Euro Bund Future December 2013
| Trading Metrics calculated at close of trading on 03-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
141.57 |
141.17 |
-0.40 |
-0.3% |
140.86 |
| High |
141.64 |
141.42 |
-0.22 |
-0.2% |
141.88 |
| Low |
141.05 |
140.94 |
-0.11 |
-0.1% |
140.85 |
| Close |
141.12 |
141.28 |
0.16 |
0.1% |
141.71 |
| Range |
0.59 |
0.48 |
-0.11 |
-18.6% |
1.03 |
| ATR |
0.57 |
0.56 |
-0.01 |
-1.1% |
0.00 |
| Volume |
1,029,337 |
1,286,090 |
256,753 |
24.9% |
2,517,310 |
|
| Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.65 |
142.45 |
141.54 |
|
| R3 |
142.17 |
141.97 |
141.41 |
|
| R2 |
141.69 |
141.69 |
141.37 |
|
| R1 |
141.49 |
141.49 |
141.32 |
141.59 |
| PP |
141.21 |
141.21 |
141.21 |
141.27 |
| S1 |
141.01 |
141.01 |
141.24 |
141.11 |
| S2 |
140.73 |
140.73 |
141.19 |
|
| S3 |
140.25 |
140.53 |
141.15 |
|
| S4 |
139.77 |
140.05 |
141.02 |
|
|
| 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 |
140.94 |
0.94 |
0.7% |
0.46 |
0.3% |
36% |
False |
True |
849,980 |
| 10 |
141.91 |
140.56 |
1.35 |
1.0% |
0.51 |
0.4% |
53% |
False |
False |
750,261 |
| 20 |
142.10 |
140.53 |
1.57 |
1.1% |
0.56 |
0.4% |
48% |
False |
False |
662,745 |
| 40 |
142.32 |
138.79 |
3.53 |
2.5% |
0.53 |
0.4% |
71% |
False |
False |
622,295 |
| 60 |
142.32 |
136.60 |
5.72 |
4.0% |
0.59 |
0.4% |
82% |
False |
False |
623,048 |
| 80 |
142.32 |
136.42 |
5.90 |
4.2% |
0.62 |
0.4% |
82% |
False |
False |
522,625 |
| 100 |
142.37 |
136.42 |
5.95 |
4.2% |
0.60 |
0.4% |
82% |
False |
False |
418,156 |
| 120 |
142.37 |
136.42 |
5.95 |
4.2% |
0.61 |
0.4% |
82% |
False |
False |
348,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.46 |
|
2.618 |
142.68 |
|
1.618 |
142.20 |
|
1.000 |
141.90 |
|
0.618 |
141.72 |
|
HIGH |
141.42 |
|
0.618 |
141.24 |
|
0.500 |
141.18 |
|
0.382 |
141.12 |
|
LOW |
140.94 |
|
0.618 |
140.64 |
|
1.000 |
140.46 |
|
1.618 |
140.16 |
|
2.618 |
139.68 |
|
4.250 |
138.90 |
|
|
| Fisher Pivots for day following 03-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
141.25 |
141.41 |
| PP |
141.21 |
141.37 |
| S1 |
141.18 |
141.32 |
|