Euro Bund Future December 2013
| Trading Metrics calculated at close of trading on 25-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
141.00 |
140.86 |
-0.14 |
-0.1% |
141.70 |
| High |
141.11 |
141.38 |
0.27 |
0.2% |
141.95 |
| Low |
140.69 |
140.85 |
0.16 |
0.1% |
140.56 |
| Close |
140.95 |
141.32 |
0.37 |
0.3% |
140.95 |
| Range |
0.42 |
0.53 |
0.11 |
26.2% |
1.39 |
| ATR |
0.60 |
0.60 |
-0.01 |
-0.9% |
0.00 |
| Volume |
446,295 |
582,834 |
136,539 |
30.6% |
3,222,251 |
|
| Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.77 |
142.58 |
141.61 |
|
| R3 |
142.24 |
142.05 |
141.47 |
|
| R2 |
141.71 |
141.71 |
141.42 |
|
| R1 |
141.52 |
141.52 |
141.37 |
141.62 |
| PP |
141.18 |
141.18 |
141.18 |
141.23 |
| S1 |
140.99 |
140.99 |
141.27 |
141.09 |
| S2 |
140.65 |
140.65 |
141.22 |
|
| S3 |
140.12 |
140.46 |
141.17 |
|
| S4 |
139.59 |
139.93 |
141.03 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.32 |
144.53 |
141.71 |
|
| R3 |
143.93 |
143.14 |
141.33 |
|
| R2 |
142.54 |
142.54 |
141.20 |
|
| R1 |
141.75 |
141.75 |
141.08 |
141.45 |
| PP |
141.15 |
141.15 |
141.15 |
141.01 |
| S1 |
140.36 |
140.36 |
140.82 |
140.06 |
| S2 |
139.76 |
139.76 |
140.70 |
|
| S3 |
138.37 |
138.97 |
140.57 |
|
| S4 |
136.98 |
137.58 |
140.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141.91 |
140.56 |
1.35 |
1.0% |
0.56 |
0.4% |
56% |
False |
False |
650,541 |
| 10 |
141.95 |
140.53 |
1.42 |
1.0% |
0.53 |
0.4% |
56% |
False |
False |
587,873 |
| 20 |
142.32 |
140.53 |
1.79 |
1.3% |
0.57 |
0.4% |
44% |
False |
False |
616,524 |
| 40 |
142.32 |
138.79 |
3.53 |
2.5% |
0.54 |
0.4% |
72% |
False |
False |
588,905 |
| 60 |
142.32 |
136.42 |
5.90 |
4.2% |
0.61 |
0.4% |
83% |
False |
False |
617,701 |
| 80 |
142.32 |
136.42 |
5.90 |
4.2% |
0.62 |
0.4% |
83% |
False |
False |
469,563 |
| 100 |
142.37 |
136.42 |
5.95 |
4.2% |
0.60 |
0.4% |
82% |
False |
False |
375,658 |
| 120 |
142.37 |
136.42 |
5.95 |
4.2% |
0.61 |
0.4% |
82% |
False |
False |
313,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.63 |
|
2.618 |
142.77 |
|
1.618 |
142.24 |
|
1.000 |
141.91 |
|
0.618 |
141.71 |
|
HIGH |
141.38 |
|
0.618 |
141.18 |
|
0.500 |
141.12 |
|
0.382 |
141.05 |
|
LOW |
140.85 |
|
0.618 |
140.52 |
|
1.000 |
140.32 |
|
1.618 |
139.99 |
|
2.618 |
139.46 |
|
4.250 |
138.60 |
|
|
| Fisher Pivots for day following 25-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
141.25 |
141.20 |
| PP |
141.18 |
141.09 |
| S1 |
141.12 |
140.97 |
|