Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 13-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
140.96 |
140.70 |
-0.26 |
-0.2% |
141.85 |
High |
140.99 |
141.40 |
0.41 |
0.3% |
142.10 |
Low |
140.53 |
140.66 |
0.13 |
0.1% |
140.87 |
Close |
140.70 |
141.33 |
0.63 |
0.4% |
141.02 |
Range |
0.46 |
0.74 |
0.28 |
60.9% |
1.23 |
ATR |
0.61 |
0.62 |
0.01 |
1.6% |
0.00 |
Volume |
619,150 |
648,831 |
29,681 |
4.8% |
3,189,617 |
|
Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.35 |
143.08 |
141.74 |
|
R3 |
142.61 |
142.34 |
141.53 |
|
R2 |
141.87 |
141.87 |
141.47 |
|
R1 |
141.60 |
141.60 |
141.40 |
141.74 |
PP |
141.13 |
141.13 |
141.13 |
141.20 |
S1 |
140.86 |
140.86 |
141.26 |
141.00 |
S2 |
140.39 |
140.39 |
141.19 |
|
S3 |
139.65 |
140.12 |
141.13 |
|
S4 |
138.91 |
139.38 |
140.92 |
|
|
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% |
0.73 |
0.5% |
51% |
False |
False |
592,771 |
10 |
142.32 |
140.53 |
1.79 |
1.3% |
0.64 |
0.5% |
45% |
False |
False |
607,237 |
20 |
142.32 |
139.26 |
3.06 |
2.2% |
0.56 |
0.4% |
68% |
False |
False |
588,366 |
40 |
142.32 |
138.02 |
4.30 |
3.0% |
0.58 |
0.4% |
77% |
False |
False |
601,218 |
60 |
142.32 |
136.42 |
5.90 |
4.2% |
0.64 |
0.5% |
83% |
False |
False |
549,034 |
80 |
142.32 |
136.42 |
5.90 |
4.2% |
0.64 |
0.5% |
83% |
False |
False |
411,934 |
100 |
142.37 |
136.42 |
5.95 |
4.2% |
0.62 |
0.4% |
83% |
False |
False |
329,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.55 |
2.618 |
143.34 |
1.618 |
142.60 |
1.000 |
142.14 |
0.618 |
141.86 |
HIGH |
141.40 |
0.618 |
141.12 |
0.500 |
141.03 |
0.382 |
140.94 |
LOW |
140.66 |
0.618 |
140.20 |
1.000 |
139.92 |
1.618 |
139.46 |
2.618 |
138.72 |
4.250 |
137.52 |
|
|
Fisher Pivots for day following 13-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
141.23 |
141.21 |
PP |
141.13 |
141.09 |
S1 |
141.03 |
140.97 |
|