Euro Bund Future December 2013
| Trading Metrics calculated at close of trading on 02-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
141.69 |
141.57 |
-0.12 |
-0.1% |
140.86 |
| High |
141.88 |
141.64 |
-0.24 |
-0.2% |
141.88 |
| Low |
141.52 |
141.05 |
-0.47 |
-0.3% |
140.85 |
| Close |
141.71 |
141.12 |
-0.59 |
-0.4% |
141.71 |
| Range |
0.36 |
0.59 |
0.23 |
63.9% |
1.03 |
| ATR |
0.56 |
0.57 |
0.01 |
1.3% |
0.00 |
| Volume |
917,376 |
1,029,337 |
111,961 |
12.2% |
2,517,310 |
|
| Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.04 |
142.67 |
141.44 |
|
| R3 |
142.45 |
142.08 |
141.28 |
|
| R2 |
141.86 |
141.86 |
141.23 |
|
| R1 |
141.49 |
141.49 |
141.17 |
141.38 |
| PP |
141.27 |
141.27 |
141.27 |
141.22 |
| S1 |
140.90 |
140.90 |
141.07 |
140.79 |
| S2 |
140.68 |
140.68 |
141.01 |
|
| S3 |
140.09 |
140.31 |
140.96 |
|
| S4 |
139.50 |
139.72 |
140.80 |
|
|
| 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 |
140.85 |
1.03 |
0.7% |
0.47 |
0.3% |
26% |
False |
False |
709,329 |
| 10 |
141.95 |
140.56 |
1.39 |
1.0% |
0.51 |
0.4% |
40% |
False |
False |
676,889 |
| 20 |
142.10 |
140.53 |
1.57 |
1.1% |
0.55 |
0.4% |
38% |
False |
False |
634,813 |
| 40 |
142.32 |
138.79 |
3.53 |
2.5% |
0.53 |
0.4% |
66% |
False |
False |
603,984 |
| 60 |
142.32 |
136.60 |
5.72 |
4.1% |
0.58 |
0.4% |
79% |
False |
False |
613,626 |
| 80 |
142.32 |
136.42 |
5.90 |
4.2% |
0.62 |
0.4% |
80% |
False |
False |
506,562 |
| 100 |
142.37 |
136.42 |
5.95 |
4.2% |
0.61 |
0.4% |
79% |
False |
False |
405,296 |
| 120 |
142.37 |
136.42 |
5.95 |
4.2% |
0.61 |
0.4% |
79% |
False |
False |
337,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144.15 |
|
2.618 |
143.18 |
|
1.618 |
142.59 |
|
1.000 |
142.23 |
|
0.618 |
142.00 |
|
HIGH |
141.64 |
|
0.618 |
141.41 |
|
0.500 |
141.35 |
|
0.382 |
141.28 |
|
LOW |
141.05 |
|
0.618 |
140.69 |
|
1.000 |
140.46 |
|
1.618 |
140.10 |
|
2.618 |
139.51 |
|
4.250 |
138.54 |
|
|
| Fisher Pivots for day following 02-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
141.35 |
141.47 |
| PP |
141.27 |
141.35 |
| S1 |
141.20 |
141.24 |
|