Euro Bund Future December 2013


Trading Metrics calculated at close of trading on 17-Sep-2013
Day Change Summary
Previous Current
16-Sep-2013 17-Sep-2013 Change Change % Previous Week
Open 138.48 138.30 -0.18 -0.1% 137.53
High 138.66 138.47 -0.19 -0.1% 138.16
Low 138.13 138.00 -0.13 -0.1% 136.60
Close 138.50 138.07 -0.43 -0.3% 137.99
Range 0.53 0.47 -0.06 -11.3% 1.56
ATR 0.78 0.76 -0.02 -2.6% 0.00
Volume 514,171 649,567 135,396 26.3% 3,154,505
Daily Pivots for day following 17-Sep-2013
Classic Woodie Camarilla DeMark
R4 139.59 139.30 138.33
R3 139.12 138.83 138.20
R2 138.65 138.65 138.16
R1 138.36 138.36 138.11 138.27
PP 138.18 138.18 138.18 138.14
S1 137.89 137.89 138.03 137.80
S2 137.71 137.71 137.98
S3 137.24 137.42 137.94
S4 136.77 136.95 137.81
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
5 138.66 136.71 1.95 1.4% 0.63 0.5% 70% False False 593,265
10 138.66 136.42 2.24 1.6% 0.71 0.5% 74% False False 677,510
20 138.99 136.42 2.57 1.9% 0.69 0.5% 64% False False 400,972
40 142.25 136.42 5.83 4.2% 0.68 0.5% 28% False False 200,750
60 142.37 136.42 5.95 4.3% 0.63 0.5% 28% False False 133,849
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 140.47
2.618 139.70
1.618 139.23
1.000 138.94
0.618 138.76
HIGH 138.47
0.618 138.29
0.500 138.24
0.382 138.18
LOW 138.00
0.618 137.71
1.000 137.53
1.618 137.24
2.618 136.77
4.250 136.00
Fisher Pivots for day following 17-Sep-2013
Pivot 1 day 3 day
R1 138.24 138.02
PP 138.18 137.97
S1 138.13 137.92

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

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