Euro Bund Future December 2013
| Trading Metrics calculated at close of trading on 06-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2013 |
06-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
140.39 |
139.76 |
-0.63 |
-0.4% |
141.57 |
| High |
140.59 |
140.17 |
-0.42 |
-0.3% |
141.64 |
| Low |
139.78 |
139.76 |
-0.02 |
0.0% |
139.76 |
| Close |
139.96 |
140.00 |
0.04 |
0.0% |
140.00 |
| Range |
0.81 |
0.41 |
-0.40 |
-49.4% |
1.88 |
| ATR |
0.61 |
0.60 |
-0.01 |
-2.3% |
0.00 |
| Volume |
17,136 |
6,295 |
-10,841 |
-63.3% |
2,632,935 |
|
| Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.21 |
141.01 |
140.23 |
|
| R3 |
140.80 |
140.60 |
140.11 |
|
| R2 |
140.39 |
140.39 |
140.08 |
|
| R1 |
140.19 |
140.19 |
140.04 |
140.29 |
| PP |
139.98 |
139.98 |
139.98 |
140.03 |
| S1 |
139.78 |
139.78 |
139.96 |
139.88 |
| S2 |
139.57 |
139.57 |
139.92 |
|
| S3 |
139.16 |
139.37 |
139.89 |
|
| S4 |
138.75 |
138.96 |
139.77 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.11 |
144.93 |
141.03 |
|
| R3 |
144.23 |
143.05 |
140.52 |
|
| R2 |
142.35 |
142.35 |
140.34 |
|
| R1 |
141.17 |
141.17 |
140.17 |
140.82 |
| PP |
140.47 |
140.47 |
140.47 |
140.29 |
| S1 |
139.29 |
139.29 |
139.83 |
138.94 |
| S2 |
138.59 |
138.59 |
139.66 |
|
| S3 |
136.71 |
137.41 |
139.48 |
|
| S4 |
134.83 |
135.53 |
138.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141.64 |
139.76 |
1.88 |
1.3% |
0.65 |
0.5% |
13% |
False |
True |
526,587 |
| 10 |
141.88 |
139.76 |
2.12 |
1.5% |
0.55 |
0.4% |
11% |
False |
True |
559,654 |
| 20 |
141.95 |
139.76 |
2.19 |
1.6% |
0.56 |
0.4% |
11% |
False |
True |
568,595 |
| 40 |
142.32 |
138.79 |
3.53 |
2.5% |
0.55 |
0.4% |
34% |
False |
False |
579,471 |
| 60 |
142.32 |
137.17 |
5.15 |
3.7% |
0.59 |
0.4% |
55% |
False |
False |
596,998 |
| 80 |
142.32 |
136.42 |
5.90 |
4.2% |
0.62 |
0.4% |
61% |
False |
False |
526,571 |
| 100 |
142.37 |
136.42 |
5.95 |
4.3% |
0.61 |
0.4% |
60% |
False |
False |
421,330 |
| 120 |
142.37 |
136.42 |
5.95 |
4.3% |
0.61 |
0.4% |
60% |
False |
False |
351,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141.91 |
|
2.618 |
141.24 |
|
1.618 |
140.83 |
|
1.000 |
140.58 |
|
0.618 |
140.42 |
|
HIGH |
140.17 |
|
0.618 |
140.01 |
|
0.500 |
139.97 |
|
0.382 |
139.92 |
|
LOW |
139.76 |
|
0.618 |
139.51 |
|
1.000 |
139.35 |
|
1.618 |
139.10 |
|
2.618 |
138.69 |
|
4.250 |
138.02 |
|
|
| Fisher Pivots for day following 06-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
139.99 |
140.50 |
| PP |
139.98 |
140.33 |
| S1 |
139.97 |
140.17 |
|