Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 20-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
141.85 |
141.31 |
-0.54 |
-0.4% |
141.08 |
High |
141.91 |
141.60 |
-0.31 |
-0.2% |
141.77 |
Low |
141.34 |
140.81 |
-0.53 |
-0.4% |
140.53 |
Close |
141.41 |
141.44 |
0.03 |
0.0% |
141.63 |
Range |
0.57 |
0.79 |
0.22 |
38.6% |
1.24 |
ATR |
0.58 |
0.60 |
0.01 |
2.6% |
0.00 |
Volume |
826,652 |
844,423 |
17,771 |
2.1% |
2,737,758 |
|
Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.65 |
143.34 |
141.87 |
|
R3 |
142.86 |
142.55 |
141.66 |
|
R2 |
142.07 |
142.07 |
141.58 |
|
R1 |
141.76 |
141.76 |
141.51 |
141.92 |
PP |
141.28 |
141.28 |
141.28 |
141.36 |
S1 |
140.97 |
140.97 |
141.37 |
141.13 |
S2 |
140.49 |
140.49 |
141.30 |
|
S3 |
139.70 |
140.18 |
141.22 |
|
S4 |
138.91 |
139.39 |
141.01 |
|
|
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 |
140.81 |
1.14 |
0.8% |
0.53 |
0.4% |
55% |
False |
True |
605,824 |
10 |
142.10 |
140.53 |
1.57 |
1.1% |
0.63 |
0.4% |
58% |
False |
False |
599,297 |
20 |
142.32 |
140.53 |
1.79 |
1.3% |
0.56 |
0.4% |
51% |
False |
False |
610,173 |
40 |
142.32 |
138.79 |
3.53 |
2.5% |
0.55 |
0.4% |
75% |
False |
False |
598,683 |
60 |
142.32 |
136.42 |
5.90 |
4.2% |
0.62 |
0.4% |
85% |
False |
False |
598,806 |
80 |
142.32 |
136.42 |
5.90 |
4.2% |
0.64 |
0.4% |
85% |
False |
False |
449,795 |
100 |
142.37 |
136.42 |
5.95 |
4.2% |
0.61 |
0.4% |
84% |
False |
False |
359,843 |
120 |
142.37 |
136.42 |
5.95 |
4.2% |
0.62 |
0.4% |
84% |
False |
False |
299,880 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.96 |
2.618 |
143.67 |
1.618 |
142.88 |
1.000 |
142.39 |
0.618 |
142.09 |
HIGH |
141.60 |
0.618 |
141.30 |
0.500 |
141.21 |
0.382 |
141.11 |
LOW |
140.81 |
0.618 |
140.32 |
1.000 |
140.02 |
1.618 |
139.53 |
2.618 |
138.74 |
4.250 |
137.45 |
|
|
Fisher Pivots for day following 20-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
141.36 |
141.42 |
PP |
141.28 |
141.40 |
S1 |
141.21 |
141.38 |
|