Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 15-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
141.49 |
141.67 |
0.18 |
0.1% |
141.08 |
High |
141.77 |
141.74 |
-0.03 |
0.0% |
141.77 |
Low |
141.39 |
141.35 |
-0.04 |
0.0% |
140.53 |
Close |
141.70 |
141.63 |
-0.07 |
0.0% |
141.63 |
Range |
0.38 |
0.39 |
0.01 |
2.6% |
1.24 |
ATR |
0.60 |
0.59 |
-0.02 |
-2.5% |
0.00 |
Volume |
411,521 |
394,151 |
-17,370 |
-4.2% |
2,737,758 |
|
Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.74 |
142.58 |
141.84 |
|
R3 |
142.35 |
142.19 |
141.74 |
|
R2 |
141.96 |
141.96 |
141.70 |
|
R1 |
141.80 |
141.80 |
141.67 |
141.69 |
PP |
141.57 |
141.57 |
141.57 |
141.52 |
S1 |
141.41 |
141.41 |
141.59 |
141.30 |
S2 |
141.18 |
141.18 |
141.56 |
|
S3 |
140.79 |
141.02 |
141.52 |
|
S4 |
140.40 |
140.63 |
141.42 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.03 |
144.57 |
142.31 |
|
R3 |
143.79 |
143.33 |
141.97 |
|
R2 |
142.55 |
142.55 |
141.86 |
|
R1 |
142.09 |
142.09 |
141.74 |
142.32 |
PP |
141.31 |
141.31 |
141.31 |
141.43 |
S1 |
140.85 |
140.85 |
141.52 |
141.08 |
S2 |
140.07 |
140.07 |
141.40 |
|
S3 |
138.83 |
139.61 |
141.29 |
|
S4 |
137.59 |
138.37 |
140.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
141.77 |
140.53 |
1.24 |
0.9% |
0.46 |
0.3% |
89% |
False |
False |
547,551 |
10 |
142.10 |
140.53 |
1.57 |
1.1% |
0.59 |
0.4% |
70% |
False |
False |
592,737 |
20 |
142.32 |
139.78 |
2.54 |
1.8% |
0.54 |
0.4% |
73% |
False |
False |
580,613 |
40 |
142.32 |
138.02 |
4.30 |
3.0% |
0.56 |
0.4% |
84% |
False |
False |
592,222 |
60 |
142.32 |
136.42 |
5.90 |
4.2% |
0.63 |
0.4% |
88% |
False |
False |
562,352 |
80 |
142.32 |
136.42 |
5.90 |
4.2% |
0.63 |
0.4% |
88% |
False |
False |
422,002 |
100 |
142.37 |
136.42 |
5.95 |
4.2% |
0.61 |
0.4% |
88% |
False |
False |
337,611 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.40 |
2.618 |
142.76 |
1.618 |
142.37 |
1.000 |
142.13 |
0.618 |
141.98 |
HIGH |
141.74 |
0.618 |
141.59 |
0.500 |
141.55 |
0.382 |
141.50 |
LOW |
141.35 |
0.618 |
141.11 |
1.000 |
140.96 |
1.618 |
140.72 |
2.618 |
140.33 |
4.250 |
139.69 |
|
|
Fisher Pivots for day following 15-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
141.60 |
141.49 |
PP |
141.57 |
141.35 |
S1 |
141.55 |
141.22 |
|