Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 02-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
141.69 |
141.57 |
-0.12 |
-0.1% |
140.86 |
High |
141.88 |
141.64 |
-0.24 |
-0.2% |
141.88 |
Low |
141.52 |
141.05 |
-0.47 |
-0.3% |
140.85 |
Close |
141.71 |
141.12 |
-0.59 |
-0.4% |
141.71 |
Range |
0.36 |
0.59 |
0.23 |
63.9% |
1.03 |
ATR |
0.56 |
0.57 |
0.01 |
1.3% |
0.00 |
Volume |
917,376 |
1,029,337 |
111,961 |
12.2% |
2,517,310 |
|
Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.04 |
142.67 |
141.44 |
|
R3 |
142.45 |
142.08 |
141.28 |
|
R2 |
141.86 |
141.86 |
141.23 |
|
R1 |
141.49 |
141.49 |
141.17 |
141.38 |
PP |
141.27 |
141.27 |
141.27 |
141.22 |
S1 |
140.90 |
140.90 |
141.07 |
140.79 |
S2 |
140.68 |
140.68 |
141.01 |
|
S3 |
140.09 |
140.31 |
140.96 |
|
S4 |
139.50 |
139.72 |
140.80 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.57 |
144.17 |
142.28 |
|
R3 |
143.54 |
143.14 |
141.99 |
|
R2 |
142.51 |
142.51 |
141.90 |
|
R1 |
142.11 |
142.11 |
141.80 |
142.31 |
PP |
141.48 |
141.48 |
141.48 |
141.58 |
S1 |
141.08 |
141.08 |
141.62 |
141.28 |
S2 |
140.45 |
140.45 |
141.52 |
|
S3 |
139.42 |
140.05 |
141.43 |
|
S4 |
138.39 |
139.02 |
141.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
141.88 |
140.85 |
1.03 |
0.7% |
0.47 |
0.3% |
26% |
False |
False |
709,329 |
10 |
141.95 |
140.56 |
1.39 |
1.0% |
0.51 |
0.4% |
40% |
False |
False |
676,889 |
20 |
142.10 |
140.53 |
1.57 |
1.1% |
0.55 |
0.4% |
38% |
False |
False |
634,813 |
40 |
142.32 |
138.79 |
3.53 |
2.5% |
0.53 |
0.4% |
66% |
False |
False |
603,984 |
60 |
142.32 |
136.60 |
5.72 |
4.1% |
0.58 |
0.4% |
79% |
False |
False |
613,626 |
80 |
142.32 |
136.42 |
5.90 |
4.2% |
0.62 |
0.4% |
80% |
False |
False |
506,562 |
100 |
142.37 |
136.42 |
5.95 |
4.2% |
0.61 |
0.4% |
79% |
False |
False |
405,296 |
120 |
142.37 |
136.42 |
5.95 |
4.2% |
0.61 |
0.4% |
79% |
False |
False |
337,757 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.15 |
2.618 |
143.18 |
1.618 |
142.59 |
1.000 |
142.23 |
0.618 |
142.00 |
HIGH |
141.64 |
0.618 |
141.41 |
0.500 |
141.35 |
0.382 |
141.28 |
LOW |
141.05 |
0.618 |
140.69 |
1.000 |
140.46 |
1.618 |
140.10 |
2.618 |
139.51 |
4.250 |
138.54 |
|
|
Fisher Pivots for day following 02-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
141.35 |
141.47 |
PP |
141.27 |
141.35 |
S1 |
141.20 |
141.24 |
|