Euro Bund Future December 2013
| Trading Metrics calculated at close of trading on 14-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
140.70 |
141.49 |
0.79 |
0.6% |
141.85 |
| High |
141.40 |
141.77 |
0.37 |
0.3% |
142.10 |
| Low |
140.66 |
141.39 |
0.73 |
0.5% |
140.87 |
| Close |
141.33 |
141.70 |
0.37 |
0.3% |
141.02 |
| Range |
0.74 |
0.38 |
-0.36 |
-48.6% |
1.23 |
| ATR |
0.62 |
0.60 |
-0.01 |
-2.1% |
0.00 |
| Volume |
648,831 |
411,521 |
-237,310 |
-36.6% |
3,189,617 |
|
| Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.76 |
142.61 |
141.91 |
|
| R3 |
142.38 |
142.23 |
141.80 |
|
| R2 |
142.00 |
142.00 |
141.77 |
|
| R1 |
141.85 |
141.85 |
141.73 |
141.93 |
| PP |
141.62 |
141.62 |
141.62 |
141.66 |
| S1 |
141.47 |
141.47 |
141.67 |
141.55 |
| S2 |
141.24 |
141.24 |
141.63 |
|
| S3 |
140.86 |
141.09 |
141.60 |
|
| S4 |
140.48 |
140.71 |
141.49 |
|
|
| 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 |
141.95 |
140.53 |
1.42 |
1.0% |
0.60 |
0.4% |
82% |
False |
False |
521,051 |
| 10 |
142.19 |
140.53 |
1.66 |
1.2% |
0.60 |
0.4% |
70% |
False |
False |
587,689 |
| 20 |
142.32 |
139.58 |
2.74 |
1.9% |
0.55 |
0.4% |
77% |
False |
False |
579,786 |
| 40 |
142.32 |
138.02 |
4.30 |
3.0% |
0.57 |
0.4% |
86% |
False |
False |
595,507 |
| 60 |
142.32 |
136.42 |
5.90 |
4.2% |
0.63 |
0.4% |
89% |
False |
False |
555,834 |
| 80 |
142.32 |
136.42 |
5.90 |
4.2% |
0.63 |
0.4% |
89% |
False |
False |
417,078 |
| 100 |
142.37 |
136.42 |
5.95 |
4.2% |
0.61 |
0.4% |
89% |
False |
False |
333,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.39 |
|
2.618 |
142.76 |
|
1.618 |
142.38 |
|
1.000 |
142.15 |
|
0.618 |
142.00 |
|
HIGH |
141.77 |
|
0.618 |
141.62 |
|
0.500 |
141.58 |
|
0.382 |
141.54 |
|
LOW |
141.39 |
|
0.618 |
141.16 |
|
1.000 |
141.01 |
|
1.618 |
140.78 |
|
2.618 |
140.40 |
|
4.250 |
139.78 |
|
|
| Fisher Pivots for day following 14-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
141.66 |
141.52 |
| PP |
141.62 |
141.33 |
| S1 |
141.58 |
141.15 |
|