Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 05-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
141.23 |
140.39 |
-0.84 |
-0.6% |
140.86 |
High |
141.23 |
140.59 |
-0.64 |
-0.5% |
141.88 |
Low |
140.26 |
139.78 |
-0.48 |
-0.3% |
140.85 |
Close |
140.38 |
139.96 |
-0.42 |
-0.3% |
141.71 |
Range |
0.97 |
0.81 |
-0.16 |
-16.5% |
1.03 |
ATR |
0.59 |
0.61 |
0.02 |
2.6% |
0.00 |
Volume |
294,077 |
17,136 |
-276,941 |
-94.2% |
2,517,310 |
|
Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.54 |
142.06 |
140.41 |
|
R3 |
141.73 |
141.25 |
140.18 |
|
R2 |
140.92 |
140.92 |
140.11 |
|
R1 |
140.44 |
140.44 |
140.03 |
140.28 |
PP |
140.11 |
140.11 |
140.11 |
140.03 |
S1 |
139.63 |
139.63 |
139.89 |
139.47 |
S2 |
139.30 |
139.30 |
139.81 |
|
S3 |
138.49 |
138.82 |
139.74 |
|
S4 |
137.68 |
138.01 |
139.51 |
|
|
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 |
139.78 |
2.10 |
1.5% |
0.64 |
0.5% |
9% |
False |
True |
708,803 |
10 |
141.88 |
139.78 |
2.10 |
1.5% |
0.55 |
0.4% |
9% |
False |
True |
614,275 |
20 |
142.10 |
139.78 |
2.32 |
1.7% |
0.59 |
0.4% |
8% |
False |
True |
606,786 |
40 |
142.32 |
138.79 |
3.53 |
2.5% |
0.55 |
0.4% |
33% |
False |
False |
594,641 |
60 |
142.32 |
137.17 |
5.15 |
3.7% |
0.59 |
0.4% |
54% |
False |
False |
606,655 |
80 |
142.32 |
136.42 |
5.90 |
4.2% |
0.62 |
0.4% |
60% |
False |
False |
526,499 |
100 |
142.37 |
136.42 |
5.95 |
4.3% |
0.62 |
0.4% |
59% |
False |
False |
421,268 |
120 |
142.37 |
136.42 |
5.95 |
4.3% |
0.62 |
0.4% |
59% |
False |
False |
351,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
144.03 |
2.618 |
142.71 |
1.618 |
141.90 |
1.000 |
141.40 |
0.618 |
141.09 |
HIGH |
140.59 |
0.618 |
140.28 |
0.500 |
140.19 |
0.382 |
140.09 |
LOW |
139.78 |
0.618 |
139.28 |
1.000 |
138.97 |
1.618 |
138.47 |
2.618 |
137.66 |
4.250 |
136.34 |
|
|
Fisher Pivots for day following 05-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
140.19 |
140.60 |
PP |
140.11 |
140.39 |
S1 |
140.04 |
140.17 |
|