Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 25-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2013 |
25-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
140.71 |
140.86 |
0.15 |
0.1% |
140.07 |
High |
141.22 |
141.08 |
-0.14 |
-0.1% |
141.22 |
Low |
140.71 |
140.84 |
0.13 |
0.1% |
139.78 |
Close |
140.87 |
141.06 |
0.19 |
0.1% |
141.06 |
Range |
0.51 |
0.24 |
-0.27 |
-52.9% |
1.44 |
ATR |
0.63 |
0.60 |
-0.03 |
-4.4% |
0.00 |
Volume |
476,174 |
420,872 |
-55,302 |
-11.6% |
2,529,295 |
|
Daily Pivots for day following 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.71 |
141.63 |
141.19 |
|
R3 |
141.47 |
141.39 |
141.13 |
|
R2 |
141.23 |
141.23 |
141.10 |
|
R1 |
141.15 |
141.15 |
141.08 |
141.19 |
PP |
140.99 |
140.99 |
140.99 |
141.02 |
S1 |
140.91 |
140.91 |
141.04 |
140.95 |
S2 |
140.75 |
140.75 |
141.02 |
|
S3 |
140.51 |
140.67 |
140.99 |
|
S4 |
140.27 |
140.43 |
140.93 |
|
|
Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.01 |
144.47 |
141.85 |
|
R3 |
143.57 |
143.03 |
141.46 |
|
R2 |
142.13 |
142.13 |
141.32 |
|
R1 |
141.59 |
141.59 |
141.19 |
141.86 |
PP |
140.69 |
140.69 |
140.69 |
140.82 |
S1 |
140.15 |
140.15 |
140.93 |
140.42 |
S2 |
139.25 |
139.25 |
140.80 |
|
S3 |
137.81 |
138.71 |
140.66 |
|
S4 |
136.37 |
137.27 |
140.27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
141.22 |
139.78 |
1.44 |
1.0% |
0.45 |
0.3% |
89% |
False |
False |
505,859 |
10 |
141.22 |
138.79 |
2.43 |
1.7% |
0.51 |
0.4% |
93% |
False |
False |
548,753 |
20 |
141.22 |
138.79 |
2.43 |
1.7% |
0.52 |
0.4% |
93% |
False |
False |
567,203 |
40 |
141.22 |
136.42 |
4.80 |
3.4% |
0.64 |
0.5% |
97% |
False |
False |
612,372 |
60 |
141.22 |
136.42 |
4.80 |
3.4% |
0.64 |
0.5% |
97% |
False |
False |
411,285 |
80 |
142.37 |
136.42 |
5.95 |
4.2% |
0.62 |
0.4% |
78% |
False |
False |
308,473 |
100 |
142.37 |
136.42 |
5.95 |
4.2% |
0.63 |
0.4% |
78% |
False |
False |
246,791 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142.10 |
2.618 |
141.71 |
1.618 |
141.47 |
1.000 |
141.32 |
0.618 |
141.23 |
HIGH |
141.08 |
0.618 |
140.99 |
0.500 |
140.96 |
0.382 |
140.93 |
LOW |
140.84 |
0.618 |
140.69 |
1.000 |
140.60 |
1.618 |
140.45 |
2.618 |
140.21 |
4.250 |
139.82 |
|
|
Fisher Pivots for day following 25-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
141.03 |
141.00 |
PP |
140.99 |
140.94 |
S1 |
140.96 |
140.89 |
|