Euro Bund Future December 2013


Trading Metrics calculated at close of trading on 20-Aug-2013
Day Change Summary
Previous Current
19-Aug-2013 20-Aug-2013 Change Change % Previous Week
Open 137.90 138.25 0.35 0.3% 140.13
High 138.29 138.71 0.42 0.3% 140.41
Low 137.90 138.20 0.30 0.2% 137.80
Close 137.99 138.66 0.67 0.5% 138.27
Range 0.39 0.51 0.12 30.8% 2.61
ATR 0.66 0.66 0.00 0.7% 0.00
Volume 1,359 2,138 779 57.3% 3,780
Daily Pivots for day following 20-Aug-2013
Classic Woodie Camarilla DeMark
R4 140.05 139.87 138.94
R3 139.54 139.36 138.80
R2 139.03 139.03 138.75
R1 138.85 138.85 138.71 138.94
PP 138.52 138.52 138.52 138.57
S1 138.34 138.34 138.61 138.43
S2 138.01 138.01 138.57
S3 137.50 137.83 138.52
S4 136.99 137.32 138.38
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 146.66 145.07 139.71
R3 144.05 142.46 138.99
R2 141.44 141.44 138.75
R1 139.85 139.85 138.51 139.34
PP 138.83 138.83 138.83 138.57
S1 137.24 137.24 138.03 136.73
S2 136.22 136.22 137.79
S3 133.61 134.63 137.55
S4 131.00 132.02 136.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.14 137.80 1.34 1.0% 0.61 0.4% 64% False False 1,208
10 140.66 137.80 2.86 2.1% 0.63 0.5% 30% False False 1,011
20 141.97 137.80 4.17 3.0% 0.66 0.5% 21% False False 633
40 142.37 137.80 4.57 3.3% 0.59 0.4% 19% False False 338
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 0.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140.88
2.618 140.05
1.618 139.54
1.000 139.22
0.618 139.03
HIGH 138.71
0.618 138.52
0.500 138.46
0.382 138.39
LOW 138.20
0.618 137.88
1.000 137.69
1.618 137.37
2.618 136.86
4.250 136.03
Fisher Pivots for day following 20-Aug-2013
Pivot 1 day 3 day
R1 138.59 138.53
PP 138.52 138.39
S1 138.46 138.26

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

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