Euro Bund Future December 2013


Trading Metrics calculated at close of trading on 09-Oct-2013
Day Change Summary
Previous Current
08-Oct-2013 09-Oct-2013 Change Change % Previous Week
Open 140.24 140.26 0.02 0.0% 140.78
High 140.34 140.62 0.28 0.2% 140.87
Low 139.96 140.11 0.15 0.1% 139.75
Close 140.22 140.24 0.02 0.0% 139.96
Range 0.38 0.51 0.13 34.2% 1.12
ATR 0.70 0.69 -0.01 -2.0% 0.00
Volume 649,547 767,805 118,258 18.2% 3,036,539
Daily Pivots for day following 09-Oct-2013
Classic Woodie Camarilla DeMark
R4 141.85 141.56 140.52
R3 141.34 141.05 140.38
R2 140.83 140.83 140.33
R1 140.54 140.54 140.29 140.43
PP 140.32 140.32 140.32 140.27
S1 140.03 140.03 140.19 139.92
S2 139.81 139.81 140.15
S3 139.30 139.52 140.10
S4 138.79 139.01 139.96
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
5 140.62 139.75 0.87 0.6% 0.51 0.4% 56% True False 569,895
10 140.87 139.71 1.16 0.8% 0.55 0.4% 46% False False 630,440
20 140.87 137.17 3.70 2.6% 0.68 0.5% 83% False False 630,682
40 140.87 136.42 4.45 3.2% 0.69 0.5% 86% False False 458,357
60 142.37 136.42 5.95 4.2% 0.66 0.5% 64% False False 305,685
80 142.37 136.42 5.95 4.2% 0.65 0.5% 64% False False 229,281
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 142.79
2.618 141.96
1.618 141.45
1.000 141.13
0.618 140.94
HIGH 140.62
0.618 140.43
0.500 140.37
0.382 140.30
LOW 140.11
0.618 139.79
1.000 139.60
1.618 139.28
2.618 138.77
4.250 137.94
Fisher Pivots for day following 09-Oct-2013
Pivot 1 day 3 day
R1 140.37 140.29
PP 140.32 140.27
S1 140.28 140.26

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

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