Euro Bund Future December 2013
| Trading Metrics calculated at close of trading on 04-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2013 |
04-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
141.17 |
141.23 |
0.06 |
0.0% |
140.86 |
| High |
141.42 |
141.23 |
-0.19 |
-0.1% |
141.88 |
| Low |
140.94 |
140.26 |
-0.68 |
-0.5% |
140.85 |
| Close |
141.28 |
140.38 |
-0.90 |
-0.6% |
141.71 |
| Range |
0.48 |
0.97 |
0.49 |
102.1% |
1.03 |
| ATR |
0.56 |
0.59 |
0.03 |
5.8% |
0.00 |
| Volume |
1,286,090 |
294,077 |
-992,013 |
-77.1% |
2,517,310 |
|
| Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.53 |
142.93 |
140.91 |
|
| R3 |
142.56 |
141.96 |
140.65 |
|
| R2 |
141.59 |
141.59 |
140.56 |
|
| R1 |
140.99 |
140.99 |
140.47 |
140.81 |
| PP |
140.62 |
140.62 |
140.62 |
140.53 |
| S1 |
140.02 |
140.02 |
140.29 |
139.84 |
| S2 |
139.65 |
139.65 |
140.20 |
|
| S3 |
138.68 |
139.05 |
140.11 |
|
| S4 |
137.71 |
138.08 |
139.85 |
|
|
| 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 |
140.26 |
1.62 |
1.2% |
0.56 |
0.4% |
7% |
False |
True |
791,398 |
| 10 |
141.88 |
140.26 |
1.62 |
1.2% |
0.55 |
0.4% |
7% |
False |
True |
697,003 |
| 20 |
142.10 |
140.26 |
1.84 |
1.3% |
0.57 |
0.4% |
7% |
False |
True |
646,156 |
| 40 |
142.32 |
138.79 |
3.53 |
2.5% |
0.54 |
0.4% |
45% |
False |
False |
613,408 |
| 60 |
142.32 |
136.71 |
5.61 |
4.0% |
0.59 |
0.4% |
65% |
False |
False |
617,430 |
| 80 |
142.32 |
136.42 |
5.90 |
4.2% |
0.62 |
0.4% |
67% |
False |
False |
526,287 |
| 100 |
142.37 |
136.42 |
5.95 |
4.2% |
0.61 |
0.4% |
67% |
False |
False |
421,097 |
| 120 |
142.37 |
136.42 |
5.95 |
4.2% |
0.62 |
0.4% |
67% |
False |
False |
350,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145.35 |
|
2.618 |
143.77 |
|
1.618 |
142.80 |
|
1.000 |
142.20 |
|
0.618 |
141.83 |
|
HIGH |
141.23 |
|
0.618 |
140.86 |
|
0.500 |
140.75 |
|
0.382 |
140.63 |
|
LOW |
140.26 |
|
0.618 |
139.66 |
|
1.000 |
139.29 |
|
1.618 |
138.69 |
|
2.618 |
137.72 |
|
4.250 |
136.14 |
|
|
| Fisher Pivots for day following 04-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
140.75 |
140.95 |
| PP |
140.62 |
140.76 |
| S1 |
140.50 |
140.57 |
|