Euro Bund Future December 2013
| Trading Metrics calculated at close of trading on 07-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2013 |
07-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
140.20 |
140.09 |
-0.11 |
-0.1% |
140.78 |
| High |
140.35 |
140.45 |
0.10 |
0.1% |
140.87 |
| Low |
139.81 |
140.04 |
0.23 |
0.2% |
139.75 |
| Close |
139.96 |
140.31 |
0.35 |
0.3% |
139.96 |
| Range |
0.54 |
0.41 |
-0.13 |
-24.1% |
1.12 |
| ATR |
0.75 |
0.73 |
-0.02 |
-2.5% |
0.00 |
| Volume |
400,325 |
553,672 |
153,347 |
38.3% |
3,036,539 |
|
| Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.50 |
141.31 |
140.54 |
|
| R3 |
141.09 |
140.90 |
140.42 |
|
| R2 |
140.68 |
140.68 |
140.39 |
|
| R1 |
140.49 |
140.49 |
140.35 |
140.59 |
| PP |
140.27 |
140.27 |
140.27 |
140.31 |
| S1 |
140.08 |
140.08 |
140.27 |
140.18 |
| S2 |
139.86 |
139.86 |
140.23 |
|
| S3 |
139.45 |
139.67 |
140.20 |
|
| S4 |
139.04 |
139.26 |
140.08 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.55 |
142.88 |
140.58 |
|
| R3 |
142.43 |
141.76 |
140.27 |
|
| R2 |
141.31 |
141.31 |
140.17 |
|
| R1 |
140.64 |
140.64 |
140.06 |
140.42 |
| PP |
140.19 |
140.19 |
140.19 |
140.08 |
| S1 |
139.52 |
139.52 |
139.86 |
139.30 |
| S2 |
139.07 |
139.07 |
139.75 |
|
| S3 |
137.95 |
138.40 |
139.65 |
|
| S4 |
136.83 |
137.28 |
139.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140.61 |
139.75 |
0.86 |
0.6% |
0.55 |
0.4% |
65% |
False |
False |
582,863 |
| 10 |
140.87 |
138.70 |
2.17 |
1.5% |
0.61 |
0.4% |
74% |
False |
False |
608,694 |
| 20 |
140.87 |
136.60 |
4.27 |
3.0% |
0.70 |
0.5% |
87% |
False |
False |
624,553 |
| 40 |
140.87 |
136.42 |
4.45 |
3.2% |
0.71 |
0.5% |
87% |
False |
False |
422,954 |
| 60 |
142.37 |
136.42 |
5.95 |
4.2% |
0.65 |
0.5% |
65% |
False |
False |
282,064 |
| 80 |
142.37 |
136.42 |
5.95 |
4.2% |
0.65 |
0.5% |
65% |
False |
False |
211,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.19 |
|
2.618 |
141.52 |
|
1.618 |
141.11 |
|
1.000 |
140.86 |
|
0.618 |
140.70 |
|
HIGH |
140.45 |
|
0.618 |
140.29 |
|
0.500 |
140.25 |
|
0.382 |
140.20 |
|
LOW |
140.04 |
|
0.618 |
139.79 |
|
1.000 |
139.63 |
|
1.618 |
139.38 |
|
2.618 |
138.97 |
|
4.250 |
138.30 |
|
|
| Fisher Pivots for day following 07-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
140.29 |
140.24 |
| PP |
140.27 |
140.18 |
| S1 |
140.25 |
140.11 |
|