Euro Bund Future December 2013
| Trading Metrics calculated at close of trading on 18-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
139.50 |
139.70 |
0.20 |
0.1% |
139.77 |
| High |
139.77 |
140.24 |
0.47 |
0.3% |
140.24 |
| Low |
139.26 |
139.58 |
0.32 |
0.2% |
138.79 |
| Close |
139.68 |
140.05 |
0.37 |
0.3% |
140.05 |
| Range |
0.51 |
0.66 |
0.15 |
29.4% |
1.45 |
| ATR |
0.68 |
0.67 |
0.00 |
-0.2% |
0.00 |
| Volume |
583,124 |
377,617 |
-205,507 |
-35.2% |
2,958,237 |
|
| Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.94 |
141.65 |
140.41 |
|
| R3 |
141.28 |
140.99 |
140.23 |
|
| R2 |
140.62 |
140.62 |
140.17 |
|
| R1 |
140.33 |
140.33 |
140.11 |
140.48 |
| PP |
139.96 |
139.96 |
139.96 |
140.03 |
| S1 |
139.67 |
139.67 |
139.99 |
139.82 |
| S2 |
139.30 |
139.30 |
139.93 |
|
| S3 |
138.64 |
139.01 |
139.87 |
|
| S4 |
137.98 |
138.35 |
139.69 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.04 |
143.50 |
140.85 |
|
| R3 |
142.59 |
142.05 |
140.45 |
|
| R2 |
141.14 |
141.14 |
140.32 |
|
| R1 |
140.60 |
140.60 |
140.18 |
140.87 |
| PP |
139.69 |
139.69 |
139.69 |
139.83 |
| S1 |
139.15 |
139.15 |
139.92 |
139.42 |
| S2 |
138.24 |
138.24 |
139.78 |
|
| S3 |
136.79 |
137.70 |
139.65 |
|
| S4 |
135.34 |
136.25 |
139.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140.24 |
138.79 |
1.45 |
1.0% |
0.57 |
0.4% |
87% |
True |
False |
591,647 |
| 10 |
140.62 |
138.79 |
1.83 |
1.3% |
0.51 |
0.4% |
69% |
False |
False |
577,823 |
| 20 |
140.87 |
138.02 |
2.85 |
2.0% |
0.58 |
0.4% |
71% |
False |
False |
603,831 |
| 40 |
140.87 |
136.42 |
4.45 |
3.2% |
0.68 |
0.5% |
82% |
False |
False |
553,221 |
| 60 |
141.22 |
136.42 |
4.80 |
3.4% |
0.66 |
0.5% |
76% |
False |
False |
369,132 |
| 80 |
142.37 |
136.42 |
5.95 |
4.2% |
0.63 |
0.4% |
61% |
False |
False |
276,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.05 |
|
2.618 |
141.97 |
|
1.618 |
141.31 |
|
1.000 |
140.90 |
|
0.618 |
140.65 |
|
HIGH |
140.24 |
|
0.618 |
139.99 |
|
0.500 |
139.91 |
|
0.382 |
139.83 |
|
LOW |
139.58 |
|
0.618 |
139.17 |
|
1.000 |
138.92 |
|
1.618 |
138.51 |
|
2.618 |
137.85 |
|
4.250 |
136.78 |
|
|
| Fisher Pivots for day following 18-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
140.00 |
139.87 |
| PP |
139.96 |
139.69 |
| S1 |
139.91 |
139.52 |
|