Euro Bund Future December 2013


Trading Metrics calculated at close of trading on 30-Aug-2013
Day Change Summary
Previous Current
29-Aug-2013 30-Aug-2013 Change Change % Previous Week
Open 138.31 138.66 0.35 0.3% 137.67
High 138.84 138.94 0.10 0.1% 138.99
Low 138.09 138.42 0.33 0.2% 137.63
Close 138.61 138.67 0.06 0.0% 138.67
Range 0.75 0.52 -0.23 -30.7% 1.36
ATR 0.69 0.68 -0.01 -1.8% 0.00
Volume 52,403 320,874 268,471 512.3% 479,303
Daily Pivots for day following 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 140.24 139.97 138.96
R3 139.72 139.45 138.81
R2 139.20 139.20 138.77
R1 138.93 138.93 138.72 139.07
PP 138.68 138.68 138.68 138.74
S1 138.41 138.41 138.62 138.55
S2 138.16 138.16 138.57
S3 137.64 137.89 138.53
S4 137.12 137.37 138.38
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 142.51 141.95 139.42
R3 141.15 140.59 139.04
R2 139.79 139.79 138.92
R1 139.23 139.23 138.79 139.51
PP 138.43 138.43 138.43 138.57
S1 137.87 137.87 138.55 138.15
S2 137.07 137.07 138.42
S3 135.71 136.51 138.30
S4 134.35 135.15 137.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.99 137.63 1.36 1.0% 0.73 0.5% 76% False False 95,860
10 138.99 137.11 1.88 1.4% 0.64 0.5% 83% False False 49,427
20 140.88 137.11 3.77 2.7% 0.63 0.5% 41% False False 25,152
40 142.37 137.11 5.26 3.8% 0.59 0.4% 30% False False 12,595
60 142.37 137.11 5.26 3.8% 0.61 0.4% 30% False False 8,419
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 0.11
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 141.15
2.618 140.30
1.618 139.78
1.000 139.46
0.618 139.26
HIGH 138.94
0.618 138.74
0.500 138.68
0.382 138.62
LOW 138.42
0.618 138.10
1.000 137.90
1.618 137.58
2.618 137.06
4.250 136.21
Fisher Pivots for day following 30-Aug-2013
Pivot 1 day 3 day
R1 138.68 138.62
PP 138.68 138.57
S1 138.67 138.52

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

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