Euro Bund Future December 2013


Trading Metrics calculated at close of trading on 13-Nov-2013
Day Change Summary
Previous Current
12-Nov-2013 13-Nov-2013 Change Change % Previous Week
Open 140.96 140.70 -0.26 -0.2% 141.85
High 140.99 141.40 0.41 0.3% 142.10
Low 140.53 140.66 0.13 0.1% 140.87
Close 140.70 141.33 0.63 0.4% 141.02
Range 0.46 0.74 0.28 60.9% 1.23
ATR 0.61 0.62 0.01 1.6% 0.00
Volume 619,150 648,831 29,681 4.8% 3,189,617
Daily Pivots for day following 13-Nov-2013
Classic Woodie Camarilla DeMark
R4 143.35 143.08 141.74
R3 142.61 142.34 141.53
R2 141.87 141.87 141.47
R1 141.60 141.60 141.40 141.74
PP 141.13 141.13 141.13 141.20
S1 140.86 140.86 141.26 141.00
S2 140.39 140.39 141.19
S3 139.65 140.12 141.13
S4 138.91 139.38 140.92
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 145.02 144.25 141.70
R3 143.79 143.02 141.36
R2 142.56 142.56 141.25
R1 141.79 141.79 141.13 141.56
PP 141.33 141.33 141.33 141.22
S1 140.56 140.56 140.91 140.33
S2 140.10 140.10 140.79
S3 138.87 139.33 140.68
S4 137.64 138.10 140.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.10 140.53 1.57 1.1% 0.73 0.5% 51% False False 592,771
10 142.32 140.53 1.79 1.3% 0.64 0.5% 45% False False 607,237
20 142.32 139.26 3.06 2.2% 0.56 0.4% 68% False False 588,366
40 142.32 138.02 4.30 3.0% 0.58 0.4% 77% False False 601,218
60 142.32 136.42 5.90 4.2% 0.64 0.5% 83% False False 549,034
80 142.32 136.42 5.90 4.2% 0.64 0.5% 83% False False 411,934
100 142.37 136.42 5.95 4.2% 0.62 0.4% 83% False False 329,556
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.08
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 144.55
2.618 143.34
1.618 142.60
1.000 142.14
0.618 141.86
HIGH 141.40
0.618 141.12
0.500 141.03
0.382 140.94
LOW 140.66
0.618 140.20
1.000 139.92
1.618 139.46
2.618 138.72
4.250 137.52
Fisher Pivots for day following 13-Nov-2013
Pivot 1 day 3 day
R1 141.23 141.21
PP 141.13 141.09
S1 141.03 140.97

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

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