Euro Bund Future December 2013


Trading Metrics calculated at close of trading on 14-Aug-2013
Day Change Summary
Previous Current
13-Aug-2013 14-Aug-2013 Change Change % Previous Week
Open 139.95 138.82 -1.13 -0.8% 140.77
High 139.95 139.14 -0.81 -0.6% 140.88
Low 138.69 138.67 -0.02 0.0% 139.90
Close 138.91 139.01 0.10 0.1% 140.32
Range 1.26 0.47 -0.79 -62.7% 0.98
ATR 0.66 0.65 -0.01 -2.1% 0.00
Volume 166 570 404 243.4% 5,006
Daily Pivots for day following 14-Aug-2013
Classic Woodie Camarilla DeMark
R4 140.35 140.15 139.27
R3 139.88 139.68 139.14
R2 139.41 139.41 139.10
R1 139.21 139.21 139.05 139.31
PP 138.94 138.94 138.94 138.99
S1 138.74 138.74 138.97 138.84
S2 138.47 138.47 138.92
S3 138.00 138.27 138.88
S4 137.53 137.80 138.75
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 143.31 142.79 140.86
R3 142.33 141.81 140.59
R2 141.35 141.35 140.50
R1 140.83 140.83 140.41 140.60
PP 140.37 140.37 140.37 140.25
S1 139.85 139.85 140.23 139.62
S2 139.39 139.39 140.14
S3 138.41 138.87 140.05
S4 137.43 137.89 139.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.66 138.67 1.99 1.4% 0.62 0.4% 17% False True 613
10 141.22 138.67 2.55 1.8% 0.65 0.5% 13% False True 688
20 142.37 138.67 3.70 2.7% 0.60 0.4% 9% False True 365
40 142.37 138.22 4.15 3.0% 0.60 0.4% 19% False False 216
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141.14
2.618 140.37
1.618 139.90
1.000 139.61
0.618 139.43
HIGH 139.14
0.618 138.96
0.500 138.91
0.382 138.85
LOW 138.67
0.618 138.38
1.000 138.20
1.618 137.91
2.618 137.44
4.250 136.67
Fisher Pivots for day following 14-Aug-2013
Pivot 1 day 3 day
R1 138.98 139.54
PP 138.94 139.36
S1 138.91 139.19

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

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