Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 12-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
141.08 |
140.96 |
-0.12 |
-0.1% |
141.85 |
High |
141.26 |
140.99 |
-0.27 |
-0.2% |
142.10 |
Low |
140.93 |
140.53 |
-0.40 |
-0.3% |
140.87 |
Close |
141.01 |
140.70 |
-0.31 |
-0.2% |
141.02 |
Range |
0.33 |
0.46 |
0.13 |
39.4% |
1.23 |
ATR |
0.62 |
0.61 |
-0.01 |
-1.6% |
0.00 |
Volume |
664,105 |
619,150 |
-44,955 |
-6.8% |
3,189,617 |
|
Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.12 |
141.87 |
140.95 |
|
R3 |
141.66 |
141.41 |
140.83 |
|
R2 |
141.20 |
141.20 |
140.78 |
|
R1 |
140.95 |
140.95 |
140.74 |
140.85 |
PP |
140.74 |
140.74 |
140.74 |
140.69 |
S1 |
140.49 |
140.49 |
140.66 |
140.39 |
S2 |
140.28 |
140.28 |
140.62 |
|
S3 |
139.82 |
140.03 |
140.57 |
|
S4 |
139.36 |
139.57 |
140.45 |
|
|
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 |
140.53 |
1.57 |
1.1% |
0.66 |
0.5% |
11% |
False |
True |
623,912 |
10 |
142.32 |
140.53 |
1.79 |
1.3% |
0.62 |
0.4% |
9% |
False |
True |
640,830 |
20 |
142.32 |
138.79 |
3.53 |
2.5% |
0.55 |
0.4% |
54% |
False |
False |
590,746 |
40 |
142.32 |
137.59 |
4.73 |
3.4% |
0.60 |
0.4% |
66% |
False |
False |
606,898 |
60 |
142.32 |
136.42 |
5.90 |
4.2% |
0.63 |
0.5% |
73% |
False |
False |
538,256 |
80 |
142.32 |
136.42 |
5.90 |
4.2% |
0.64 |
0.5% |
73% |
False |
False |
403,824 |
100 |
142.37 |
136.42 |
5.95 |
4.2% |
0.62 |
0.4% |
72% |
False |
False |
323,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142.95 |
2.618 |
142.19 |
1.618 |
141.73 |
1.000 |
141.45 |
0.618 |
141.27 |
HIGH |
140.99 |
0.618 |
140.81 |
0.500 |
140.76 |
0.382 |
140.71 |
LOW |
140.53 |
0.618 |
140.25 |
1.000 |
140.07 |
1.618 |
139.79 |
2.618 |
139.33 |
4.250 |
138.58 |
|
|
Fisher Pivots for day following 12-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
140.76 |
141.24 |
PP |
140.74 |
141.06 |
S1 |
140.72 |
140.88 |
|