Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 11-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2013 |
11-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
139.94 |
139.80 |
-0.14 |
-0.1% |
140.09 |
High |
140.12 |
139.87 |
-0.25 |
-0.2% |
140.62 |
Low |
139.51 |
139.47 |
-0.04 |
0.0% |
139.47 |
Close |
139.65 |
139.79 |
0.14 |
0.1% |
139.79 |
Range |
0.61 |
0.40 |
-0.21 |
-34.4% |
1.15 |
ATR |
0.69 |
0.67 |
-0.02 |
-3.0% |
0.00 |
Volume |
613,130 |
235,843 |
-377,287 |
-61.5% |
2,819,997 |
|
Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.91 |
140.75 |
140.01 |
|
R3 |
140.51 |
140.35 |
139.90 |
|
R2 |
140.11 |
140.11 |
139.86 |
|
R1 |
139.95 |
139.95 |
139.83 |
139.83 |
PP |
139.71 |
139.71 |
139.71 |
139.65 |
S1 |
139.55 |
139.55 |
139.75 |
139.43 |
S2 |
139.31 |
139.31 |
139.72 |
|
S3 |
138.91 |
139.15 |
139.68 |
|
S4 |
138.51 |
138.75 |
139.57 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.41 |
142.75 |
140.42 |
|
R3 |
142.26 |
141.60 |
140.11 |
|
R2 |
141.11 |
141.11 |
140.00 |
|
R1 |
140.45 |
140.45 |
139.90 |
140.21 |
PP |
139.96 |
139.96 |
139.96 |
139.84 |
S1 |
139.30 |
139.30 |
139.68 |
139.06 |
S2 |
138.81 |
138.81 |
139.58 |
|
S3 |
137.66 |
138.15 |
139.47 |
|
S4 |
136.51 |
137.00 |
139.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
140.62 |
139.47 |
1.15 |
0.8% |
0.46 |
0.3% |
28% |
False |
True |
563,999 |
10 |
140.87 |
139.47 |
1.40 |
1.0% |
0.53 |
0.4% |
23% |
False |
True |
585,653 |
20 |
140.87 |
137.59 |
3.28 |
2.3% |
0.65 |
0.5% |
67% |
False |
False |
616,183 |
40 |
140.87 |
136.42 |
4.45 |
3.2% |
0.67 |
0.5% |
76% |
False |
False |
479,536 |
60 |
142.37 |
136.42 |
5.95 |
4.3% |
0.66 |
0.5% |
57% |
False |
False |
319,833 |
80 |
142.37 |
136.42 |
5.95 |
4.3% |
0.64 |
0.5% |
57% |
False |
False |
239,888 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141.57 |
2.618 |
140.92 |
1.618 |
140.52 |
1.000 |
140.27 |
0.618 |
140.12 |
HIGH |
139.87 |
0.618 |
139.72 |
0.500 |
139.67 |
0.382 |
139.62 |
LOW |
139.47 |
0.618 |
139.22 |
1.000 |
139.07 |
1.618 |
138.82 |
2.618 |
138.42 |
4.250 |
137.77 |
|
|
Fisher Pivots for day following 11-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
139.75 |
140.05 |
PP |
139.71 |
139.96 |
S1 |
139.67 |
139.88 |
|