Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 21-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
141.31 |
140.77 |
-0.54 |
-0.4% |
141.08 |
High |
141.60 |
141.04 |
-0.56 |
-0.4% |
141.77 |
Low |
140.81 |
140.56 |
-0.25 |
-0.2% |
140.53 |
Close |
141.44 |
140.98 |
-0.46 |
-0.3% |
141.63 |
Range |
0.79 |
0.48 |
-0.31 |
-39.2% |
1.24 |
ATR |
0.60 |
0.62 |
0.02 |
3.4% |
0.00 |
Volume |
844,423 |
552,505 |
-291,918 |
-34.6% |
2,737,758 |
|
Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.30 |
142.12 |
141.24 |
|
R3 |
141.82 |
141.64 |
141.11 |
|
R2 |
141.34 |
141.34 |
141.07 |
|
R1 |
141.16 |
141.16 |
141.02 |
141.25 |
PP |
140.86 |
140.86 |
140.86 |
140.91 |
S1 |
140.68 |
140.68 |
140.94 |
140.77 |
S2 |
140.38 |
140.38 |
140.89 |
|
S3 |
139.90 |
140.20 |
140.85 |
|
S4 |
139.42 |
139.72 |
140.72 |
|
|
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 |
140.56 |
1.39 |
1.0% |
0.55 |
0.4% |
30% |
False |
True |
634,021 |
10 |
141.95 |
140.53 |
1.42 |
1.0% |
0.57 |
0.4% |
32% |
False |
False |
577,536 |
20 |
142.32 |
140.53 |
1.79 |
1.3% |
0.55 |
0.4% |
25% |
False |
False |
613,990 |
40 |
142.32 |
138.79 |
3.53 |
2.5% |
0.55 |
0.4% |
62% |
False |
False |
597,873 |
60 |
142.32 |
136.42 |
5.90 |
4.2% |
0.62 |
0.4% |
77% |
False |
False |
606,770 |
80 |
142.32 |
136.42 |
5.90 |
4.2% |
0.63 |
0.4% |
77% |
False |
False |
456,700 |
100 |
142.37 |
136.42 |
5.95 |
4.2% |
0.61 |
0.4% |
77% |
False |
False |
365,368 |
120 |
142.37 |
136.42 |
5.95 |
4.2% |
0.62 |
0.4% |
77% |
False |
False |
304,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.08 |
2.618 |
142.30 |
1.618 |
141.82 |
1.000 |
141.52 |
0.618 |
141.34 |
HIGH |
141.04 |
0.618 |
140.86 |
0.500 |
140.80 |
0.382 |
140.74 |
LOW |
140.56 |
0.618 |
140.26 |
1.000 |
140.08 |
1.618 |
139.78 |
2.618 |
139.30 |
4.250 |
138.52 |
|
|
Fisher Pivots for day following 21-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
140.92 |
141.24 |
PP |
140.86 |
141.15 |
S1 |
140.80 |
141.07 |
|