Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 11-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
141.92 |
141.08 |
-0.84 |
-0.6% |
141.85 |
High |
141.95 |
141.26 |
-0.69 |
-0.5% |
142.10 |
Low |
140.87 |
140.93 |
0.06 |
0.0% |
140.87 |
Close |
141.02 |
141.01 |
-0.01 |
0.0% |
141.02 |
Range |
1.08 |
0.33 |
-0.75 |
-69.4% |
1.23 |
ATR |
0.64 |
0.62 |
-0.02 |
-3.5% |
0.00 |
Volume |
261,650 |
664,105 |
402,455 |
153.8% |
3,189,617 |
|
Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.06 |
141.86 |
141.19 |
|
R3 |
141.73 |
141.53 |
141.10 |
|
R2 |
141.40 |
141.40 |
141.07 |
|
R1 |
141.20 |
141.20 |
141.04 |
141.14 |
PP |
141.07 |
141.07 |
141.07 |
141.03 |
S1 |
140.87 |
140.87 |
140.98 |
140.81 |
S2 |
140.74 |
140.74 |
140.95 |
|
S3 |
140.41 |
140.54 |
140.92 |
|
S4 |
140.08 |
140.21 |
140.83 |
|
|
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% |
0.74 |
0.5% |
11% |
False |
False |
625,252 |
10 |
142.32 |
140.87 |
1.45 |
1.0% |
0.62 |
0.4% |
10% |
False |
False |
645,175 |
20 |
142.32 |
138.79 |
3.53 |
2.5% |
0.55 |
0.4% |
63% |
False |
False |
592,254 |
40 |
142.32 |
137.59 |
4.73 |
3.4% |
0.60 |
0.4% |
72% |
False |
False |
607,658 |
60 |
142.32 |
136.42 |
5.90 |
4.2% |
0.63 |
0.4% |
78% |
False |
False |
527,959 |
80 |
142.32 |
136.42 |
5.90 |
4.2% |
0.64 |
0.5% |
78% |
False |
False |
396,085 |
100 |
142.37 |
136.42 |
5.95 |
4.2% |
0.62 |
0.4% |
77% |
False |
False |
316,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142.66 |
2.618 |
142.12 |
1.618 |
141.79 |
1.000 |
141.59 |
0.618 |
141.46 |
HIGH |
141.26 |
0.618 |
141.13 |
0.500 |
141.10 |
0.382 |
141.06 |
LOW |
140.93 |
0.618 |
140.73 |
1.000 |
140.60 |
1.618 |
140.40 |
2.618 |
140.07 |
4.250 |
139.53 |
|
|
Fisher Pivots for day following 11-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
141.10 |
141.49 |
PP |
141.07 |
141.33 |
S1 |
141.04 |
141.17 |
|