Euro Bund Future December 2013
| Trading Metrics calculated at close of trading on 06-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
141.88 |
141.37 |
-0.51 |
-0.4% |
140.94 |
| High |
141.97 |
141.44 |
-0.53 |
-0.4% |
142.32 |
| Low |
141.11 |
141.06 |
-0.05 |
0.0% |
140.92 |
| Close |
141.16 |
141.15 |
-0.01 |
0.0% |
141.85 |
| Range |
0.86 |
0.38 |
-0.48 |
-55.8% |
1.40 |
| ATR |
0.59 |
0.57 |
-0.01 |
-2.5% |
0.00 |
| Volume |
625,850 |
804,539 |
178,689 |
28.6% |
3,155,597 |
|
| Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.36 |
142.13 |
141.36 |
|
| R3 |
141.98 |
141.75 |
141.25 |
|
| R2 |
141.60 |
141.60 |
141.22 |
|
| R1 |
141.37 |
141.37 |
141.18 |
141.30 |
| PP |
141.22 |
141.22 |
141.22 |
141.18 |
| S1 |
140.99 |
140.99 |
141.12 |
140.92 |
| S2 |
140.84 |
140.84 |
141.08 |
|
| S3 |
140.46 |
140.61 |
141.05 |
|
| S4 |
140.08 |
140.23 |
140.94 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.90 |
145.27 |
142.62 |
|
| R3 |
144.50 |
143.87 |
142.24 |
|
| R2 |
143.10 |
143.10 |
142.11 |
|
| R1 |
142.47 |
142.47 |
141.98 |
142.79 |
| PP |
141.70 |
141.70 |
141.70 |
141.85 |
| S1 |
141.07 |
141.07 |
141.72 |
141.39 |
| S2 |
140.30 |
140.30 |
141.59 |
|
| S3 |
138.90 |
139.67 |
141.47 |
|
| S4 |
137.50 |
138.27 |
141.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142.32 |
141.06 |
1.26 |
0.9% |
0.56 |
0.4% |
7% |
False |
True |
621,703 |
| 10 |
142.32 |
140.71 |
1.61 |
1.1% |
0.48 |
0.3% |
27% |
False |
False |
621,049 |
| 20 |
142.32 |
138.79 |
3.53 |
2.5% |
0.51 |
0.4% |
67% |
False |
False |
582,497 |
| 40 |
142.32 |
137.17 |
5.15 |
3.6% |
0.59 |
0.4% |
77% |
False |
False |
606,589 |
| 60 |
142.32 |
136.42 |
5.90 |
4.2% |
0.63 |
0.4% |
80% |
False |
False |
499,737 |
| 80 |
142.37 |
136.42 |
5.95 |
4.2% |
0.62 |
0.4% |
79% |
False |
False |
374,888 |
| 100 |
142.37 |
136.42 |
5.95 |
4.2% |
0.62 |
0.4% |
79% |
False |
False |
299,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.06 |
|
2.618 |
142.43 |
|
1.618 |
142.05 |
|
1.000 |
141.82 |
|
0.618 |
141.67 |
|
HIGH |
141.44 |
|
0.618 |
141.29 |
|
0.500 |
141.25 |
|
0.382 |
141.21 |
|
LOW |
141.06 |
|
0.618 |
140.83 |
|
1.000 |
140.68 |
|
1.618 |
140.45 |
|
2.618 |
140.07 |
|
4.250 |
139.45 |
|
|
| Fisher Pivots for day following 06-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
141.25 |
141.57 |
| PP |
141.22 |
141.43 |
| S1 |
141.18 |
141.29 |
|