Euro Bund Future December 2013


Trading Metrics calculated at close of trading on 03-Sep-2013
Day Change Summary
Previous Current
30-Aug-2013 03-Sep-2013 Change Change % Previous Week
Open 138.66 138.15 -0.51 -0.4% 137.67
High 138.94 138.25 -0.69 -0.5% 138.99
Low 138.42 137.56 -0.86 -0.6% 137.63
Close 138.67 137.62 -1.05 -0.8% 138.67
Range 0.52 0.69 0.17 32.7% 1.36
ATR 0.68 0.71 0.03 4.5% 0.00
Volume 320,874 751,433 430,559 134.2% 479,303
Daily Pivots for day following 03-Sep-2013
Classic Woodie Camarilla DeMark
R4 139.88 139.44 138.00
R3 139.19 138.75 137.81
R2 138.50 138.50 137.75
R1 138.06 138.06 137.68 137.94
PP 137.81 137.81 137.81 137.75
S1 137.37 137.37 137.56 137.25
S2 137.12 137.12 137.49
S3 136.43 136.68 137.43
S4 135.74 135.99 137.24
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
5 138.99 137.56 1.43 1.0% 0.75 0.5% 4% False True 245,542
10 138.99 137.11 1.88 1.4% 0.67 0.5% 27% False False 124,434
20 140.66 137.11 3.55 2.6% 0.64 0.5% 14% False False 62,723
40 142.37 137.11 5.26 3.8% 0.60 0.4% 10% False False 31,381
60 142.37 137.11 5.26 3.8% 0.61 0.4% 10% False False 20,942
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 0.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141.18
2.618 140.06
1.618 139.37
1.000 138.94
0.618 138.68
HIGH 138.25
0.618 137.99
0.500 137.91
0.382 137.82
LOW 137.56
0.618 137.13
1.000 136.87
1.618 136.44
2.618 135.75
4.250 134.63
Fisher Pivots for day following 03-Sep-2013
Pivot 1 day 3 day
R1 137.91 138.25
PP 137.81 138.04
S1 137.72 137.83

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

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