Euro Bund Future December 2013


Trading Metrics calculated at close of trading on 03-Oct-2013
Day Change Summary
Previous Current
02-Oct-2013 03-Oct-2013 Change Change % Previous Week
Open 140.19 140.17 -0.02 0.0% 138.55
High 140.46 140.47 0.01 0.0% 140.54
Low 139.92 139.75 -0.17 -0.1% 138.02
Close 140.32 140.23 -0.09 -0.1% 140.45
Range 0.54 0.72 0.18 33.3% 2.52
ATR 0.77 0.76 0.00 -0.4% 0.00
Volume 679,497 478,130 -201,367 -29.6% 3,261,850
Daily Pivots for day following 03-Oct-2013
Classic Woodie Camarilla DeMark
R4 142.31 141.99 140.63
R3 141.59 141.27 140.43
R2 140.87 140.87 140.36
R1 140.55 140.55 140.30 140.71
PP 140.15 140.15 140.15 140.23
S1 139.83 139.83 140.16 139.99
S2 139.43 139.43 140.10
S3 138.71 139.11 140.03
S4 137.99 138.39 139.83
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
5 140.87 139.74 1.13 0.8% 0.65 0.5% 43% False False 669,632
10 140.87 138.02 2.85 2.0% 0.66 0.5% 78% False False 642,363
20 140.87 136.42 4.45 3.2% 0.74 0.5% 86% False False 633,559
40 140.87 136.42 4.45 3.2% 0.71 0.5% 86% False False 399,136
60 142.37 136.42 5.95 4.2% 0.65 0.5% 64% False False 266,165
80 142.37 136.42 5.95 4.2% 0.65 0.5% 64% False False 199,640
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 143.53
2.618 142.35
1.618 141.63
1.000 141.19
0.618 140.91
HIGH 140.47
0.618 140.19
0.500 140.11
0.382 140.03
LOW 139.75
0.618 139.31
1.000 139.03
1.618 138.59
2.618 137.87
4.250 136.69
Fisher Pivots for day following 03-Oct-2013
Pivot 1 day 3 day
R1 140.19 140.21
PP 140.15 140.20
S1 140.11 140.18

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

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