Euro Bund Future December 2013


Trading Metrics calculated at close of trading on 06-Sep-2013
Day Change Summary
Previous Current
05-Sep-2013 06-Sep-2013 Change Change % Previous Week
Open 137.40 136.42 -0.98 -0.7% 138.15
High 137.46 137.81 0.35 0.3% 138.25
Low 136.44 136.42 -0.02 0.0% 136.42
Close 136.63 137.69 1.06 0.8% 137.69
Range 1.02 1.39 0.37 36.3% 1.83
ATR 0.74 0.79 0.05 6.3% 0.00
Volume 905,413 413,341 -492,072 -54.3% 3,208,299
Daily Pivots for day following 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 141.48 140.97 138.45
R3 140.09 139.58 138.07
R2 138.70 138.70 137.94
R1 138.19 138.19 137.82 138.45
PP 137.31 137.31 137.31 137.43
S1 136.80 136.80 137.56 137.06
S2 135.92 135.92 137.44
S3 134.53 135.41 137.31
S4 133.14 134.02 136.93
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 142.94 142.15 138.70
R3 141.11 140.32 138.19
R2 139.28 139.28 138.03
R1 138.49 138.49 137.86 137.97
PP 137.45 137.45 137.45 137.20
S1 136.66 136.66 137.52 136.14
S2 135.62 135.62 137.35
S3 133.79 134.83 137.19
S4 131.96 133.00 136.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.94 136.42 2.52 1.8% 0.82 0.6% 50% False True 705,834
10 138.99 136.42 2.57 1.9% 0.79 0.6% 49% False True 369,246
20 140.53 136.42 4.11 3.0% 0.71 0.5% 31% False True 185,369
40 142.37 136.42 5.95 4.3% 0.64 0.5% 21% False True 92,802
60 142.37 136.42 5.95 4.3% 0.64 0.5% 21% False True 61,889
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 143.72
2.618 141.45
1.618 140.06
1.000 139.20
0.618 138.67
HIGH 137.81
0.618 137.28
0.500 137.12
0.382 136.95
LOW 136.42
0.618 135.56
1.000 135.03
1.618 134.17
2.618 132.78
4.250 130.51
Fisher Pivots for day following 06-Sep-2013
Pivot 1 day 3 day
R1 137.50 137.52
PP 137.31 137.36
S1 137.12 137.19

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

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