Euro Bund Future March 2014
| 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 |
141.35 |
140.47 |
-0.88 |
-0.6% |
141.05 |
| High |
141.35 |
140.60 |
-0.75 |
-0.5% |
142.06 |
| Low |
140.33 |
139.75 |
-0.58 |
-0.4% |
141.02 |
| Close |
140.46 |
139.89 |
-0.57 |
-0.4% |
141.89 |
| Range |
1.02 |
0.85 |
-0.17 |
-16.7% |
1.04 |
| ATR |
0.57 |
0.59 |
0.02 |
3.6% |
0.00 |
| Volume |
932,160 |
780,645 |
-151,515 |
-16.3% |
499,085 |
|
| Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.63 |
142.11 |
140.36 |
|
| R3 |
141.78 |
141.26 |
140.12 |
|
| R2 |
140.93 |
140.93 |
140.05 |
|
| R1 |
140.41 |
140.41 |
139.97 |
140.25 |
| PP |
140.08 |
140.08 |
140.08 |
140.00 |
| S1 |
139.56 |
139.56 |
139.81 |
139.40 |
| S2 |
139.23 |
139.23 |
139.73 |
|
| S3 |
138.38 |
138.71 |
139.66 |
|
| S4 |
137.53 |
137.86 |
139.42 |
|
|
| 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 |
139.75 |
2.31 |
1.7% |
0.66 |
0.5% |
6% |
False |
True |
675,222 |
| 10 |
142.06 |
139.75 |
2.31 |
1.7% |
0.57 |
0.4% |
6% |
False |
True |
359,157 |
| 20 |
142.07 |
139.75 |
2.32 |
1.7% |
0.55 |
0.4% |
6% |
False |
True |
180,667 |
| 40 |
142.25 |
138.70 |
3.55 |
2.5% |
0.48 |
0.3% |
34% |
False |
False |
90,810 |
| 60 |
142.25 |
137.40 |
4.85 |
3.5% |
0.46 |
0.3% |
51% |
False |
False |
60,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144.21 |
|
2.618 |
142.83 |
|
1.618 |
141.98 |
|
1.000 |
141.45 |
|
0.618 |
141.13 |
|
HIGH |
140.60 |
|
0.618 |
140.28 |
|
0.500 |
140.18 |
|
0.382 |
140.07 |
|
LOW |
139.75 |
|
0.618 |
139.22 |
|
1.000 |
138.90 |
|
1.618 |
138.37 |
|
2.618 |
137.52 |
|
4.250 |
136.14 |
|
|
| Fisher Pivots for day following 05-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
140.18 |
140.68 |
| PP |
140.08 |
140.41 |
| S1 |
139.99 |
140.15 |
|