Euro Bund Future December 2013
Trading Metrics calculated at close of trading on 29-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
141.65 |
141.69 |
0.04 |
0.0% |
140.86 |
High |
141.75 |
141.88 |
0.13 |
0.1% |
141.88 |
Low |
141.37 |
141.52 |
0.15 |
0.1% |
140.85 |
Close |
141.63 |
141.71 |
0.08 |
0.1% |
141.71 |
Range |
0.38 |
0.36 |
-0.02 |
-5.3% |
1.03 |
ATR |
0.58 |
0.56 |
-0.02 |
-2.7% |
0.00 |
Volume |
430,110 |
917,376 |
487,266 |
113.3% |
2,517,310 |
|
Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.78 |
142.61 |
141.91 |
|
R3 |
142.42 |
142.25 |
141.81 |
|
R2 |
142.06 |
142.06 |
141.78 |
|
R1 |
141.89 |
141.89 |
141.74 |
141.98 |
PP |
141.70 |
141.70 |
141.70 |
141.75 |
S1 |
141.53 |
141.53 |
141.68 |
141.62 |
S2 |
141.34 |
141.34 |
141.64 |
|
S3 |
140.98 |
141.17 |
141.61 |
|
S4 |
140.62 |
140.81 |
141.51 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.57 |
144.17 |
142.28 |
|
R3 |
143.54 |
143.14 |
141.99 |
|
R2 |
142.51 |
142.51 |
141.90 |
|
R1 |
142.11 |
142.11 |
141.80 |
142.31 |
PP |
141.48 |
141.48 |
141.48 |
141.58 |
S1 |
141.08 |
141.08 |
141.62 |
141.28 |
S2 |
140.45 |
140.45 |
141.52 |
|
S3 |
139.42 |
140.05 |
141.43 |
|
S4 |
138.39 |
139.02 |
141.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
141.88 |
140.69 |
1.19 |
0.8% |
0.44 |
0.3% |
86% |
True |
False |
592,721 |
10 |
141.95 |
140.56 |
1.39 |
1.0% |
0.49 |
0.3% |
83% |
False |
False |
613,371 |
20 |
142.19 |
140.53 |
1.66 |
1.2% |
0.55 |
0.4% |
71% |
False |
False |
600,530 |
40 |
142.32 |
138.79 |
3.53 |
2.5% |
0.52 |
0.4% |
83% |
False |
False |
588,259 |
60 |
142.32 |
136.42 |
5.90 |
4.2% |
0.60 |
0.4% |
90% |
False |
False |
603,359 |
80 |
142.32 |
136.42 |
5.90 |
4.2% |
0.62 |
0.4% |
90% |
False |
False |
493,698 |
100 |
142.37 |
136.42 |
5.95 |
4.2% |
0.60 |
0.4% |
89% |
False |
False |
395,003 |
120 |
142.37 |
136.42 |
5.95 |
4.2% |
0.61 |
0.4% |
89% |
False |
False |
329,180 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.41 |
2.618 |
142.82 |
1.618 |
142.46 |
1.000 |
142.24 |
0.618 |
142.10 |
HIGH |
141.88 |
0.618 |
141.74 |
0.500 |
141.70 |
0.382 |
141.66 |
LOW |
141.52 |
0.618 |
141.30 |
1.000 |
141.16 |
1.618 |
140.94 |
2.618 |
140.58 |
4.250 |
139.99 |
|
|
Fisher Pivots for day following 29-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
141.71 |
141.67 |
PP |
141.70 |
141.62 |
S1 |
141.70 |
141.58 |
|