Euro Bund Future March 2014
| Trading Metrics calculated at close of trading on 19-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
140.39 |
140.15 |
-0.24 |
-0.2% |
140.12 |
| High |
140.49 |
140.21 |
-0.28 |
-0.2% |
140.47 |
| Low |
139.74 |
139.63 |
-0.11 |
-0.1% |
139.94 |
| Close |
140.14 |
139.80 |
-0.34 |
-0.2% |
140.25 |
| Range |
0.75 |
0.58 |
-0.17 |
-22.7% |
0.53 |
| ATR |
0.52 |
0.53 |
0.00 |
0.8% |
0.00 |
| Volume |
585,495 |
409,693 |
-175,802 |
-30.0% |
2,168,560 |
|
| Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.62 |
141.29 |
140.12 |
|
| R3 |
141.04 |
140.71 |
139.96 |
|
| R2 |
140.46 |
140.46 |
139.91 |
|
| R1 |
140.13 |
140.13 |
139.85 |
140.01 |
| PP |
139.88 |
139.88 |
139.88 |
139.82 |
| S1 |
139.55 |
139.55 |
139.75 |
139.43 |
| S2 |
139.30 |
139.30 |
139.69 |
|
| S3 |
138.72 |
138.97 |
139.64 |
|
| S4 |
138.14 |
138.39 |
139.48 |
|
|
| 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 |
139.63 |
0.96 |
0.7% |
0.49 |
0.4% |
18% |
False |
True |
445,418 |
| 10 |
140.59 |
139.47 |
1.12 |
0.8% |
0.46 |
0.3% |
29% |
False |
False |
436,012 |
| 20 |
142.06 |
139.47 |
2.59 |
1.9% |
0.51 |
0.4% |
13% |
False |
False |
397,585 |
| 40 |
142.25 |
139.47 |
2.78 |
2.0% |
0.50 |
0.4% |
12% |
False |
False |
199,804 |
| 60 |
142.25 |
138.70 |
3.55 |
2.5% |
0.46 |
0.3% |
31% |
False |
False |
133,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.68 |
|
2.618 |
141.73 |
|
1.618 |
141.15 |
|
1.000 |
140.79 |
|
0.618 |
140.57 |
|
HIGH |
140.21 |
|
0.618 |
139.99 |
|
0.500 |
139.92 |
|
0.382 |
139.85 |
|
LOW |
139.63 |
|
0.618 |
139.27 |
|
1.000 |
139.05 |
|
1.618 |
138.69 |
|
2.618 |
138.11 |
|
4.250 |
137.17 |
|
|
| Fisher Pivots for day following 19-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
139.92 |
140.06 |
| PP |
139.88 |
139.97 |
| S1 |
139.84 |
139.89 |
|