Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 08-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2013 |
08-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
140.09 |
140.24 |
0.15 |
0.1% |
140.78 |
High |
140.45 |
140.34 |
-0.11 |
-0.1% |
140.87 |
Low |
140.04 |
139.96 |
-0.08 |
-0.1% |
139.75 |
Close |
140.31 |
140.22 |
-0.09 |
-0.1% |
139.96 |
Range |
0.41 |
0.38 |
-0.03 |
-7.3% |
1.12 |
ATR |
0.73 |
0.70 |
-0.02 |
-3.4% |
0.00 |
Volume |
553,672 |
649,547 |
95,875 |
17.3% |
3,036,539 |
|
Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.31 |
141.15 |
140.43 |
|
R3 |
140.93 |
140.77 |
140.32 |
|
R2 |
140.55 |
140.55 |
140.29 |
|
R1 |
140.39 |
140.39 |
140.25 |
140.28 |
PP |
140.17 |
140.17 |
140.17 |
140.12 |
S1 |
140.01 |
140.01 |
140.19 |
139.90 |
S2 |
139.79 |
139.79 |
140.15 |
|
S3 |
139.41 |
139.63 |
140.12 |
|
S4 |
139.03 |
139.25 |
140.01 |
|
|
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 |
140.47 |
139.75 |
0.72 |
0.5% |
0.52 |
0.4% |
65% |
False |
False |
552,234 |
10 |
140.87 |
139.55 |
1.32 |
0.9% |
0.54 |
0.4% |
51% |
False |
False |
615,236 |
20 |
140.87 |
136.71 |
4.16 |
3.0% |
0.69 |
0.5% |
84% |
False |
False |
625,473 |
40 |
140.87 |
136.42 |
4.45 |
3.2% |
0.71 |
0.5% |
85% |
False |
False |
439,166 |
60 |
142.37 |
136.42 |
5.95 |
4.2% |
0.66 |
0.5% |
64% |
False |
False |
292,889 |
80 |
142.37 |
136.42 |
5.95 |
4.2% |
0.65 |
0.5% |
64% |
False |
False |
219,683 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141.96 |
2.618 |
141.33 |
1.618 |
140.95 |
1.000 |
140.72 |
0.618 |
140.57 |
HIGH |
140.34 |
0.618 |
140.19 |
0.500 |
140.15 |
0.382 |
140.11 |
LOW |
139.96 |
0.618 |
139.73 |
1.000 |
139.58 |
1.618 |
139.35 |
2.618 |
138.97 |
4.250 |
138.35 |
|
|
Fisher Pivots for day following 08-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
140.20 |
140.19 |
PP |
140.17 |
140.16 |
S1 |
140.15 |
140.13 |
|