Euro Bund Future December 2013

Trading Metrics calculated at close of trading on 04-Oct-2013

Day Change Summary
	Previous	Current
	03-Oct-2013	04-Oct-2013	Change	Change %	Previous Week
Open	140.17	140.20	0.03	0.0%	140.78
High	140.47	140.35	-0.12	-0.1%	140.87
Low	139.75	139.81	0.06	0.0%	139.75
Close	140.23	139.96	-0.27	-0.2%	139.96
Range	0.72	0.54	-0.18	-25.0%	1.12
ATR	0.76	0.75	-0.02	-2.1%	0.00
Volume	478,130	400,325	-77,805	-16.3%	3,036,539

Daily Pivots for day following 04-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	141.66	141.35	140.26
R3	141.12	140.81	140.11
R2	140.58	140.58	140.06
R1	140.27	140.27	140.01	140.16
PP	140.04	140.04	140.04	139.98
S1	139.73	139.73	139.91	139.62
S2	139.50	139.50	139.86
S3	138.96	139.19	139.81
S4	138.42	138.65	139.66

Weekly Pivots for week ending 04-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	143.55	142.88	140.58
R3	142.43	141.76	140.27
R2	141.31	141.31	140.17
R1	140.64	140.64	140.06	140.42
PP	140.19	140.19	140.19	140.08
S1	139.52	139.52	139.86	139.30
S2	139.07	139.07	139.75
S3	137.95	138.40	139.65
S4	136.83	137.28	139.34

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	140.87	139.75	1.12	0.8%	0.60	0.4%	19%	False	False	607,307
10	140.87	138.02	2.85	2.0%	0.64	0.5%	68%	False	False	629,838
20	140.87	136.60	4.27	3.1%	0.70	0.5%	79%	False	False	632,908
40	140.87	136.42	4.45	3.2%	0.71	0.5%	80%	False	False	409,139
60	142.37	136.42	5.95	4.3%	0.66	0.5%	59%	False	False	272,837
80	142.37	136.42	5.95	4.3%	0.65	0.5%	59%	False	False	204,644

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.17
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	142.65
2.618	141.76
1.618	141.22
1.000	140.89
0.618	140.68
HIGH	140.35
0.618	140.14
0.500	140.08
0.382	140.02
LOW	139.81
0.618	139.48
1.000	139.27
1.618	138.94
2.618	138.40
4.250	137.52

Fisher Pivots for day following 04-Oct-2013
Pivot	1 day	3 day
R1	140.08	140.11
PP	140.04	140.06
S1	140.00	140.01

Download as Excel Spreadsheet

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

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