
| Close |
139.24 |
138.91 |
-0.33 |
-0.2% |
139.79 |
| Range |
0.48 |
0.56 |
0.08 |
16.7% |
1.15 |
| ATR |
0.67 |
0.66 |
-0.01 |
-1.2% |
0.00 |
| Volume |
649,310 |
696,429 |
47,119 |
7.3% |
2,819,997 |
|
| Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.70 |
140.36 |
139.22 |
|
| R3 |
140.14 |
139.80 |
139.06 |
|
| R2 |
139.58 |
139.58 |
139.01 |
|
| R1 |
139.24 |
139.24 |
138.96 |
139.13 |
| PP |
139.02 |
139.02 |
139.02 |
138.96 |
| S1 |
138.68 |
138.68 |
138.86 |
138.57 |
| S2 |
138.46 |
138.46 |
138.81 |
|
| S3 |
137.90 |
138.12 |
138.76 |
|
| S4 |
137.34 |
137.56 |
138.60 |
|
|
| 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 |
140.12 |
138.79 |
1.33 |
1.0% |
0.53 |
0.4% |
9% |
False |
True |
569,293 |
| 10 |
140.62 |
138.79 |
1.83 |
1.3% |
0.52 |
0.4% |
7% |
False |
True |
569,594 |
| 20 |
140.87 |
138.02 |
2.85 |
2.1% |
0.61 |
0.4% |
31% |
False |
False |
614,069 |
| 40 |
140.87 |
136.42 |
4.45 |
3.2% |
0.68 |
0.5% |
56% |
False |
False |
529,368 |
| 60 |
141.97 |
136.42 |
5.55 |
4.0% |
0.67 |
0.5% |
45% |
False |
False |
353,123 |
| 80 |
142.37 |
136.42 |
5.95 |
4.3% |
0.63 |
0.5% |
42% |
False |
False |
264,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141.73 |
|
2.618 |
140.82 |
|
1.618 |
140.26 |
|
1.000 |
139.91 |
|
0.618 |
139.70 |
|
HIGH |
139.35 |
|
0.618 |
139.14 |
|
0.500 |
139.07 |
|
0.382 |
139.00 |
|
LOW |
138.79 |
|
0.618 |
138.44 |
|
1.000 |
138.23 |
|
1.618 |
137.88 |
|
2.618 |
137.32 |
|
4.250 |
136.41 |
|
|
| Fisher Pivots for day following 16-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
139.07 |
139.35 |
| PP |
139.02 |
139.20 |
| S1 |
138.96 |
139.06 |
|