Euro Bund Future December 2013


Trading Metrics calculated at close of trading on 05-Sep-2013
Day Change Summary
Previous Current
04-Sep-2013 05-Sep-2013 Change Change % Previous Week
Open 137.72 137.40 -0.32 -0.2% 137.67
High 137.96 137.46 -0.50 -0.4% 138.99
Low 137.48 136.44 -1.04 -0.8% 137.63
Close 137.75 136.63 -1.12 -0.8% 138.67
Range 0.48 1.02 0.54 112.5% 1.36
ATR 0.70 0.74 0.04 6.3% 0.00
Volume 1,138,112 905,413 -232,699 -20.4% 479,303
Daily Pivots for day following 05-Sep-2013
Classic Woodie Camarilla DeMark
R4 139.90 139.29 137.19
R3 138.88 138.27 136.91
R2 137.86 137.86 136.82
R1 137.25 137.25 136.72 137.05
PP 136.84 136.84 136.84 136.74
S1 136.23 136.23 136.54 136.03
S2 135.82 135.82 136.44
S3 134.80 135.21 136.35
S4 133.78 134.19 136.07
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
5 138.94 136.44 2.50 1.8% 0.69 0.5% 8% False True 633,647
10 138.99 136.44 2.55 1.9% 0.70 0.5% 7% False True 328,219
20 140.66 136.44 4.22 3.1% 0.67 0.5% 5% False True 164,713
40 142.37 136.44 5.93 4.3% 0.61 0.4% 3% False True 82,469
60 142.37 136.44 5.93 4.3% 0.62 0.5% 3% False True 55,001
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 141.80
2.618 140.13
1.618 139.11
1.000 138.48
0.618 138.09
HIGH 137.46
0.618 137.07
0.500 136.95
0.382 136.83
LOW 136.44
0.618 135.81
1.000 135.42
1.618 134.79
2.618 133.77
4.250 132.11
Fisher Pivots for day following 05-Sep-2013
Pivot 1 day 3 day
R1 136.95 137.35
PP 136.84 137.11
S1 136.74 136.87

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

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