Euro Bund Future March 2014
Trading Metrics calculated at close of trading on 04-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2013 |
04-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
141.31 |
141.35 |
0.04 |
0.0% |
141.05 |
High |
141.60 |
141.35 |
-0.25 |
-0.2% |
142.06 |
Low |
141.12 |
140.33 |
-0.79 |
-0.6% |
141.02 |
Close |
141.43 |
140.46 |
-0.97 |
-0.7% |
141.89 |
Range |
0.48 |
1.02 |
0.54 |
112.5% |
1.04 |
ATR |
0.53 |
0.57 |
0.04 |
7.8% |
0.00 |
Volume |
833,405 |
932,160 |
98,755 |
11.8% |
499,085 |
|
Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.77 |
143.14 |
141.02 |
|
R3 |
142.75 |
142.12 |
140.74 |
|
R2 |
141.73 |
141.73 |
140.65 |
|
R1 |
141.10 |
141.10 |
140.55 |
140.91 |
PP |
140.71 |
140.71 |
140.71 |
140.62 |
S1 |
140.08 |
140.08 |
140.37 |
139.89 |
S2 |
139.69 |
139.69 |
140.27 |
|
S3 |
138.67 |
139.06 |
140.18 |
|
S4 |
137.65 |
138.04 |
139.90 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.78 |
144.37 |
142.46 |
|
R3 |
143.74 |
143.33 |
142.18 |
|
R2 |
142.70 |
142.70 |
142.08 |
|
R1 |
142.29 |
142.29 |
141.99 |
142.50 |
PP |
141.66 |
141.66 |
141.66 |
141.76 |
S1 |
141.25 |
141.25 |
141.79 |
141.46 |
S2 |
140.62 |
140.62 |
141.70 |
|
S3 |
139.58 |
140.21 |
141.60 |
|
S4 |
138.54 |
139.17 |
141.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
142.06 |
140.33 |
1.73 |
1.2% |
0.60 |
0.4% |
8% |
False |
True |
539,534 |
10 |
142.06 |
140.33 |
1.73 |
1.2% |
0.53 |
0.4% |
8% |
False |
True |
281,527 |
20 |
142.07 |
140.33 |
1.74 |
1.2% |
0.55 |
0.4% |
7% |
False |
True |
141,655 |
40 |
142.25 |
138.70 |
3.55 |
2.5% |
0.47 |
0.3% |
50% |
False |
False |
71,294 |
60 |
142.25 |
137.25 |
5.00 |
3.6% |
0.45 |
0.3% |
64% |
False |
False |
47,541 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.69 |
2.618 |
144.02 |
1.618 |
143.00 |
1.000 |
142.37 |
0.618 |
141.98 |
HIGH |
141.35 |
0.618 |
140.96 |
0.500 |
140.84 |
0.382 |
140.72 |
LOW |
140.33 |
0.618 |
139.70 |
1.000 |
139.31 |
1.618 |
138.68 |
2.618 |
137.66 |
4.250 |
136.00 |
|
|
Fisher Pivots for day following 04-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
140.84 |
141.08 |
PP |
140.71 |
140.87 |
S1 |
140.59 |
140.67 |
|