Euro Bund Future March 2014
Trading Metrics calculated at close of trading on 12-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
140.20 |
140.17 |
-0.03 |
0.0% |
141.73 |
High |
140.47 |
140.41 |
-0.06 |
0.0% |
141.83 |
Low |
140.11 |
139.97 |
-0.14 |
-0.1% |
139.47 |
Close |
140.30 |
140.10 |
-0.20 |
-0.1% |
140.11 |
Range |
0.36 |
0.44 |
0.08 |
22.2% |
2.36 |
ATR |
0.54 |
0.54 |
-0.01 |
-1.4% |
0.00 |
Volume |
547,363 |
388,225 |
-159,138 |
-29.1% |
3,443,538 |
|
Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.48 |
141.23 |
140.34 |
|
R3 |
141.04 |
140.79 |
140.22 |
|
R2 |
140.60 |
140.60 |
140.18 |
|
R1 |
140.35 |
140.35 |
140.14 |
140.26 |
PP |
140.16 |
140.16 |
140.16 |
140.11 |
S1 |
139.91 |
139.91 |
140.06 |
139.82 |
S2 |
139.72 |
139.72 |
140.02 |
|
S3 |
139.28 |
139.47 |
139.98 |
|
S4 |
138.84 |
139.03 |
139.86 |
|
|
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 |
140.47 |
139.47 |
1.00 |
0.7% |
0.43 |
0.3% |
63% |
False |
False |
426,607 |
10 |
142.06 |
139.47 |
2.59 |
1.8% |
0.55 |
0.4% |
24% |
False |
False |
550,914 |
20 |
142.07 |
139.47 |
2.60 |
1.9% |
0.52 |
0.4% |
24% |
False |
False |
287,041 |
40 |
142.25 |
139.47 |
2.78 |
2.0% |
0.49 |
0.3% |
23% |
False |
False |
144,133 |
60 |
142.25 |
138.06 |
4.19 |
3.0% |
0.44 |
0.3% |
49% |
False |
False |
96,102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142.28 |
2.618 |
141.56 |
1.618 |
141.12 |
1.000 |
140.85 |
0.618 |
140.68 |
HIGH |
140.41 |
0.618 |
140.24 |
0.500 |
140.19 |
0.382 |
140.14 |
LOW |
139.97 |
0.618 |
139.70 |
1.000 |
139.53 |
1.618 |
139.26 |
2.618 |
138.82 |
4.250 |
138.10 |
|
|
Fisher Pivots for day following 12-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
140.19 |
140.22 |
PP |
140.16 |
140.18 |
S1 |
140.13 |
140.14 |
|