Euro Bund Future December 2013


Trading Metrics calculated at close of trading on 19-Sep-2013
Day Change Summary
Previous Current
18-Sep-2013 19-Sep-2013 Change Change % Previous Week
Open 138.10 139.45 1.35 1.0% 137.53
High 139.19 139.45 0.26 0.2% 138.16
Low 137.59 138.44 0.85 0.6% 136.60
Close 137.72 138.56 0.84 0.6% 137.99
Range 1.60 1.01 -0.59 -36.9% 1.56
ATR 0.82 0.88 0.07 7.9% 0.00
Volume 876,037 639,938 -236,099 -27.0% 3,154,505
Daily Pivots for day following 19-Sep-2013
Classic Woodie Camarilla DeMark
R4 141.85 141.21 139.12
R3 140.84 140.20 138.84
R2 139.83 139.83 138.75
R1 139.19 139.19 138.65 139.01
PP 138.82 138.82 138.82 138.72
S1 138.18 138.18 138.47 138.00
S2 137.81 137.81 138.37
S3 136.80 137.17 138.28
S4 135.79 136.16 138.00
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
5 139.45 137.17 2.28 1.6% 0.92 0.7% 61% True False 646,588
10 139.45 136.42 3.03 2.2% 0.83 0.6% 71% True False 624,755
20 139.45 136.42 3.03 2.2% 0.76 0.6% 71% True False 476,487
40 141.22 136.42 4.80 3.5% 0.69 0.5% 45% False False 238,648
60 142.37 136.42 5.95 4.3% 0.65 0.5% 36% False False 159,112
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
4.250 143.74
2.618 142.09
1.618 141.08
1.000 140.46
0.618 140.07
HIGH 139.45
0.618 139.06
0.500 138.95
0.382 138.83
LOW 138.44
0.618 137.82
1.000 137.43
1.618 136.81
2.618 135.80
4.250 134.15
Fisher Pivots for day following 19-Sep-2013
Pivot 1 day 3 day
R1 138.95 138.55
PP 138.82 138.53
S1 138.69 138.52

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

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