Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 05-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2013 |
05-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
141.85 |
141.88 |
0.03 |
0.0% |
140.94 |
High |
142.08 |
141.97 |
-0.11 |
-0.1% |
142.32 |
Low |
141.83 |
141.11 |
-0.72 |
-0.5% |
140.92 |
Close |
141.89 |
141.16 |
-0.73 |
-0.5% |
141.85 |
Range |
0.25 |
0.86 |
0.61 |
244.0% |
1.40 |
ATR |
0.57 |
0.59 |
0.02 |
3.7% |
0.00 |
Volume |
727,459 |
625,850 |
-101,609 |
-14.0% |
3,155,597 |
|
Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.99 |
143.44 |
141.63 |
|
R3 |
143.13 |
142.58 |
141.40 |
|
R2 |
142.27 |
142.27 |
141.32 |
|
R1 |
141.72 |
141.72 |
141.24 |
141.57 |
PP |
141.41 |
141.41 |
141.41 |
141.34 |
S1 |
140.86 |
140.86 |
141.08 |
140.71 |
S2 |
140.55 |
140.55 |
141.00 |
|
S3 |
139.69 |
140.00 |
140.92 |
|
S4 |
138.83 |
139.14 |
140.69 |
|
|
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 |
141.11 |
1.21 |
0.9% |
0.58 |
0.4% |
4% |
False |
True |
657,748 |
10 |
142.32 |
140.55 |
1.77 |
1.3% |
0.48 |
0.3% |
34% |
False |
False |
604,305 |
20 |
142.32 |
138.79 |
3.53 |
2.5% |
0.52 |
0.4% |
67% |
False |
False |
580,660 |
40 |
142.32 |
136.71 |
5.61 |
4.0% |
0.60 |
0.4% |
79% |
False |
False |
603,067 |
60 |
142.32 |
136.42 |
5.90 |
4.2% |
0.64 |
0.5% |
80% |
False |
False |
486,331 |
80 |
142.37 |
136.42 |
5.95 |
4.2% |
0.62 |
0.4% |
80% |
False |
False |
364,832 |
100 |
142.37 |
136.42 |
5.95 |
4.2% |
0.62 |
0.4% |
80% |
False |
False |
291,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.63 |
2.618 |
144.22 |
1.618 |
143.36 |
1.000 |
142.83 |
0.618 |
142.50 |
HIGH |
141.97 |
0.618 |
141.64 |
0.500 |
141.54 |
0.382 |
141.44 |
LOW |
141.11 |
0.618 |
140.58 |
1.000 |
140.25 |
1.618 |
139.72 |
2.618 |
138.86 |
4.250 |
137.46 |
|
|
Fisher Pivots for day following 05-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
141.54 |
141.65 |
PP |
141.41 |
141.49 |
S1 |
141.29 |
141.32 |
|