Euro Bund Future December 2013


Trading Metrics calculated at close of trading on 16-Sep-2013
Day Change Summary
Previous Current
13-Sep-2013 16-Sep-2013 Change Change % Previous Week
Open 137.29 138.48 1.19 0.9% 137.53
High 138.16 138.66 0.50 0.4% 138.16
Low 137.17 138.13 0.96 0.7% 136.60
Close 137.99 138.50 0.51 0.4% 137.99
Range 0.99 0.53 -0.46 -46.5% 1.56
ATR 0.79 0.78 -0.01 -1.1% 0.00
Volume 553,229 514,171 -39,058 -7.1% 3,154,505
Daily Pivots for day following 16-Sep-2013
Classic Woodie Camarilla DeMark
R4 140.02 139.79 138.79
R3 139.49 139.26 138.65
R2 138.96 138.96 138.60
R1 138.73 138.73 138.55 138.85
PP 138.43 138.43 138.43 138.49
S1 138.20 138.20 138.45 138.32
S2 137.90 137.90 138.40
S3 137.37 137.67 138.35
S4 136.84 137.14 138.21
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 142.26 141.69 138.85
R3 140.70 140.13 138.42
R2 139.14 139.14 138.28
R1 138.57 138.57 138.13 138.86
PP 137.58 137.58 137.58 137.73
S1 137.01 137.01 137.85 137.30
S2 136.02 136.02 137.70
S3 134.46 135.45 137.56
S4 132.90 133.89 137.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.66 136.60 2.06 1.5% 0.68 0.5% 92% True False 589,581
10 138.66 136.42 2.24 1.6% 0.74 0.5% 93% True False 687,697
20 138.99 136.42 2.57 1.9% 0.69 0.5% 81% False False 368,562
40 142.26 136.42 5.84 4.2% 0.67 0.5% 36% False False 184,511
60 142.37 136.42 5.95 4.3% 0.63 0.5% 35% False False 123,026
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 140.91
2.618 140.05
1.618 139.52
1.000 139.19
0.618 138.99
HIGH 138.66
0.618 138.46
0.500 138.40
0.382 138.33
LOW 138.13
0.618 137.80
1.000 137.60
1.618 137.27
2.618 136.74
4.250 135.88
Fisher Pivots for day following 16-Sep-2013
Pivot 1 day 3 day
R1 138.47 138.31
PP 138.43 138.11
S1 138.40 137.92

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

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