Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 19-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
141.70 |
141.85 |
0.15 |
0.1% |
141.08 |
High |
141.95 |
141.91 |
-0.04 |
0.0% |
141.77 |
Low |
141.45 |
141.34 |
-0.11 |
-0.1% |
140.53 |
Close |
141.85 |
141.41 |
-0.44 |
-0.3% |
141.63 |
Range |
0.50 |
0.57 |
0.07 |
14.0% |
1.24 |
ATR |
0.58 |
0.58 |
0.00 |
-0.2% |
0.00 |
Volume |
552,376 |
826,652 |
274,276 |
49.7% |
2,737,758 |
|
Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.26 |
142.91 |
141.72 |
|
R3 |
142.69 |
142.34 |
141.57 |
|
R2 |
142.12 |
142.12 |
141.51 |
|
R1 |
141.77 |
141.77 |
141.46 |
141.66 |
PP |
141.55 |
141.55 |
141.55 |
141.50 |
S1 |
141.20 |
141.20 |
141.36 |
141.09 |
S2 |
140.98 |
140.98 |
141.31 |
|
S3 |
140.41 |
140.63 |
141.25 |
|
S4 |
139.84 |
140.06 |
141.10 |
|
|
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 |
140.66 |
1.29 |
0.9% |
0.52 |
0.4% |
58% |
False |
False |
566,706 |
10 |
142.10 |
140.53 |
1.57 |
1.1% |
0.59 |
0.4% |
56% |
False |
False |
595,309 |
20 |
142.32 |
140.53 |
1.79 |
1.3% |
0.53 |
0.4% |
49% |
False |
False |
599,807 |
40 |
142.32 |
138.79 |
3.53 |
2.5% |
0.54 |
0.4% |
74% |
False |
False |
592,966 |
60 |
142.32 |
136.42 |
5.90 |
4.2% |
0.63 |
0.4% |
85% |
False |
False |
585,204 |
80 |
142.32 |
136.42 |
5.90 |
4.2% |
0.63 |
0.4% |
85% |
False |
False |
439,240 |
100 |
142.37 |
136.42 |
5.95 |
4.2% |
0.61 |
0.4% |
84% |
False |
False |
351,399 |
120 |
142.37 |
136.42 |
5.95 |
4.2% |
0.61 |
0.4% |
84% |
False |
False |
292,844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.33 |
2.618 |
143.40 |
1.618 |
142.83 |
1.000 |
142.48 |
0.618 |
142.26 |
HIGH |
141.91 |
0.618 |
141.69 |
0.500 |
141.63 |
0.382 |
141.56 |
LOW |
141.34 |
0.618 |
140.99 |
1.000 |
140.77 |
1.618 |
140.42 |
2.618 |
139.85 |
4.250 |
138.92 |
|
|
Fisher Pivots for day following 19-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
141.63 |
141.65 |
PP |
141.55 |
141.57 |
S1 |
141.48 |
141.49 |
|