Euro Bund Future December 2013


Trading Metrics calculated at close of trading on 13-Sep-2013
Day Change Summary
Previous Current
12-Sep-2013 13-Sep-2013 Change Change % Previous Week
Open 137.46 137.29 -0.17 -0.1% 137.53
High 137.94 138.16 0.22 0.2% 138.16
Low 137.40 137.17 -0.23 -0.2% 136.60
Close 137.78 137.99 0.21 0.2% 137.99
Range 0.54 0.99 0.45 83.3% 1.56
ATR 0.77 0.79 0.02 2.0% 0.00
Volume 585,715 553,229 -32,486 -5.5% 3,154,505
Daily Pivots for day following 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 140.74 140.36 138.53
R3 139.75 139.37 138.26
R2 138.76 138.76 138.17
R1 138.38 138.38 138.08 138.57
PP 137.77 137.77 137.77 137.87
S1 137.39 137.39 137.90 137.58
S2 136.78 136.78 137.81
S3 135.79 136.40 137.72
S4 134.80 135.41 137.45
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 142.26 141.69 138.85
R3 140.70 140.13 138.42
R2 139.14 139.14 138.28
R1 138.57 138.57 138.13 138.86
PP 137.58 137.58 137.58 137.73
S1 137.01 137.01 137.85 137.30
S2 136.02 136.02 137.70
S3 134.46 135.45 137.56
S4 132.90 133.89 137.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.16 136.60 1.56 1.1% 0.65 0.5% 89% True False 630,901
10 138.94 136.42 2.52 1.8% 0.74 0.5% 62% False False 668,367
20 138.99 136.42 2.57 1.9% 0.69 0.5% 61% False False 342,889
40 142.37 136.42 5.95 4.3% 0.67 0.5% 26% False False 171,658
60 142.37 136.42 5.95 4.3% 0.64 0.5% 26% False False 114,457
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
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 5 trading days
Fibonacci Retracements and Extensions
4.250 142.37
2.618 140.75
1.618 139.76
1.000 139.15
0.618 138.77
HIGH 138.16
0.618 137.78
0.500 137.67
0.382 137.55
LOW 137.17
0.618 136.56
1.000 136.18
1.618 135.57
2.618 134.58
4.250 132.96
Fisher Pivots for day following 13-Sep-2013
Pivot 1 day 3 day
R1 137.88 137.81
PP 137.77 137.62
S1 137.67 137.44

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

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