Euro Bund Future December 2013
| Trading Metrics calculated at close of trading on 28-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2013 |
28-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
140.86 |
140.94 |
0.08 |
0.1% |
140.07 |
| High |
141.08 |
141.23 |
0.15 |
0.1% |
141.22 |
| Low |
140.84 |
140.92 |
0.08 |
0.1% |
139.78 |
| Close |
141.06 |
141.15 |
0.09 |
0.1% |
141.06 |
| Range |
0.24 |
0.31 |
0.07 |
29.2% |
1.44 |
| ATR |
0.60 |
0.58 |
-0.02 |
-3.5% |
0.00 |
| Volume |
420,872 |
557,566 |
136,694 |
32.5% |
2,529,295 |
|
| Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.03 |
141.90 |
141.32 |
|
| R3 |
141.72 |
141.59 |
141.24 |
|
| R2 |
141.41 |
141.41 |
141.21 |
|
| R1 |
141.28 |
141.28 |
141.18 |
141.35 |
| PP |
141.10 |
141.10 |
141.10 |
141.13 |
| S1 |
140.97 |
140.97 |
141.12 |
141.04 |
| S2 |
140.79 |
140.79 |
141.09 |
|
| S3 |
140.48 |
140.66 |
141.06 |
|
| S4 |
140.17 |
140.35 |
140.98 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.01 |
144.47 |
141.85 |
|
| R3 |
143.57 |
143.03 |
141.46 |
|
| R2 |
142.13 |
142.13 |
141.32 |
|
| R1 |
141.59 |
141.59 |
141.19 |
141.86 |
| PP |
140.69 |
140.69 |
140.69 |
140.82 |
| S1 |
140.15 |
140.15 |
140.93 |
140.42 |
| S2 |
139.25 |
139.25 |
140.80 |
|
| S3 |
137.81 |
138.71 |
140.66 |
|
| S4 |
136.37 |
137.27 |
140.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141.23 |
139.78 |
1.45 |
1.0% |
0.46 |
0.3% |
94% |
True |
False |
541,848 |
| 10 |
141.23 |
138.79 |
2.44 |
1.7% |
0.48 |
0.3% |
97% |
True |
False |
539,334 |
| 20 |
141.23 |
138.79 |
2.44 |
1.7% |
0.50 |
0.4% |
97% |
True |
False |
561,287 |
| 40 |
141.23 |
136.42 |
4.81 |
3.4% |
0.63 |
0.4% |
98% |
True |
False |
618,289 |
| 60 |
141.23 |
136.42 |
4.81 |
3.4% |
0.63 |
0.4% |
98% |
True |
False |
420,577 |
| 80 |
142.37 |
136.42 |
5.95 |
4.2% |
0.61 |
0.4% |
79% |
False |
False |
315,442 |
| 100 |
142.37 |
136.42 |
5.95 |
4.2% |
0.62 |
0.4% |
79% |
False |
False |
252,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.55 |
|
2.618 |
142.04 |
|
1.618 |
141.73 |
|
1.000 |
141.54 |
|
0.618 |
141.42 |
|
HIGH |
141.23 |
|
0.618 |
141.11 |
|
0.500 |
141.08 |
|
0.382 |
141.04 |
|
LOW |
140.92 |
|
0.618 |
140.73 |
|
1.000 |
140.61 |
|
1.618 |
140.42 |
|
2.618 |
140.11 |
|
4.250 |
139.60 |
|
|
| Fisher Pivots for day following 28-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
141.13 |
141.09 |
| PP |
141.10 |
141.03 |
| S1 |
141.08 |
140.97 |
|