Euro Bund Future December 2013
| Trading Metrics calculated at close of trading on 17-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
139.17 |
139.50 |
0.33 |
0.2% |
140.09 |
| High |
139.35 |
139.77 |
0.42 |
0.3% |
140.62 |
| Low |
138.79 |
139.26 |
0.47 |
0.3% |
139.47 |
| Close |
138.91 |
139.68 |
0.77 |
0.6% |
139.79 |
| Range |
0.56 |
0.51 |
-0.05 |
-8.9% |
1.15 |
| ATR |
0.66 |
0.68 |
0.01 |
2.2% |
0.00 |
| Volume |
696,429 |
583,124 |
-113,305 |
-16.3% |
2,819,997 |
|
| Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.10 |
140.90 |
139.96 |
|
| R3 |
140.59 |
140.39 |
139.82 |
|
| R2 |
140.08 |
140.08 |
139.77 |
|
| R1 |
139.88 |
139.88 |
139.73 |
139.98 |
| PP |
139.57 |
139.57 |
139.57 |
139.62 |
| S1 |
139.37 |
139.37 |
139.63 |
139.47 |
| S2 |
139.06 |
139.06 |
139.59 |
|
| S3 |
138.55 |
138.86 |
139.54 |
|
| S4 |
138.04 |
138.35 |
139.40 |
|
|
| 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 |
139.91 |
138.79 |
1.12 |
0.8% |
0.51 |
0.4% |
79% |
False |
False |
563,292 |
| 10 |
140.62 |
138.79 |
1.83 |
1.3% |
0.50 |
0.4% |
49% |
False |
False |
580,094 |
| 20 |
140.87 |
138.02 |
2.85 |
2.0% |
0.58 |
0.4% |
58% |
False |
False |
611,228 |
| 40 |
140.87 |
136.42 |
4.45 |
3.2% |
0.67 |
0.5% |
73% |
False |
False |
543,858 |
| 60 |
141.22 |
136.42 |
4.80 |
3.4% |
0.65 |
0.5% |
68% |
False |
False |
362,841 |
| 80 |
142.37 |
136.42 |
5.95 |
4.3% |
0.63 |
0.5% |
55% |
False |
False |
272,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141.94 |
|
2.618 |
141.11 |
|
1.618 |
140.60 |
|
1.000 |
140.28 |
|
0.618 |
140.09 |
|
HIGH |
139.77 |
|
0.618 |
139.58 |
|
0.500 |
139.52 |
|
0.382 |
139.45 |
|
LOW |
139.26 |
|
0.618 |
138.94 |
|
1.000 |
138.75 |
|
1.618 |
138.43 |
|
2.618 |
137.92 |
|
4.250 |
137.09 |
|
|
| Fisher Pivots for day following 17-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
139.63 |
139.55 |
| PP |
139.57 |
139.41 |
| S1 |
139.52 |
139.28 |
|