Euro Bund Future March 2014
Trading Metrics calculated at close of trading on 06-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2013 |
06-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
140.47 |
139.59 |
-0.88 |
-0.6% |
141.73 |
High |
140.60 |
140.15 |
-0.45 |
-0.3% |
141.83 |
Low |
139.75 |
139.47 |
-0.28 |
-0.2% |
139.47 |
Close |
139.89 |
140.11 |
0.22 |
0.2% |
140.11 |
Range |
0.85 |
0.68 |
-0.17 |
-20.0% |
2.36 |
ATR |
0.59 |
0.59 |
0.01 |
1.1% |
0.00 |
Volume |
780,645 |
351,886 |
-428,759 |
-54.9% |
3,443,538 |
|
Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.95 |
141.71 |
140.48 |
|
R3 |
141.27 |
141.03 |
140.30 |
|
R2 |
140.59 |
140.59 |
140.23 |
|
R1 |
140.35 |
140.35 |
140.17 |
140.47 |
PP |
139.91 |
139.91 |
139.91 |
139.97 |
S1 |
139.67 |
139.67 |
140.05 |
139.79 |
S2 |
139.23 |
139.23 |
139.99 |
|
S3 |
138.55 |
138.99 |
139.92 |
|
S4 |
137.87 |
138.31 |
139.74 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.55 |
146.19 |
141.41 |
|
R3 |
145.19 |
143.83 |
140.76 |
|
R2 |
142.83 |
142.83 |
140.54 |
|
R1 |
141.47 |
141.47 |
140.33 |
140.97 |
PP |
140.47 |
140.47 |
140.47 |
140.22 |
S1 |
139.11 |
139.11 |
139.89 |
138.61 |
S2 |
138.11 |
138.11 |
139.68 |
|
S3 |
135.75 |
136.75 |
139.46 |
|
S4 |
133.39 |
134.39 |
138.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
141.83 |
139.47 |
2.36 |
1.7% |
0.72 |
0.5% |
27% |
False |
True |
688,707 |
10 |
142.06 |
139.47 |
2.59 |
1.8% |
0.60 |
0.4% |
25% |
False |
True |
394,262 |
20 |
142.07 |
139.47 |
2.60 |
1.9% |
0.54 |
0.4% |
25% |
False |
True |
198,240 |
40 |
142.25 |
138.70 |
3.55 |
2.5% |
0.49 |
0.4% |
40% |
False |
False |
99,607 |
60 |
142.25 |
137.47 |
4.78 |
3.4% |
0.46 |
0.3% |
55% |
False |
False |
66,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.04 |
2.618 |
141.93 |
1.618 |
141.25 |
1.000 |
140.83 |
0.618 |
140.57 |
HIGH |
140.15 |
0.618 |
139.89 |
0.500 |
139.81 |
0.382 |
139.73 |
LOW |
139.47 |
0.618 |
139.05 |
1.000 |
138.79 |
1.618 |
138.37 |
2.618 |
137.69 |
4.250 |
136.58 |
|
|
Fisher Pivots for day following 06-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
140.01 |
140.41 |
PP |
139.91 |
140.31 |
S1 |
139.81 |
140.21 |
|