Euro Bund Future March 2014
| Trading Metrics calculated at close of trading on 23-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2013 |
23-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
139.81 |
139.77 |
-0.04 |
0.0% |
140.47 |
| High |
139.96 |
139.93 |
-0.03 |
0.0% |
140.59 |
| Low |
139.43 |
139.62 |
0.19 |
0.1% |
139.43 |
| Close |
139.92 |
139.75 |
-0.17 |
-0.1% |
139.92 |
| Range |
0.53 |
0.31 |
-0.22 |
-41.5% |
1.16 |
| ATR |
0.53 |
0.51 |
-0.02 |
-2.9% |
0.00 |
| Volume |
148,552 |
216,923 |
68,371 |
46.0% |
1,988,233 |
|
| Daily Pivots for day following 23-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.70 |
140.53 |
139.92 |
|
| R3 |
140.39 |
140.22 |
139.84 |
|
| R2 |
140.08 |
140.08 |
139.81 |
|
| R1 |
139.91 |
139.91 |
139.78 |
139.84 |
| PP |
139.77 |
139.77 |
139.77 |
139.73 |
| S1 |
139.60 |
139.60 |
139.72 |
139.53 |
| S2 |
139.46 |
139.46 |
139.69 |
|
| S3 |
139.15 |
139.29 |
139.66 |
|
| S4 |
138.84 |
138.98 |
139.58 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.46 |
142.85 |
140.56 |
|
| R3 |
142.30 |
141.69 |
140.24 |
|
| R2 |
141.14 |
141.14 |
140.13 |
|
| R1 |
140.53 |
140.53 |
140.03 |
140.26 |
| PP |
139.98 |
139.98 |
139.98 |
139.84 |
| S1 |
139.37 |
139.37 |
139.81 |
139.10 |
| S2 |
138.82 |
138.82 |
139.71 |
|
| S3 |
137.66 |
138.21 |
139.60 |
|
| S4 |
136.50 |
137.05 |
139.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140.49 |
139.43 |
1.06 |
0.8% |
0.50 |
0.4% |
30% |
False |
False |
368,692 |
| 10 |
140.59 |
139.43 |
1.16 |
0.8% |
0.45 |
0.3% |
28% |
False |
False |
392,198 |
| 20 |
142.06 |
139.43 |
2.63 |
1.9% |
0.51 |
0.4% |
12% |
False |
False |
413,958 |
| 40 |
142.25 |
139.43 |
2.82 |
2.0% |
0.51 |
0.4% |
11% |
False |
False |
208,560 |
| 60 |
142.25 |
138.70 |
3.55 |
2.5% |
0.45 |
0.3% |
30% |
False |
False |
139,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141.25 |
|
2.618 |
140.74 |
|
1.618 |
140.43 |
|
1.000 |
140.24 |
|
0.618 |
140.12 |
|
HIGH |
139.93 |
|
0.618 |
139.81 |
|
0.500 |
139.78 |
|
0.382 |
139.74 |
|
LOW |
139.62 |
|
0.618 |
139.43 |
|
1.000 |
139.31 |
|
1.618 |
139.12 |
|
2.618 |
138.81 |
|
4.250 |
138.30 |
|
|
| Fisher Pivots for day following 23-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
139.78 |
139.82 |
| PP |
139.77 |
139.80 |
| S1 |
139.76 |
139.77 |
|