Euro Bund Future December 2013


Trading Metrics calculated at close of trading on 30-Sep-2013
Day Change Summary
Previous Current
27-Sep-2013 30-Sep-2013 Change Change % Previous Week
Open 139.82 140.78 0.96 0.7% 138.55
High 140.54 140.87 0.33 0.2% 140.54
Low 139.74 140.22 0.48 0.3% 138.02
Close 140.45 140.50 0.05 0.0% 140.45
Range 0.80 0.65 -0.15 -18.8% 2.52
ATR 0.81 0.80 -0.01 -1.4% 0.00
Volume 711,948 675,893 -36,055 -5.1% 3,261,850
Daily Pivots for day following 30-Sep-2013
Classic Woodie Camarilla DeMark
R4 142.48 142.14 140.86
R3 141.83 141.49 140.68
R2 141.18 141.18 140.62
R1 140.84 140.84 140.56 140.69
PP 140.53 140.53 140.53 140.45
S1 140.19 140.19 140.44 140.04
S2 139.88 139.88 140.38
S3 139.23 139.54 140.32
S4 138.58 138.89 140.14
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 147.23 146.36 141.84
R3 144.71 143.84 141.14
R2 142.19 142.19 140.91
R1 141.32 141.32 140.68 141.76
PP 139.67 139.67 139.67 139.89
S1 138.80 138.80 140.22 139.24
S2 137.15 137.15 139.99
S3 134.63 136.28 139.76
S4 132.11 133.76 139.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.87 138.70 2.17 1.5% 0.66 0.5% 83% True False 634,525
10 140.87 137.59 3.28 2.3% 0.79 0.6% 89% True False 662,885
20 140.87 136.42 4.45 3.2% 0.76 0.5% 92% True False 675,291
40 140.88 136.42 4.46 3.2% 0.70 0.5% 91% False False 350,222
60 142.37 136.42 5.95 4.2% 0.65 0.5% 69% False False 233,494
80 142.37 136.42 5.95 4.2% 0.65 0.5% 69% False False 175,137
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 0.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 143.63
2.618 142.57
1.618 141.92
1.000 141.52
0.618 141.27
HIGH 140.87
0.618 140.62
0.500 140.55
0.382 140.47
LOW 140.22
0.618 139.82
1.000 139.57
1.618 139.17
2.618 138.52
4.250 137.46
Fisher Pivots for day following 30-Sep-2013
Pivot 1 day 3 day
R1 140.55 140.43
PP 140.53 140.36
S1 140.52 140.29

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

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