Euro Bund Future December 2013


Trading Metrics calculated at close of trading on 28-Aug-2013
Day Change Summary
Previous Current
27-Aug-2013 28-Aug-2013 Change Change % Previous Week
Open 138.06 138.82 0.76 0.6% 137.90
High 138.99 138.95 -0.04 0.0% 138.71
Low 137.97 138.17 0.20 0.1% 137.11
Close 138.58 138.33 -0.25 -0.2% 137.62
Range 1.02 0.78 -0.24 -23.5% 1.60
ATR 0.68 0.69 0.01 1.0% 0.00
Volume 28,323 74,679 46,356 163.7% 14,967
Daily Pivots for day following 28-Aug-2013
Classic Woodie Camarilla DeMark
R4 140.82 140.36 138.76
R3 140.04 139.58 138.54
R2 139.26 139.26 138.47
R1 138.80 138.80 138.40 138.64
PP 138.48 138.48 138.48 138.41
S1 138.02 138.02 138.26 137.86
S2 137.70 137.70 138.19
S3 136.92 137.24 138.12
S4 136.14 136.46 137.90
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 142.61 141.72 138.50
R3 141.01 140.12 138.06
R2 139.41 139.41 137.91
R1 138.52 138.52 137.77 138.17
PP 137.81 137.81 137.81 137.64
S1 136.92 136.92 137.47 136.57
S2 136.21 136.21 137.33
S3 134.61 135.32 137.18
S4 133.01 133.72 136.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.99 137.11 1.88 1.4% 0.71 0.5% 65% False False 22,792
10 139.04 137.11 1.93 1.4% 0.68 0.5% 63% False False 12,296
20 141.22 137.11 4.11 3.0% 0.66 0.5% 30% False False 6,492
40 142.37 137.11 5.26 3.8% 0.60 0.4% 23% False False 3,265
60 142.37 137.11 5.26 3.8% 0.62 0.4% 23% False False 2,199
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 142.27
2.618 140.99
1.618 140.21
1.000 139.73
0.618 139.43
HIGH 138.95
0.618 138.65
0.500 138.56
0.382 138.47
LOW 138.17
0.618 137.69
1.000 137.39
1.618 136.91
2.618 136.13
4.250 134.86
Fisher Pivots for day following 28-Aug-2013
Pivot 1 day 3 day
R1 138.56 138.32
PP 138.48 138.32
S1 138.41 138.31

These figures are updated between 7pm and 10pm EST after a trading day.

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