Euro Bund Future December 2013


Trading Metrics calculated at close of trading on 11-Sep-2013
Day Change Summary
Previous Current
10-Sep-2013 11-Sep-2013 Change Change % Previous Week
Open 137.20 136.71 -0.49 -0.4% 138.15
High 137.29 137.35 0.06 0.0% 138.25
Low 136.60 136.71 0.11 0.1% 136.42
Close 136.73 137.10 0.37 0.3% 137.69
Range 0.69 0.64 -0.05 -7.2% 1.83
ATR 0.78 0.77 -0.01 -1.3% 0.00
Volume 631,147 663,643 32,496 5.1% 3,208,299
Daily Pivots for day following 11-Sep-2013
Classic Woodie Camarilla DeMark
R4 138.97 138.68 137.45
R3 138.33 138.04 137.28
R2 137.69 137.69 137.22
R1 137.40 137.40 137.16 137.55
PP 137.05 137.05 137.05 137.13
S1 136.76 136.76 137.04 136.91
S2 136.41 136.41 136.98
S3 135.77 136.12 136.92
S4 135.13 135.48 136.75
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
5 137.81 136.42 1.39 1.0% 0.83 0.6% 49% False False 666,863
10 138.95 136.42 2.53 1.8% 0.74 0.5% 27% False False 567,181
20 139.14 136.42 2.72 2.0% 0.69 0.5% 25% False False 286,033
40 142.37 136.42 5.95 4.3% 0.65 0.5% 11% False False 143,187
60 142.37 136.42 5.95 4.3% 0.64 0.5% 11% False False 95,480
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140.07
2.618 139.03
1.618 138.39
1.000 137.99
0.618 137.75
HIGH 137.35
0.618 137.11
0.500 137.03
0.382 136.95
LOW 136.71
0.618 136.31
1.000 136.07
1.618 135.67
2.618 135.03
4.250 133.99
Fisher Pivots for day following 11-Sep-2013
Pivot 1 day 3 day
R1 137.08 137.18
PP 137.05 137.15
S1 137.03 137.13

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

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