Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 18-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
141.67 |
141.70 |
0.03 |
0.0% |
141.08 |
High |
141.74 |
141.95 |
0.21 |
0.1% |
141.77 |
Low |
141.35 |
141.45 |
0.10 |
0.1% |
140.53 |
Close |
141.63 |
141.85 |
0.22 |
0.2% |
141.63 |
Range |
0.39 |
0.50 |
0.11 |
28.2% |
1.24 |
ATR |
0.59 |
0.58 |
-0.01 |
-1.1% |
0.00 |
Volume |
394,151 |
552,376 |
158,225 |
40.1% |
2,737,758 |
|
Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.25 |
143.05 |
142.13 |
|
R3 |
142.75 |
142.55 |
141.99 |
|
R2 |
142.25 |
142.25 |
141.94 |
|
R1 |
142.05 |
142.05 |
141.90 |
142.15 |
PP |
141.75 |
141.75 |
141.75 |
141.80 |
S1 |
141.55 |
141.55 |
141.80 |
141.65 |
S2 |
141.25 |
141.25 |
141.76 |
|
S3 |
140.75 |
141.05 |
141.71 |
|
S4 |
140.25 |
140.55 |
141.58 |
|
|
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 |
141.95 |
140.53 |
1.42 |
1.0% |
0.49 |
0.3% |
93% |
True |
False |
525,205 |
10 |
142.10 |
140.53 |
1.57 |
1.1% |
0.62 |
0.4% |
84% |
False |
False |
575,229 |
20 |
142.32 |
139.78 |
2.54 |
1.8% |
0.55 |
0.4% |
81% |
False |
False |
589,351 |
40 |
142.32 |
138.70 |
3.62 |
2.6% |
0.55 |
0.4% |
87% |
False |
False |
586,903 |
60 |
142.32 |
136.42 |
5.90 |
4.2% |
0.63 |
0.4% |
92% |
False |
False |
571,477 |
80 |
142.32 |
136.42 |
5.90 |
4.2% |
0.63 |
0.4% |
92% |
False |
False |
428,907 |
100 |
142.37 |
136.42 |
5.95 |
4.2% |
0.61 |
0.4% |
91% |
False |
False |
343,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.08 |
2.618 |
143.26 |
1.618 |
142.76 |
1.000 |
142.45 |
0.618 |
142.26 |
HIGH |
141.95 |
0.618 |
141.76 |
0.500 |
141.70 |
0.382 |
141.64 |
LOW |
141.45 |
0.618 |
141.14 |
1.000 |
140.95 |
1.618 |
140.64 |
2.618 |
140.14 |
4.250 |
139.33 |
|
|
Fisher Pivots for day following 18-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
141.80 |
141.78 |
PP |
141.75 |
141.72 |
S1 |
141.70 |
141.65 |
|