Euro Bund Future December 2013

Trading Metrics calculated at close of trading on 07-Oct-2013

Day Change Summary
	Previous	Current
	04-Oct-2013	07-Oct-2013	Change	Change %	Previous Week
Open	140.20	140.09	-0.11	-0.1%	140.78
High	140.35	140.45	0.10	0.1%	140.87
Low	139.81	140.04	0.23	0.2%	139.75
Close	139.96	140.31	0.35	0.3%	139.96
Range	0.54	0.41	-0.13	-24.1%	1.12
ATR	0.75	0.73	-0.02	-2.5%	0.00
Volume	400,325	553,672	153,347	38.3%	3,036,539

Daily Pivots for day following 07-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	141.50	141.31	140.54
R3	141.09	140.90	140.42
R2	140.68	140.68	140.39
R1	140.49	140.49	140.35	140.59
PP	140.27	140.27	140.27	140.31
S1	140.08	140.08	140.27	140.18
S2	139.86	139.86	140.23
S3	139.45	139.67	140.20
S4	139.04	139.26	140.08

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	140.61	139.75	0.86	0.6%	0.55	0.4%	65%	False	False	582,863
10	140.87	138.70	2.17	1.5%	0.61	0.4%	74%	False	False	608,694
20	140.87	136.60	4.27	3.0%	0.70	0.5%	87%	False	False	624,553
40	140.87	136.42	4.45	3.2%	0.71	0.5%	87%	False	False	422,954
60	142.37	136.42	5.95	4.2%	0.65	0.5%	65%	False	False	282,064
80	142.37	136.42	5.95	4.2%	0.65	0.5%	65%	False	False	211,564

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	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.15
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	142.19
2.618	141.52
1.618	141.11
1.000	140.86
0.618	140.70
HIGH	140.45
0.618	140.29
0.500	140.25
0.382	140.20
LOW	140.04
0.618	139.79
1.000	139.63
1.618	139.38
2.618	138.97
4.250	138.30

Fisher Pivots for day following 07-Oct-2013
Pivot	1 day	3 day
R1	140.29	140.24
PP	140.27	140.18
S1	140.25	140.11

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