Euro Bund Future December 2013


Trading Metrics calculated at close of trading on 24-Sep-2013
Day Change Summary
Previous Current
23-Sep-2013 24-Sep-2013 Change Change % Previous Week
Open 138.55 138.79 0.24 0.2% 138.48
High 138.80 139.75 0.95 0.7% 139.45
Low 138.02 138.70 0.68 0.5% 137.59
Close 138.78 139.54 0.76 0.5% 138.32
Range 0.78 1.05 0.27 34.6% 1.86
ATR 0.87 0.88 0.01 1.5% 0.00
Volume 765,116 584,129 -180,987 -23.7% 3,205,284
Daily Pivots for day following 24-Sep-2013
Classic Woodie Camarilla DeMark
R4 142.48 142.06 140.12
R3 141.43 141.01 139.83
R2 140.38 140.38 139.73
R1 139.96 139.96 139.64 140.17
PP 139.33 139.33 139.33 139.44
S1 138.91 138.91 139.44 139.12
S2 138.28 138.28 139.35
S3 137.23 137.86 139.25
S4 136.18 136.81 138.96
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
5 139.75 137.59 2.16 1.5% 1.03 0.7% 90% True False 678,158
10 139.75 136.71 3.04 2.2% 0.83 0.6% 93% True False 635,711
20 139.75 136.42 3.33 2.4% 0.80 0.6% 94% True False 569,680
40 141.22 136.42 4.80 3.4% 0.72 0.5% 65% False False 285,513
60 142.37 136.42 5.95 4.3% 0.65 0.5% 52% False False 190,355
80 142.37 136.42 5.95 4.3% 0.65 0.5% 52% False False 142,782
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 144.21
2.618 142.50
1.618 141.45
1.000 140.80
0.618 140.40
HIGH 139.75
0.618 139.35
0.500 139.23
0.382 139.10
LOW 138.70
0.618 138.05
1.000 137.65
1.618 137.00
2.618 135.95
4.250 134.24
Fisher Pivots for day following 24-Sep-2013
Pivot 1 day 3 day
R1 139.44 139.32
PP 139.33 139.10
S1 139.23 138.89

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

View Archives - Comment on this page... - Back to Index of Symbols