Euro Bund Future December 2013


Trading Metrics calculated at close of trading on 08-Oct-2013
Day Change Summary
Previous Current
07-Oct-2013 08-Oct-2013 Change Change % Previous Week
Open 140.09 140.24 0.15 0.1% 140.78
High 140.45 140.34 -0.11 -0.1% 140.87
Low 140.04 139.96 -0.08 -0.1% 139.75
Close 140.31 140.22 -0.09 -0.1% 139.96
Range 0.41 0.38 -0.03 -7.3% 1.12
ATR 0.73 0.70 -0.02 -3.4% 0.00
Volume 553,672 649,547 95,875 17.3% 3,036,539
Daily Pivots for day following 08-Oct-2013
Classic Woodie Camarilla DeMark
R4 141.31 141.15 140.43
R3 140.93 140.77 140.32
R2 140.55 140.55 140.29
R1 140.39 140.39 140.25 140.28
PP 140.17 140.17 140.17 140.12
S1 140.01 140.01 140.19 139.90
S2 139.79 139.79 140.15
S3 139.41 139.63 140.12
S4 139.03 139.25 140.01
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
5 140.47 139.75 0.72 0.5% 0.52 0.4% 65% False False 552,234
10 140.87 139.55 1.32 0.9% 0.54 0.4% 51% False False 615,236
20 140.87 136.71 4.16 3.0% 0.69 0.5% 84% False False 625,473
40 140.87 136.42 4.45 3.2% 0.71 0.5% 85% False False 439,166
60 142.37 136.42 5.95 4.2% 0.66 0.5% 64% False False 292,889
80 142.37 136.42 5.95 4.2% 0.65 0.5% 64% False False 219,683
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 141.96
2.618 141.33
1.618 140.95
1.000 140.72
0.618 140.57
HIGH 140.34
0.618 140.19
0.500 140.15
0.382 140.11
LOW 139.96
0.618 139.73
1.000 139.58
1.618 139.35
2.618 138.97
4.250 138.35
Fisher Pivots for day following 08-Oct-2013
Pivot 1 day 3 day
R1 140.20 140.19
PP 140.17 140.16
S1 140.15 140.13

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

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