Euro Bund Future March 2014
Trading Metrics calculated at close of trading on 18-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
140.23 |
140.39 |
0.16 |
0.1% |
140.12 |
High |
140.43 |
140.49 |
0.06 |
0.0% |
140.47 |
Low |
140.12 |
139.74 |
-0.38 |
-0.3% |
139.94 |
Close |
140.29 |
140.14 |
-0.15 |
-0.1% |
140.25 |
Range |
0.31 |
0.75 |
0.44 |
141.9% |
0.53 |
ATR |
0.50 |
0.52 |
0.02 |
3.5% |
0.00 |
Volume |
482,800 |
585,495 |
102,695 |
21.3% |
2,168,560 |
|
Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.37 |
142.01 |
140.55 |
|
R3 |
141.62 |
141.26 |
140.35 |
|
R2 |
140.87 |
140.87 |
140.28 |
|
R1 |
140.51 |
140.51 |
140.21 |
140.32 |
PP |
140.12 |
140.12 |
140.12 |
140.03 |
S1 |
139.76 |
139.76 |
140.07 |
139.57 |
S2 |
139.37 |
139.37 |
140.00 |
|
S3 |
138.62 |
139.01 |
139.93 |
|
S4 |
137.87 |
138.26 |
139.73 |
|
|
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 |
139.74 |
0.85 |
0.6% |
0.46 |
0.3% |
47% |
False |
True |
441,124 |
10 |
140.60 |
139.47 |
1.13 |
0.8% |
0.49 |
0.3% |
59% |
False |
False |
473,107 |
20 |
142.06 |
139.47 |
2.59 |
1.8% |
0.51 |
0.4% |
26% |
False |
False |
377,317 |
40 |
142.25 |
139.47 |
2.78 |
2.0% |
0.50 |
0.4% |
24% |
False |
False |
189,565 |
60 |
142.25 |
138.70 |
3.55 |
2.5% |
0.45 |
0.3% |
41% |
False |
False |
126,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.68 |
2.618 |
142.45 |
1.618 |
141.70 |
1.000 |
141.24 |
0.618 |
140.95 |
HIGH |
140.49 |
0.618 |
140.20 |
0.500 |
140.12 |
0.382 |
140.03 |
LOW |
139.74 |
0.618 |
139.28 |
1.000 |
138.99 |
1.618 |
138.53 |
2.618 |
137.78 |
4.250 |
136.55 |
|
|
Fisher Pivots for day following 18-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
140.13 |
140.17 |
PP |
140.12 |
140.16 |
S1 |
140.12 |
140.15 |
|