Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 01-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2013 |
01-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
141.57 |
142.06 |
0.49 |
0.3% |
140.94 |
High |
142.32 |
142.19 |
-0.13 |
-0.1% |
142.32 |
Low |
141.53 |
141.69 |
0.16 |
0.1% |
140.92 |
Close |
142.00 |
141.85 |
-0.15 |
-0.1% |
141.85 |
Range |
0.79 |
0.50 |
-0.29 |
-36.7% |
1.40 |
ATR |
0.60 |
0.59 |
-0.01 |
-1.2% |
0.00 |
Volume |
606,997 |
343,670 |
-263,327 |
-43.4% |
3,155,597 |
|
Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.41 |
143.13 |
142.13 |
|
R3 |
142.91 |
142.63 |
141.99 |
|
R2 |
142.41 |
142.41 |
141.94 |
|
R1 |
142.13 |
142.13 |
141.90 |
142.02 |
PP |
141.91 |
141.91 |
141.91 |
141.86 |
S1 |
141.63 |
141.63 |
141.80 |
141.52 |
S2 |
141.41 |
141.41 |
141.76 |
|
S3 |
140.91 |
141.13 |
141.71 |
|
S4 |
140.41 |
140.63 |
141.58 |
|
|
Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.90 |
145.27 |
142.62 |
|
R3 |
144.50 |
143.87 |
142.24 |
|
R2 |
143.10 |
143.10 |
142.11 |
|
R1 |
142.47 |
142.47 |
141.98 |
142.79 |
PP |
141.70 |
141.70 |
141.70 |
141.85 |
S1 |
141.07 |
141.07 |
141.72 |
141.39 |
S2 |
140.30 |
140.30 |
141.59 |
|
S3 |
138.90 |
139.67 |
141.47 |
|
S4 |
137.50 |
138.27 |
141.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
142.32 |
140.92 |
1.40 |
1.0% |
0.52 |
0.4% |
66% |
False |
False |
631,119 |
10 |
142.32 |
139.78 |
2.54 |
1.8% |
0.49 |
0.3% |
81% |
False |
False |
568,489 |
20 |
142.32 |
138.79 |
3.53 |
2.5% |
0.50 |
0.4% |
87% |
False |
False |
573,156 |
40 |
142.32 |
136.60 |
5.72 |
4.0% |
0.60 |
0.4% |
92% |
False |
False |
603,032 |
60 |
142.32 |
136.42 |
5.90 |
4.2% |
0.64 |
0.4% |
92% |
False |
False |
463,811 |
80 |
142.37 |
136.42 |
5.95 |
4.2% |
0.62 |
0.4% |
91% |
False |
False |
347,917 |
100 |
142.37 |
136.42 |
5.95 |
4.2% |
0.62 |
0.4% |
91% |
False |
False |
278,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.32 |
2.618 |
143.50 |
1.618 |
143.00 |
1.000 |
142.69 |
0.618 |
142.50 |
HIGH |
142.19 |
0.618 |
142.00 |
0.500 |
141.94 |
0.382 |
141.88 |
LOW |
141.69 |
0.618 |
141.38 |
1.000 |
141.19 |
1.618 |
140.88 |
2.618 |
140.38 |
4.250 |
139.57 |
|
|
Fisher Pivots for day following 01-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
141.94 |
141.87 |
PP |
141.91 |
141.86 |
S1 |
141.88 |
141.86 |
|