Euro Bund Future December 2013
| Trading Metrics calculated at close of trading on 31-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2013 |
31-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
141.52 |
141.57 |
0.05 |
0.0% |
140.07 |
| High |
141.90 |
142.32 |
0.42 |
0.3% |
141.22 |
| Low |
141.42 |
141.53 |
0.11 |
0.1% |
139.78 |
| Close |
141.85 |
142.00 |
0.15 |
0.1% |
141.06 |
| Range |
0.48 |
0.79 |
0.31 |
64.6% |
1.44 |
| ATR |
0.58 |
0.60 |
0.01 |
2.6% |
0.00 |
| Volume |
984,768 |
606,997 |
-377,771 |
-38.4% |
2,529,295 |
|
| Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.32 |
143.95 |
142.43 |
|
| R3 |
143.53 |
143.16 |
142.22 |
|
| R2 |
142.74 |
142.74 |
142.14 |
|
| R1 |
142.37 |
142.37 |
142.07 |
142.56 |
| PP |
141.95 |
141.95 |
141.95 |
142.04 |
| S1 |
141.58 |
141.58 |
141.93 |
141.77 |
| S2 |
141.16 |
141.16 |
141.86 |
|
| S3 |
140.37 |
140.79 |
141.78 |
|
| S4 |
139.58 |
140.00 |
141.57 |
|
|
| 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 |
142.32 |
140.84 |
1.48 |
1.0% |
0.47 |
0.3% |
78% |
True |
False |
646,559 |
| 10 |
142.32 |
139.58 |
2.74 |
1.9% |
0.50 |
0.4% |
88% |
True |
False |
571,883 |
| 20 |
142.32 |
138.79 |
3.53 |
2.5% |
0.50 |
0.4% |
91% |
True |
False |
575,989 |
| 40 |
142.32 |
136.42 |
5.90 |
4.2% |
0.62 |
0.4% |
95% |
True |
False |
604,774 |
| 60 |
142.32 |
136.42 |
5.90 |
4.2% |
0.64 |
0.4% |
95% |
True |
False |
458,087 |
| 80 |
142.37 |
136.42 |
5.95 |
4.2% |
0.62 |
0.4% |
94% |
False |
False |
343,621 |
| 100 |
142.37 |
136.42 |
5.95 |
4.2% |
0.62 |
0.4% |
94% |
False |
False |
274,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145.68 |
|
2.618 |
144.39 |
|
1.618 |
143.60 |
|
1.000 |
143.11 |
|
0.618 |
142.81 |
|
HIGH |
142.32 |
|
0.618 |
142.02 |
|
0.500 |
141.93 |
|
0.382 |
141.83 |
|
LOW |
141.53 |
|
0.618 |
141.04 |
|
1.000 |
140.74 |
|
1.618 |
140.25 |
|
2.618 |
139.46 |
|
4.250 |
138.17 |
|
|
| Fisher Pivots for day following 31-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
141.98 |
141.88 |
| PP |
141.95 |
141.75 |
| S1 |
141.93 |
141.63 |
|