Euro Bund Future March 2014
Trading Metrics calculated at close of trading on 10-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
140.12 |
140.08 |
-0.04 |
0.0% |
141.73 |
High |
140.24 |
140.40 |
0.16 |
0.1% |
141.83 |
Low |
139.94 |
140.03 |
0.09 |
0.1% |
139.47 |
Close |
140.09 |
140.17 |
0.08 |
0.1% |
140.11 |
Range |
0.30 |
0.37 |
0.07 |
23.3% |
2.36 |
ATR |
0.57 |
0.56 |
-0.01 |
-2.5% |
0.00 |
Volume |
451,735 |
393,828 |
-57,907 |
-12.8% |
3,443,538 |
|
Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.31 |
141.11 |
140.37 |
|
R3 |
140.94 |
140.74 |
140.27 |
|
R2 |
140.57 |
140.57 |
140.24 |
|
R1 |
140.37 |
140.37 |
140.20 |
140.47 |
PP |
140.20 |
140.20 |
140.20 |
140.25 |
S1 |
140.00 |
140.00 |
140.14 |
140.10 |
S2 |
139.83 |
139.83 |
140.10 |
|
S3 |
139.46 |
139.63 |
140.07 |
|
S4 |
139.09 |
139.26 |
139.97 |
|
|
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 |
141.35 |
139.47 |
1.88 |
1.3% |
0.64 |
0.5% |
37% |
False |
False |
582,050 |
10 |
142.06 |
139.47 |
2.59 |
1.8% |
0.56 |
0.4% |
27% |
False |
False |
471,913 |
20 |
142.07 |
139.47 |
2.60 |
1.9% |
0.54 |
0.4% |
27% |
False |
False |
240,365 |
40 |
142.25 |
138.70 |
3.55 |
2.5% |
0.49 |
0.4% |
41% |
False |
False |
120,745 |
60 |
142.25 |
137.47 |
4.78 |
3.4% |
0.46 |
0.3% |
56% |
False |
False |
80,509 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141.97 |
2.618 |
141.37 |
1.618 |
141.00 |
1.000 |
140.77 |
0.618 |
140.63 |
HIGH |
140.40 |
0.618 |
140.26 |
0.500 |
140.22 |
0.382 |
140.17 |
LOW |
140.03 |
0.618 |
139.80 |
1.000 |
139.66 |
1.618 |
139.43 |
2.618 |
139.06 |
4.250 |
138.46 |
|
|
Fisher Pivots for day following 10-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
140.22 |
140.09 |
PP |
140.20 |
140.01 |
S1 |
140.19 |
139.94 |
|