Euro Bund Future March 2014
| Trading Metrics calculated at close of trading on 09-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2013 |
09-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
139.59 |
140.12 |
0.53 |
0.4% |
141.73 |
| High |
140.15 |
140.24 |
0.09 |
0.1% |
141.83 |
| Low |
139.47 |
139.94 |
0.47 |
0.3% |
139.47 |
| Close |
140.11 |
140.09 |
-0.02 |
0.0% |
140.11 |
| Range |
0.68 |
0.30 |
-0.38 |
-55.9% |
2.36 |
| ATR |
0.59 |
0.57 |
-0.02 |
-3.5% |
0.00 |
| Volume |
351,886 |
451,735 |
99,849 |
28.4% |
3,443,538 |
|
| Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.99 |
140.84 |
140.26 |
|
| R3 |
140.69 |
140.54 |
140.17 |
|
| R2 |
140.39 |
140.39 |
140.15 |
|
| R1 |
140.24 |
140.24 |
140.12 |
140.17 |
| PP |
140.09 |
140.09 |
140.09 |
140.05 |
| S1 |
139.94 |
139.94 |
140.06 |
139.87 |
| S2 |
139.79 |
139.79 |
140.04 |
|
| S3 |
139.49 |
139.64 |
140.01 |
|
| S4 |
139.19 |
139.34 |
139.93 |
|
|
| 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 |
141.60 |
139.47 |
2.13 |
1.5% |
0.67 |
0.5% |
29% |
False |
False |
669,966 |
| 10 |
142.06 |
139.47 |
2.59 |
1.8% |
0.57 |
0.4% |
24% |
False |
False |
435,718 |
| 20 |
142.07 |
139.47 |
2.60 |
1.9% |
0.54 |
0.4% |
24% |
False |
False |
220,802 |
| 40 |
142.25 |
138.70 |
3.55 |
2.5% |
0.49 |
0.3% |
39% |
False |
False |
110,900 |
| 60 |
142.25 |
137.47 |
4.78 |
3.4% |
0.46 |
0.3% |
55% |
False |
False |
73,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141.52 |
|
2.618 |
141.03 |
|
1.618 |
140.73 |
|
1.000 |
140.54 |
|
0.618 |
140.43 |
|
HIGH |
140.24 |
|
0.618 |
140.13 |
|
0.500 |
140.09 |
|
0.382 |
140.05 |
|
LOW |
139.94 |
|
0.618 |
139.75 |
|
1.000 |
139.64 |
|
1.618 |
139.45 |
|
2.618 |
139.15 |
|
4.250 |
138.67 |
|
|
| Fisher Pivots for day following 09-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
140.09 |
140.07 |
| PP |
140.09 |
140.05 |
| S1 |
140.09 |
140.04 |
|