Euro Bund Future December 2013


Trading Metrics calculated at close of trading on 23-Sep-2013
Day Change Summary
Previous Current
20-Sep-2013 23-Sep-2013 Change Change % Previous Week
Open 138.60 138.55 -0.05 0.0% 138.48
High 138.85 138.80 -0.05 0.0% 139.45
Low 138.14 138.02 -0.12 -0.1% 137.59
Close 138.32 138.78 0.46 0.3% 138.32
Range 0.71 0.78 0.07 9.9% 1.86
ATR 0.87 0.87 -0.01 -0.8% 0.00
Volume 525,571 765,116 239,545 45.6% 3,205,284
Daily Pivots for day following 23-Sep-2013
Classic Woodie Camarilla DeMark
R4 140.87 140.61 139.21
R3 140.09 139.83 138.99
R2 139.31 139.31 138.92
R1 139.05 139.05 138.85 139.18
PP 138.53 138.53 138.53 138.60
S1 138.27 138.27 138.71 138.40
S2 137.75 137.75 138.64
S3 136.97 137.49 138.57
S4 136.19 136.71 138.35
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 144.03 143.04 139.34
R3 142.17 141.18 138.83
R2 140.31 140.31 138.66
R1 139.32 139.32 138.49 138.89
PP 138.45 138.45 138.45 138.24
S1 137.46 137.46 138.15 137.03
S2 136.59 136.59 137.98
S3 134.73 135.60 137.81
S4 132.87 133.74 137.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.45 137.59 1.86 1.3% 0.91 0.7% 64% False False 691,245
10 139.45 136.60 2.85 2.1% 0.80 0.6% 76% False False 640,413
20 139.45 136.42 3.03 2.2% 0.78 0.6% 78% False False 540,625
40 141.22 136.42 4.80 3.5% 0.70 0.5% 49% False False 270,911
60 142.37 136.42 5.95 4.3% 0.64 0.5% 40% False False 180,619
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 142.12
2.618 140.84
1.618 140.06
1.000 139.58
0.618 139.28
HIGH 138.80
0.618 138.50
0.500 138.41
0.382 138.32
LOW 138.02
0.618 137.54
1.000 137.24
1.618 136.76
2.618 135.98
4.250 134.71
Fisher Pivots for day following 23-Sep-2013
Pivot 1 day 3 day
R1 138.66 138.77
PP 138.53 138.75
S1 138.41 138.74

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

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