Euro Bund Future December 2013
| Trading Metrics calculated at close of trading on 30-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2013 |
30-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
141.10 |
141.52 |
0.42 |
0.3% |
140.07 |
| High |
141.45 |
141.90 |
0.45 |
0.3% |
141.22 |
| Low |
140.94 |
141.42 |
0.48 |
0.3% |
139.78 |
| Close |
141.27 |
141.85 |
0.58 |
0.4% |
141.06 |
| Range |
0.51 |
0.48 |
-0.03 |
-5.9% |
1.44 |
| ATR |
0.58 |
0.58 |
0.00 |
0.6% |
0.00 |
| Volume |
662,596 |
984,768 |
322,172 |
48.6% |
2,529,295 |
|
| Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.16 |
142.99 |
142.11 |
|
| R3 |
142.68 |
142.51 |
141.98 |
|
| R2 |
142.20 |
142.20 |
141.94 |
|
| R1 |
142.03 |
142.03 |
141.89 |
142.12 |
| PP |
141.72 |
141.72 |
141.72 |
141.77 |
| S1 |
141.55 |
141.55 |
141.81 |
141.64 |
| S2 |
141.24 |
141.24 |
141.76 |
|
| S3 |
140.76 |
141.07 |
141.72 |
|
| S4 |
140.28 |
140.59 |
141.59 |
|
|
| 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 |
141.90 |
140.71 |
1.19 |
0.8% |
0.41 |
0.3% |
96% |
True |
False |
620,395 |
| 10 |
141.90 |
139.26 |
2.64 |
1.9% |
0.47 |
0.3% |
98% |
True |
False |
569,496 |
| 20 |
141.90 |
138.79 |
3.11 |
2.2% |
0.50 |
0.4% |
98% |
True |
False |
569,545 |
| 40 |
141.90 |
136.42 |
5.48 |
3.9% |
0.63 |
0.4% |
99% |
True |
False |
612,234 |
| 60 |
141.90 |
136.42 |
5.48 |
3.9% |
0.64 |
0.4% |
99% |
True |
False |
447,997 |
| 80 |
142.37 |
136.42 |
5.95 |
4.2% |
0.61 |
0.4% |
91% |
False |
False |
336,034 |
| 100 |
142.37 |
136.42 |
5.95 |
4.2% |
0.61 |
0.4% |
91% |
False |
False |
268,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.94 |
|
2.618 |
143.16 |
|
1.618 |
142.68 |
|
1.000 |
142.38 |
|
0.618 |
142.20 |
|
HIGH |
141.90 |
|
0.618 |
141.72 |
|
0.500 |
141.66 |
|
0.382 |
141.60 |
|
LOW |
141.42 |
|
0.618 |
141.12 |
|
1.000 |
140.94 |
|
1.618 |
140.64 |
|
2.618 |
140.16 |
|
4.250 |
139.38 |
|
|
| Fisher Pivots for day following 30-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
141.79 |
141.70 |
| PP |
141.72 |
141.56 |
| S1 |
141.66 |
141.41 |
|