Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 26-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
140.86 |
141.39 |
0.53 |
0.4% |
141.70 |
High |
141.38 |
141.78 |
0.40 |
0.3% |
141.95 |
Low |
140.85 |
141.28 |
0.43 |
0.3% |
140.56 |
Close |
141.32 |
141.70 |
0.38 |
0.3% |
140.95 |
Range |
0.53 |
0.50 |
-0.03 |
-5.7% |
1.39 |
ATR |
0.60 |
0.59 |
-0.01 |
-1.2% |
0.00 |
Volume |
582,834 |
586,990 |
4,156 |
0.7% |
3,222,251 |
|
Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.09 |
142.89 |
141.98 |
|
R3 |
142.59 |
142.39 |
141.84 |
|
R2 |
142.09 |
142.09 |
141.79 |
|
R1 |
141.89 |
141.89 |
141.75 |
141.99 |
PP |
141.59 |
141.59 |
141.59 |
141.64 |
S1 |
141.39 |
141.39 |
141.65 |
141.49 |
S2 |
141.09 |
141.09 |
141.61 |
|
S3 |
140.59 |
140.89 |
141.56 |
|
S4 |
140.09 |
140.39 |
141.43 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.32 |
144.53 |
141.71 |
|
R3 |
143.93 |
143.14 |
141.33 |
|
R2 |
142.54 |
142.54 |
141.20 |
|
R1 |
141.75 |
141.75 |
141.08 |
141.45 |
PP |
141.15 |
141.15 |
141.15 |
141.01 |
S1 |
140.36 |
140.36 |
140.82 |
140.06 |
S2 |
139.76 |
139.76 |
140.70 |
|
S3 |
138.37 |
138.97 |
140.57 |
|
S4 |
136.98 |
137.58 |
140.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
141.78 |
140.56 |
1.22 |
0.9% |
0.54 |
0.4% |
93% |
True |
False |
602,609 |
10 |
141.95 |
140.56 |
1.39 |
1.0% |
0.53 |
0.4% |
82% |
False |
False |
584,657 |
20 |
142.32 |
140.53 |
1.79 |
1.3% |
0.57 |
0.4% |
65% |
False |
False |
612,744 |
40 |
142.32 |
138.79 |
3.53 |
2.5% |
0.54 |
0.4% |
82% |
False |
False |
583,513 |
60 |
142.32 |
136.42 |
5.90 |
4.2% |
0.61 |
0.4% |
89% |
False |
False |
614,960 |
80 |
142.32 |
136.42 |
5.90 |
4.2% |
0.62 |
0.4% |
89% |
False |
False |
476,901 |
100 |
142.37 |
136.42 |
5.95 |
4.2% |
0.60 |
0.4% |
89% |
False |
False |
381,528 |
120 |
142.37 |
136.42 |
5.95 |
4.2% |
0.61 |
0.4% |
89% |
False |
False |
317,951 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.91 |
2.618 |
143.09 |
1.618 |
142.59 |
1.000 |
142.28 |
0.618 |
142.09 |
HIGH |
141.78 |
0.618 |
141.59 |
0.500 |
141.53 |
0.382 |
141.47 |
LOW |
141.28 |
0.618 |
140.97 |
1.000 |
140.78 |
1.618 |
140.47 |
2.618 |
139.97 |
4.250 |
139.16 |
|
|
Fisher Pivots for day following 26-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
141.64 |
141.55 |
PP |
141.59 |
141.39 |
S1 |
141.53 |
141.24 |
|