Euro Bund Future March 2014
| Trading Metrics calculated at close of trading on 11-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
140.08 |
140.20 |
0.12 |
0.1% |
141.73 |
| High |
140.40 |
140.47 |
0.07 |
0.0% |
141.83 |
| Low |
140.03 |
140.11 |
0.08 |
0.1% |
139.47 |
| Close |
140.17 |
140.30 |
0.13 |
0.1% |
140.11 |
| Range |
0.37 |
0.36 |
-0.01 |
-2.7% |
2.36 |
| ATR |
0.56 |
0.54 |
-0.01 |
-2.5% |
0.00 |
| Volume |
393,828 |
547,363 |
153,535 |
39.0% |
3,443,538 |
|
| Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.37 |
141.20 |
140.50 |
|
| R3 |
141.01 |
140.84 |
140.40 |
|
| R2 |
140.65 |
140.65 |
140.37 |
|
| R1 |
140.48 |
140.48 |
140.33 |
140.57 |
| PP |
140.29 |
140.29 |
140.29 |
140.34 |
| S1 |
140.12 |
140.12 |
140.27 |
140.21 |
| S2 |
139.93 |
139.93 |
140.23 |
|
| S3 |
139.57 |
139.76 |
140.20 |
|
| S4 |
139.21 |
139.40 |
140.10 |
|
|
| 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 |
140.60 |
139.47 |
1.13 |
0.8% |
0.51 |
0.4% |
73% |
False |
False |
505,091 |
| 10 |
142.06 |
139.47 |
2.59 |
1.8% |
0.56 |
0.4% |
32% |
False |
False |
522,312 |
| 20 |
142.07 |
139.47 |
2.60 |
1.9% |
0.52 |
0.4% |
32% |
False |
False |
267,684 |
| 40 |
142.25 |
139.16 |
3.09 |
2.2% |
0.49 |
0.3% |
37% |
False |
False |
134,428 |
| 60 |
142.25 |
138.06 |
4.19 |
3.0% |
0.45 |
0.3% |
53% |
False |
False |
89,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.00 |
|
2.618 |
141.41 |
|
1.618 |
141.05 |
|
1.000 |
140.83 |
|
0.618 |
140.69 |
|
HIGH |
140.47 |
|
0.618 |
140.33 |
|
0.500 |
140.29 |
|
0.382 |
140.25 |
|
LOW |
140.11 |
|
0.618 |
139.89 |
|
1.000 |
139.75 |
|
1.618 |
139.53 |
|
2.618 |
139.17 |
|
4.250 |
138.58 |
|
|
| Fisher Pivots for day following 11-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
140.30 |
140.27 |
| PP |
140.29 |
140.24 |
| S1 |
140.29 |
140.21 |
|