Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 22-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
140.07 |
139.90 |
-0.17 |
-0.1% |
139.77 |
High |
140.12 |
140.64 |
0.52 |
0.4% |
140.24 |
Low |
139.82 |
139.78 |
-0.04 |
0.0% |
138.79 |
Close |
139.91 |
140.54 |
0.63 |
0.5% |
140.05 |
Range |
0.30 |
0.86 |
0.56 |
186.7% |
1.45 |
ATR |
0.65 |
0.66 |
0.02 |
2.3% |
0.00 |
Volume |
377,617 |
617,533 |
239,916 |
63.5% |
2,958,237 |
|
Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.90 |
142.58 |
141.01 |
|
R3 |
142.04 |
141.72 |
140.78 |
|
R2 |
141.18 |
141.18 |
140.70 |
|
R1 |
140.86 |
140.86 |
140.62 |
141.02 |
PP |
140.32 |
140.32 |
140.32 |
140.40 |
S1 |
140.00 |
140.00 |
140.46 |
140.16 |
S2 |
139.46 |
139.46 |
140.38 |
|
S3 |
138.60 |
139.14 |
140.30 |
|
S4 |
137.74 |
138.28 |
140.07 |
|
|
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 |
140.64 |
138.79 |
1.85 |
1.3% |
0.58 |
0.4% |
95% |
True |
False |
530,464 |
10 |
140.64 |
138.79 |
1.85 |
1.3% |
0.55 |
0.4% |
95% |
True |
False |
557,016 |
20 |
140.87 |
138.79 |
2.08 |
1.5% |
0.55 |
0.4% |
84% |
False |
False |
586,126 |
40 |
140.87 |
136.42 |
4.45 |
3.2% |
0.67 |
0.5% |
93% |
False |
False |
577,903 |
60 |
141.22 |
136.42 |
4.80 |
3.4% |
0.66 |
0.5% |
86% |
False |
False |
385,717 |
80 |
142.37 |
136.42 |
5.95 |
4.2% |
0.63 |
0.4% |
69% |
False |
False |
289,297 |
100 |
142.37 |
136.42 |
5.95 |
4.2% |
0.63 |
0.4% |
69% |
False |
False |
231,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.30 |
2.618 |
142.89 |
1.618 |
142.03 |
1.000 |
141.50 |
0.618 |
141.17 |
HIGH |
140.64 |
0.618 |
140.31 |
0.500 |
140.21 |
0.382 |
140.11 |
LOW |
139.78 |
0.618 |
139.25 |
1.000 |
138.92 |
1.618 |
138.39 |
2.618 |
137.53 |
4.250 |
136.13 |
|
|
Fisher Pivots for day following 22-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
140.43 |
140.40 |
PP |
140.32 |
140.25 |
S1 |
140.21 |
140.11 |
|