Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 08-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
141.20 |
141.92 |
0.72 |
0.5% |
141.85 |
High |
142.10 |
141.95 |
-0.15 |
-0.1% |
142.10 |
Low |
141.05 |
140.87 |
-0.18 |
-0.1% |
140.87 |
Close |
141.83 |
141.02 |
-0.81 |
-0.6% |
141.02 |
Range |
1.05 |
1.08 |
0.03 |
2.9% |
1.23 |
ATR |
0.61 |
0.64 |
0.03 |
5.6% |
0.00 |
Volume |
770,119 |
261,650 |
-508,469 |
-66.0% |
3,189,617 |
|
Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.52 |
143.85 |
141.61 |
|
R3 |
143.44 |
142.77 |
141.32 |
|
R2 |
142.36 |
142.36 |
141.22 |
|
R1 |
141.69 |
141.69 |
141.12 |
141.49 |
PP |
141.28 |
141.28 |
141.28 |
141.18 |
S1 |
140.61 |
140.61 |
140.92 |
140.41 |
S2 |
140.20 |
140.20 |
140.82 |
|
S3 |
139.12 |
139.53 |
140.72 |
|
S4 |
138.04 |
138.45 |
140.43 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.02 |
144.25 |
141.70 |
|
R3 |
143.79 |
143.02 |
141.36 |
|
R2 |
142.56 |
142.56 |
141.25 |
|
R1 |
141.79 |
141.79 |
141.13 |
141.56 |
PP |
141.33 |
141.33 |
141.33 |
141.22 |
S1 |
140.56 |
140.56 |
140.91 |
140.33 |
S2 |
140.10 |
140.10 |
140.79 |
|
S3 |
138.87 |
139.33 |
140.68 |
|
S4 |
137.64 |
138.10 |
140.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
142.10 |
140.87 |
1.23 |
0.9% |
0.72 |
0.5% |
12% |
False |
True |
637,923 |
10 |
142.32 |
140.87 |
1.45 |
1.0% |
0.62 |
0.4% |
10% |
False |
True |
634,521 |
20 |
142.32 |
138.79 |
3.53 |
2.5% |
0.57 |
0.4% |
63% |
False |
False |
591,637 |
40 |
142.32 |
137.59 |
4.73 |
3.4% |
0.61 |
0.4% |
73% |
False |
False |
603,910 |
60 |
142.32 |
136.42 |
5.90 |
4.2% |
0.64 |
0.5% |
78% |
False |
False |
516,903 |
80 |
142.37 |
136.42 |
5.95 |
4.2% |
0.64 |
0.5% |
77% |
False |
False |
387,784 |
100 |
142.37 |
136.42 |
5.95 |
4.2% |
0.63 |
0.4% |
77% |
False |
False |
310,238 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.54 |
2.618 |
144.78 |
1.618 |
143.70 |
1.000 |
143.03 |
0.618 |
142.62 |
HIGH |
141.95 |
0.618 |
141.54 |
0.500 |
141.41 |
0.382 |
141.28 |
LOW |
140.87 |
0.618 |
140.20 |
1.000 |
139.79 |
1.618 |
139.12 |
2.618 |
138.04 |
4.250 |
136.28 |
|
|
Fisher Pivots for day following 08-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
141.41 |
141.49 |
PP |
141.28 |
141.33 |
S1 |
141.15 |
141.18 |
|