Euro Bund Future December 2013
| Trading Metrics calculated at close of trading on 15-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
139.77 |
139.41 |
-0.36 |
-0.3% |
140.09 |
| High |
139.91 |
139.55 |
-0.36 |
-0.3% |
140.62 |
| Low |
139.29 |
139.07 |
-0.22 |
-0.2% |
139.47 |
| Close |
139.75 |
139.24 |
-0.51 |
-0.4% |
139.79 |
| Range |
0.62 |
0.48 |
-0.14 |
-22.6% |
1.15 |
| ATR |
0.67 |
0.67 |
0.00 |
0.1% |
0.00 |
| Volume |
651,757 |
649,310 |
-2,447 |
-0.4% |
2,819,997 |
|
| Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.73 |
140.46 |
139.50 |
|
| R3 |
140.25 |
139.98 |
139.37 |
|
| R2 |
139.77 |
139.77 |
139.33 |
|
| R1 |
139.50 |
139.50 |
139.28 |
139.40 |
| PP |
139.29 |
139.29 |
139.29 |
139.23 |
| S1 |
139.02 |
139.02 |
139.20 |
138.92 |
| S2 |
138.81 |
138.81 |
139.15 |
|
| S3 |
138.33 |
138.54 |
139.11 |
|
| S4 |
137.85 |
138.06 |
138.98 |
|
|
| 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 |
139.07 |
1.55 |
1.1% |
0.52 |
0.4% |
11% |
False |
True |
583,569 |
| 10 |
140.62 |
139.07 |
1.55 |
1.1% |
0.52 |
0.4% |
11% |
False |
True |
567,901 |
| 20 |
140.87 |
137.59 |
3.28 |
2.4% |
0.66 |
0.5% |
50% |
False |
False |
623,049 |
| 40 |
140.87 |
136.42 |
4.45 |
3.2% |
0.68 |
0.5% |
63% |
False |
False |
512,011 |
| 60 |
142.25 |
136.42 |
5.83 |
4.2% |
0.67 |
0.5% |
48% |
False |
False |
341,516 |
| 80 |
142.37 |
136.42 |
5.95 |
4.3% |
0.63 |
0.5% |
47% |
False |
False |
256,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141.59 |
|
2.618 |
140.81 |
|
1.618 |
140.33 |
|
1.000 |
140.03 |
|
0.618 |
139.85 |
|
HIGH |
139.55 |
|
0.618 |
139.37 |
|
0.500 |
139.31 |
|
0.382 |
139.25 |
|
LOW |
139.07 |
|
0.618 |
138.77 |
|
1.000 |
138.59 |
|
1.618 |
138.29 |
|
2.618 |
137.81 |
|
4.250 |
137.03 |
|
|
| Fisher Pivots for day following 15-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
139.31 |
139.49 |
| PP |
139.29 |
139.41 |
| S1 |
139.26 |
139.32 |
|