Euro Bund Future December 2013
| Trading Metrics calculated at close of trading on 24-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
140.69 |
140.71 |
0.02 |
0.0% |
139.77 |
| High |
140.91 |
141.22 |
0.31 |
0.2% |
140.24 |
| Low |
140.55 |
140.71 |
0.16 |
0.1% |
138.79 |
| Close |
140.86 |
140.87 |
0.01 |
0.0% |
140.05 |
| Range |
0.36 |
0.51 |
0.15 |
41.7% |
1.45 |
| ATR |
0.64 |
0.63 |
-0.01 |
-1.5% |
0.00 |
| Volume |
637,099 |
476,174 |
-160,925 |
-25.3% |
2,958,237 |
|
| Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.46 |
142.18 |
141.15 |
|
| R3 |
141.95 |
141.67 |
141.01 |
|
| R2 |
141.44 |
141.44 |
140.96 |
|
| R1 |
141.16 |
141.16 |
140.92 |
141.30 |
| PP |
140.93 |
140.93 |
140.93 |
141.01 |
| S1 |
140.65 |
140.65 |
140.82 |
140.79 |
| S2 |
140.42 |
140.42 |
140.78 |
|
| S3 |
139.91 |
140.14 |
140.73 |
|
| S4 |
139.40 |
139.63 |
140.59 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.04 |
143.50 |
140.85 |
|
| R3 |
142.59 |
142.05 |
140.45 |
|
| R2 |
141.14 |
141.14 |
140.32 |
|
| R1 |
140.60 |
140.60 |
140.18 |
140.87 |
| PP |
139.69 |
139.69 |
139.69 |
139.83 |
| S1 |
139.15 |
139.15 |
139.92 |
139.42 |
| S2 |
138.24 |
138.24 |
139.78 |
|
| S3 |
136.79 |
137.70 |
139.65 |
|
| S4 |
135.34 |
136.25 |
139.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141.22 |
139.58 |
1.64 |
1.2% |
0.54 |
0.4% |
79% |
True |
False |
497,208 |
| 10 |
141.22 |
138.79 |
2.43 |
1.7% |
0.53 |
0.4% |
86% |
True |
False |
530,250 |
| 20 |
141.22 |
138.79 |
2.43 |
1.7% |
0.55 |
0.4% |
86% |
True |
False |
581,757 |
| 40 |
141.22 |
136.42 |
4.80 |
3.4% |
0.65 |
0.5% |
93% |
True |
False |
603,160 |
| 60 |
141.22 |
136.42 |
4.80 |
3.4% |
0.66 |
0.5% |
93% |
True |
False |
404,271 |
| 80 |
142.37 |
136.42 |
5.95 |
4.2% |
0.62 |
0.4% |
75% |
False |
False |
303,212 |
| 100 |
142.37 |
136.42 |
5.95 |
4.2% |
0.63 |
0.4% |
75% |
False |
False |
242,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.39 |
|
2.618 |
142.56 |
|
1.618 |
142.05 |
|
1.000 |
141.73 |
|
0.618 |
141.54 |
|
HIGH |
141.22 |
|
0.618 |
141.03 |
|
0.500 |
140.97 |
|
0.382 |
140.90 |
|
LOW |
140.71 |
|
0.618 |
140.39 |
|
1.000 |
140.20 |
|
1.618 |
139.88 |
|
2.618 |
139.37 |
|
4.250 |
138.54 |
|
|
| Fisher Pivots for day following 24-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
140.97 |
140.75 |
| PP |
140.93 |
140.62 |
| S1 |
140.90 |
140.50 |
|