Euro Bund Future December 2013


Trading Metrics calculated at close of trading on 18-Sep-2013
Day Change Summary
Previous Current
17-Sep-2013 18-Sep-2013 Change Change % Previous Week
Open 138.30 138.10 -0.20 -0.1% 137.53
High 138.47 139.19 0.72 0.5% 138.16
Low 138.00 137.59 -0.41 -0.3% 136.60
Close 138.07 137.72 -0.35 -0.3% 137.99
Range 0.47 1.60 1.13 240.4% 1.56
ATR 0.76 0.82 0.06 7.9% 0.00
Volume 649,567 876,037 226,470 34.9% 3,154,505
Daily Pivots for day following 18-Sep-2013
Classic Woodie Camarilla DeMark
R4 142.97 141.94 138.60
R3 141.37 140.34 138.16
R2 139.77 139.77 138.01
R1 138.74 138.74 137.87 138.46
PP 138.17 138.17 138.17 138.02
S1 137.14 137.14 137.57 136.86
S2 136.57 136.57 137.43
S3 134.97 135.54 137.28
S4 133.37 133.94 136.84
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
5 139.19 137.17 2.02 1.5% 0.83 0.6% 27% True False 635,743
10 139.19 136.42 2.77 2.0% 0.83 0.6% 47% True False 651,303
20 139.19 136.42 2.77 2.0% 0.75 0.5% 47% True False 444,667
40 141.97 136.42 5.55 4.0% 0.71 0.5% 23% False False 222,650
60 142.37 136.42 5.95 4.3% 0.64 0.5% 22% False False 148,448
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 0.14
Widest range in 77 trading days
Fibonacci Retracements and Extensions
4.250 145.99
2.618 143.38
1.618 141.78
1.000 140.79
0.618 140.18
HIGH 139.19
0.618 138.58
0.500 138.39
0.382 138.20
LOW 137.59
0.618 136.60
1.000 135.99
1.618 135.00
2.618 133.40
4.250 130.79
Fisher Pivots for day following 18-Sep-2013
Pivot 1 day 3 day
R1 138.39 138.39
PP 138.17 138.17
S1 137.94 137.94

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

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