Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 22-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
140.77 |
141.00 |
0.23 |
0.2% |
141.70 |
High |
141.04 |
141.11 |
0.07 |
0.0% |
141.95 |
Low |
140.56 |
140.69 |
0.13 |
0.1% |
140.56 |
Close |
140.98 |
140.95 |
-0.03 |
0.0% |
140.95 |
Range |
0.48 |
0.42 |
-0.06 |
-12.5% |
1.39 |
ATR |
0.62 |
0.60 |
-0.01 |
-2.3% |
0.00 |
Volume |
552,505 |
446,295 |
-106,210 |
-19.2% |
3,222,251 |
|
Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.18 |
141.98 |
141.18 |
|
R3 |
141.76 |
141.56 |
141.07 |
|
R2 |
141.34 |
141.34 |
141.03 |
|
R1 |
141.14 |
141.14 |
140.99 |
141.03 |
PP |
140.92 |
140.92 |
140.92 |
140.86 |
S1 |
140.72 |
140.72 |
140.91 |
140.61 |
S2 |
140.50 |
140.50 |
140.87 |
|
S3 |
140.08 |
140.30 |
140.83 |
|
S4 |
139.66 |
139.88 |
140.72 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.32 |
144.53 |
141.71 |
|
R3 |
143.93 |
143.14 |
141.33 |
|
R2 |
142.54 |
142.54 |
141.20 |
|
R1 |
141.75 |
141.75 |
141.08 |
141.45 |
PP |
141.15 |
141.15 |
141.15 |
141.01 |
S1 |
140.36 |
140.36 |
140.82 |
140.06 |
S2 |
139.76 |
139.76 |
140.70 |
|
S3 |
138.37 |
138.97 |
140.57 |
|
S4 |
136.98 |
137.58 |
140.19 |
|
|
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% |
28% |
False |
False |
644,450 |
10 |
141.95 |
140.53 |
1.42 |
1.0% |
0.51 |
0.4% |
30% |
False |
False |
596,000 |
20 |
142.32 |
140.53 |
1.79 |
1.3% |
0.56 |
0.4% |
23% |
False |
False |
615,261 |
40 |
142.32 |
138.79 |
3.53 |
2.5% |
0.54 |
0.4% |
61% |
False |
False |
591,232 |
60 |
142.32 |
136.42 |
5.90 |
4.2% |
0.61 |
0.4% |
77% |
False |
False |
613,335 |
80 |
142.32 |
136.42 |
5.90 |
4.2% |
0.62 |
0.4% |
77% |
False |
False |
462,279 |
100 |
142.37 |
136.42 |
5.95 |
4.2% |
0.61 |
0.4% |
76% |
False |
False |
369,830 |
120 |
142.37 |
136.42 |
5.95 |
4.2% |
0.61 |
0.4% |
76% |
False |
False |
308,203 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142.90 |
2.618 |
142.21 |
1.618 |
141.79 |
1.000 |
141.53 |
0.618 |
141.37 |
HIGH |
141.11 |
0.618 |
140.95 |
0.500 |
140.90 |
0.382 |
140.85 |
LOW |
140.69 |
0.618 |
140.43 |
1.000 |
140.27 |
1.618 |
140.01 |
2.618 |
139.59 |
4.250 |
138.91 |
|
|
Fisher Pivots for day following 22-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
140.93 |
141.08 |
PP |
140.92 |
141.04 |
S1 |
140.90 |
140.99 |
|