Euro Bund Future December 2013


Trading Metrics calculated at close of trading on 26-Sep-2013
Day Change Summary
Previous Current
25-Sep-2013 26-Sep-2013 Change Change % Previous Week
Open 139.65 139.85 0.20 0.1% 138.48
High 139.99 140.09 0.10 0.1% 139.45
Low 139.55 139.71 0.16 0.1% 137.59
Close 139.94 139.87 -0.07 -0.1% 138.32
Range 0.44 0.38 -0.06 -13.6% 1.86
ATR 0.85 0.81 -0.03 -3.9% 0.00
Volume 615,760 584,897 -30,863 -5.0% 3,205,284
Daily Pivots for day following 26-Sep-2013
Classic Woodie Camarilla DeMark
R4 141.03 140.83 140.08
R3 140.65 140.45 139.97
R2 140.27 140.27 139.94
R1 140.07 140.07 139.90 140.17
PP 139.89 139.89 139.89 139.94
S1 139.69 139.69 139.84 139.79
S2 139.51 139.51 139.80
S3 139.13 139.31 139.77
S4 138.75 138.93 139.66
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
5 140.09 138.02 2.07 1.5% 0.67 0.5% 89% True False 615,094
10 140.09 137.17 2.92 2.1% 0.80 0.6% 92% True False 630,841
20 140.09 136.42 3.67 2.6% 0.75 0.5% 94% True False 624,563
40 141.22 136.42 4.80 3.4% 0.71 0.5% 72% False False 315,527
60 142.37 136.42 5.95 4.3% 0.65 0.5% 58% False False 210,364
80 142.37 136.42 5.95 4.3% 0.65 0.5% 58% False False 157,790
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.18
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 141.71
2.618 141.08
1.618 140.70
1.000 140.47
0.618 140.32
HIGH 140.09
0.618 139.94
0.500 139.90
0.382 139.86
LOW 139.71
0.618 139.48
1.000 139.33
1.618 139.10
2.618 138.72
4.250 138.10
Fisher Pivots for day following 26-Sep-2013
Pivot 1 day 3 day
R1 139.90 139.71
PP 139.89 139.55
S1 139.88 139.40

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

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