Euro Bund Future March 2014
| Trading Metrics calculated at close of trading on 16-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
140.19 |
140.47 |
0.28 |
0.2% |
140.12 |
| High |
140.38 |
140.59 |
0.21 |
0.1% |
140.47 |
| Low |
140.01 |
140.14 |
0.13 |
0.1% |
139.94 |
| Close |
140.25 |
140.25 |
0.00 |
0.0% |
140.25 |
| Range |
0.37 |
0.45 |
0.08 |
21.6% |
0.53 |
| ATR |
0.53 |
0.52 |
-0.01 |
-1.0% |
0.00 |
| Volume |
387,409 |
361,693 |
-25,716 |
-6.6% |
2,168,560 |
|
| Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.68 |
141.41 |
140.50 |
|
| R3 |
141.23 |
140.96 |
140.37 |
|
| R2 |
140.78 |
140.78 |
140.33 |
|
| R1 |
140.51 |
140.51 |
140.29 |
140.42 |
| PP |
140.33 |
140.33 |
140.33 |
140.28 |
| S1 |
140.06 |
140.06 |
140.21 |
139.97 |
| S2 |
139.88 |
139.88 |
140.17 |
|
| S3 |
139.43 |
139.61 |
140.13 |
|
| S4 |
138.98 |
139.16 |
140.00 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.81 |
141.56 |
140.54 |
|
| R3 |
141.28 |
141.03 |
140.40 |
|
| R2 |
140.75 |
140.75 |
140.35 |
|
| R1 |
140.50 |
140.50 |
140.30 |
140.63 |
| PP |
140.22 |
140.22 |
140.22 |
140.28 |
| S1 |
139.97 |
139.97 |
140.20 |
140.10 |
| S2 |
139.69 |
139.69 |
140.15 |
|
| S3 |
139.16 |
139.44 |
140.10 |
|
| S4 |
138.63 |
138.91 |
139.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140.59 |
139.97 |
0.62 |
0.4% |
0.40 |
0.3% |
45% |
True |
False |
415,703 |
| 10 |
141.60 |
139.47 |
2.13 |
1.5% |
0.53 |
0.4% |
37% |
False |
False |
542,834 |
| 20 |
142.06 |
139.47 |
2.59 |
1.8% |
0.52 |
0.4% |
30% |
False |
False |
324,307 |
| 40 |
142.25 |
139.47 |
2.78 |
2.0% |
0.50 |
0.4% |
28% |
False |
False |
162,860 |
| 60 |
142.25 |
138.50 |
3.75 |
2.7% |
0.46 |
0.3% |
47% |
False |
False |
108,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.50 |
|
2.618 |
141.77 |
|
1.618 |
141.32 |
|
1.000 |
141.04 |
|
0.618 |
140.87 |
|
HIGH |
140.59 |
|
0.618 |
140.42 |
|
0.500 |
140.37 |
|
0.382 |
140.31 |
|
LOW |
140.14 |
|
0.618 |
139.86 |
|
1.000 |
139.69 |
|
1.618 |
139.41 |
|
2.618 |
138.96 |
|
4.250 |
138.23 |
|
|
| Fisher Pivots for day following 16-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
140.37 |
140.28 |
| PP |
140.33 |
140.27 |
| S1 |
140.29 |
140.26 |
|