Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 28-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2013 |
28-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
140.86 |
140.94 |
0.08 |
0.1% |
140.07 |
High |
141.08 |
141.23 |
0.15 |
0.1% |
141.22 |
Low |
140.84 |
140.92 |
0.08 |
0.1% |
139.78 |
Close |
141.06 |
141.15 |
0.09 |
0.1% |
141.06 |
Range |
0.24 |
0.31 |
0.07 |
29.2% |
1.44 |
ATR |
0.60 |
0.58 |
-0.02 |
-3.5% |
0.00 |
Volume |
420,872 |
557,566 |
136,694 |
32.5% |
2,529,295 |
|
Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.03 |
141.90 |
141.32 |
|
R3 |
141.72 |
141.59 |
141.24 |
|
R2 |
141.41 |
141.41 |
141.21 |
|
R1 |
141.28 |
141.28 |
141.18 |
141.35 |
PP |
141.10 |
141.10 |
141.10 |
141.13 |
S1 |
140.97 |
140.97 |
141.12 |
141.04 |
S2 |
140.79 |
140.79 |
141.09 |
|
S3 |
140.48 |
140.66 |
141.06 |
|
S4 |
140.17 |
140.35 |
140.98 |
|
|
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 |
141.23 |
139.78 |
1.45 |
1.0% |
0.46 |
0.3% |
94% |
True |
False |
541,848 |
10 |
141.23 |
138.79 |
2.44 |
1.7% |
0.48 |
0.3% |
97% |
True |
False |
539,334 |
20 |
141.23 |
138.79 |
2.44 |
1.7% |
0.50 |
0.4% |
97% |
True |
False |
561,287 |
40 |
141.23 |
136.42 |
4.81 |
3.4% |
0.63 |
0.4% |
98% |
True |
False |
618,289 |
60 |
141.23 |
136.42 |
4.81 |
3.4% |
0.63 |
0.4% |
98% |
True |
False |
420,577 |
80 |
142.37 |
136.42 |
5.95 |
4.2% |
0.61 |
0.4% |
79% |
False |
False |
315,442 |
100 |
142.37 |
136.42 |
5.95 |
4.2% |
0.62 |
0.4% |
79% |
False |
False |
252,367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142.55 |
2.618 |
142.04 |
1.618 |
141.73 |
1.000 |
141.54 |
0.618 |
141.42 |
HIGH |
141.23 |
0.618 |
141.11 |
0.500 |
141.08 |
0.382 |
141.04 |
LOW |
140.92 |
0.618 |
140.73 |
1.000 |
140.61 |
1.618 |
140.42 |
2.618 |
140.11 |
4.250 |
139.60 |
|
|
Fisher Pivots for day following 28-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
141.13 |
141.09 |
PP |
141.10 |
141.03 |
S1 |
141.08 |
140.97 |
|