Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 07-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
141.37 |
141.20 |
-0.17 |
-0.1% |
140.94 |
High |
141.44 |
142.10 |
0.66 |
0.5% |
142.32 |
Low |
141.06 |
141.05 |
-0.01 |
0.0% |
140.92 |
Close |
141.15 |
141.83 |
0.68 |
0.5% |
141.85 |
Range |
0.38 |
1.05 |
0.67 |
176.3% |
1.40 |
ATR |
0.57 |
0.61 |
0.03 |
6.0% |
0.00 |
Volume |
804,539 |
770,119 |
-34,420 |
-4.3% |
3,155,597 |
|
Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.81 |
144.37 |
142.41 |
|
R3 |
143.76 |
143.32 |
142.12 |
|
R2 |
142.71 |
142.71 |
142.02 |
|
R1 |
142.27 |
142.27 |
141.93 |
142.49 |
PP |
141.66 |
141.66 |
141.66 |
141.77 |
S1 |
141.22 |
141.22 |
141.73 |
141.44 |
S2 |
140.61 |
140.61 |
141.64 |
|
S3 |
139.56 |
140.17 |
141.54 |
|
S4 |
138.51 |
139.12 |
141.25 |
|
|
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 |
142.19 |
141.05 |
1.14 |
0.8% |
0.61 |
0.4% |
68% |
False |
True |
654,327 |
10 |
142.32 |
140.84 |
1.48 |
1.0% |
0.54 |
0.4% |
67% |
False |
False |
650,443 |
20 |
142.32 |
138.79 |
3.53 |
2.5% |
0.53 |
0.4% |
86% |
False |
False |
590,346 |
40 |
142.32 |
137.17 |
5.15 |
3.6% |
0.61 |
0.4% |
90% |
False |
False |
611,199 |
60 |
142.32 |
136.42 |
5.90 |
4.2% |
0.64 |
0.4% |
92% |
False |
False |
512,563 |
80 |
142.37 |
136.42 |
5.95 |
4.2% |
0.63 |
0.4% |
91% |
False |
False |
384,514 |
100 |
142.37 |
136.42 |
5.95 |
4.2% |
0.62 |
0.4% |
91% |
False |
False |
307,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.56 |
2.618 |
144.85 |
1.618 |
143.80 |
1.000 |
143.15 |
0.618 |
142.75 |
HIGH |
142.10 |
0.618 |
141.70 |
0.500 |
141.58 |
0.382 |
141.45 |
LOW |
141.05 |
0.618 |
140.40 |
1.000 |
140.00 |
1.618 |
139.35 |
2.618 |
138.30 |
4.250 |
136.59 |
|
|
Fisher Pivots for day following 07-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
141.75 |
141.75 |
PP |
141.66 |
141.66 |
S1 |
141.58 |
141.58 |
|