Euro Bund Future December 2013
| Trading Metrics calculated at close of trading on 13-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
140.96 |
140.70 |
-0.26 |
-0.2% |
141.85 |
| High |
140.99 |
141.40 |
0.41 |
0.3% |
142.10 |
| Low |
140.53 |
140.66 |
0.13 |
0.1% |
140.87 |
| Close |
140.70 |
141.33 |
0.63 |
0.4% |
141.02 |
| Range |
0.46 |
0.74 |
0.28 |
60.9% |
1.23 |
| ATR |
0.61 |
0.62 |
0.01 |
1.6% |
0.00 |
| Volume |
619,150 |
648,831 |
29,681 |
4.8% |
3,189,617 |
|
| Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.35 |
143.08 |
141.74 |
|
| R3 |
142.61 |
142.34 |
141.53 |
|
| R2 |
141.87 |
141.87 |
141.47 |
|
| R1 |
141.60 |
141.60 |
141.40 |
141.74 |
| PP |
141.13 |
141.13 |
141.13 |
141.20 |
| S1 |
140.86 |
140.86 |
141.26 |
141.00 |
| S2 |
140.39 |
140.39 |
141.19 |
|
| S3 |
139.65 |
140.12 |
141.13 |
|
| S4 |
138.91 |
139.38 |
140.92 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.02 |
144.25 |
141.70 |
|
| R3 |
143.79 |
143.02 |
141.36 |
|
| R2 |
142.56 |
142.56 |
141.25 |
|
| R1 |
141.79 |
141.79 |
141.13 |
141.56 |
| PP |
141.33 |
141.33 |
141.33 |
141.22 |
| S1 |
140.56 |
140.56 |
140.91 |
140.33 |
| S2 |
140.10 |
140.10 |
140.79 |
|
| S3 |
138.87 |
139.33 |
140.68 |
|
| S4 |
137.64 |
138.10 |
140.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142.10 |
140.53 |
1.57 |
1.1% |
0.73 |
0.5% |
51% |
False |
False |
592,771 |
| 10 |
142.32 |
140.53 |
1.79 |
1.3% |
0.64 |
0.5% |
45% |
False |
False |
607,237 |
| 20 |
142.32 |
139.26 |
3.06 |
2.2% |
0.56 |
0.4% |
68% |
False |
False |
588,366 |
| 40 |
142.32 |
138.02 |
4.30 |
3.0% |
0.58 |
0.4% |
77% |
False |
False |
601,218 |
| 60 |
142.32 |
136.42 |
5.90 |
4.2% |
0.64 |
0.5% |
83% |
False |
False |
549,034 |
| 80 |
142.32 |
136.42 |
5.90 |
4.2% |
0.64 |
0.5% |
83% |
False |
False |
411,934 |
| 100 |
142.37 |
136.42 |
5.95 |
4.2% |
0.62 |
0.4% |
83% |
False |
False |
329,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144.55 |
|
2.618 |
143.34 |
|
1.618 |
142.60 |
|
1.000 |
142.14 |
|
0.618 |
141.86 |
|
HIGH |
141.40 |
|
0.618 |
141.12 |
|
0.500 |
141.03 |
|
0.382 |
140.94 |
|
LOW |
140.66 |
|
0.618 |
140.20 |
|
1.000 |
139.92 |
|
1.618 |
139.46 |
|
2.618 |
138.72 |
|
4.250 |
137.52 |
|
|
| Fisher Pivots for day following 13-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
141.23 |
141.21 |
| PP |
141.13 |
141.09 |
| S1 |
141.03 |
140.97 |
|