Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 04-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2013 |
04-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
142.06 |
141.85 |
-0.21 |
-0.1% |
140.94 |
High |
142.19 |
142.08 |
-0.11 |
-0.1% |
142.32 |
Low |
141.69 |
141.83 |
0.14 |
0.1% |
140.92 |
Close |
141.85 |
141.89 |
0.04 |
0.0% |
141.85 |
Range |
0.50 |
0.25 |
-0.25 |
-50.0% |
1.40 |
ATR |
0.59 |
0.57 |
-0.02 |
-4.1% |
0.00 |
Volume |
343,670 |
727,459 |
383,789 |
111.7% |
3,155,597 |
|
Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.68 |
142.54 |
142.03 |
|
R3 |
142.43 |
142.29 |
141.96 |
|
R2 |
142.18 |
142.18 |
141.94 |
|
R1 |
142.04 |
142.04 |
141.91 |
142.11 |
PP |
141.93 |
141.93 |
141.93 |
141.97 |
S1 |
141.79 |
141.79 |
141.87 |
141.86 |
S2 |
141.68 |
141.68 |
141.84 |
|
S3 |
141.43 |
141.54 |
141.82 |
|
S4 |
141.18 |
141.29 |
141.75 |
|
|
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 |
140.94 |
1.38 |
1.0% |
0.51 |
0.4% |
69% |
False |
False |
665,098 |
10 |
142.32 |
139.78 |
2.54 |
1.8% |
0.48 |
0.3% |
83% |
False |
False |
603,473 |
20 |
142.32 |
138.79 |
3.53 |
2.5% |
0.49 |
0.3% |
88% |
False |
False |
581,845 |
40 |
142.32 |
136.60 |
5.72 |
4.0% |
0.60 |
0.4% |
92% |
False |
False |
603,199 |
60 |
142.32 |
136.42 |
5.90 |
4.2% |
0.63 |
0.4% |
93% |
False |
False |
475,918 |
80 |
142.37 |
136.42 |
5.95 |
4.2% |
0.61 |
0.4% |
92% |
False |
False |
357,009 |
100 |
142.37 |
136.42 |
5.95 |
4.2% |
0.62 |
0.4% |
92% |
False |
False |
285,620 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.14 |
2.618 |
142.73 |
1.618 |
142.48 |
1.000 |
142.33 |
0.618 |
142.23 |
HIGH |
142.08 |
0.618 |
141.98 |
0.500 |
141.96 |
0.382 |
141.93 |
LOW |
141.83 |
0.618 |
141.68 |
1.000 |
141.58 |
1.618 |
141.43 |
2.618 |
141.18 |
4.250 |
140.77 |
|
|
Fisher Pivots for day following 04-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
141.96 |
141.93 |
PP |
141.93 |
141.91 |
S1 |
141.91 |
141.90 |
|