Euro Bund Future December 2013


Trading Metrics calculated at close of trading on 11-Oct-2013
Day Change Summary
Previous Current
10-Oct-2013 11-Oct-2013 Change Change % Previous Week
Open 139.94 139.80 -0.14 -0.1% 140.09
High 140.12 139.87 -0.25 -0.2% 140.62
Low 139.51 139.47 -0.04 0.0% 139.47
Close 139.65 139.79 0.14 0.1% 139.79
Range 0.61 0.40 -0.21 -34.4% 1.15
ATR 0.69 0.67 -0.02 -3.0% 0.00
Volume 613,130 235,843 -377,287 -61.5% 2,819,997
Daily Pivots for day following 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 140.91 140.75 140.01
R3 140.51 140.35 139.90
R2 140.11 140.11 139.86
R1 139.95 139.95 139.83 139.83
PP 139.71 139.71 139.71 139.65
S1 139.55 139.55 139.75 139.43
S2 139.31 139.31 139.72
S3 138.91 139.15 139.68
S4 138.51 138.75 139.57
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 143.41 142.75 140.42
R3 142.26 141.60 140.11
R2 141.11 141.11 140.00
R1 140.45 140.45 139.90 140.21
PP 139.96 139.96 139.96 139.84
S1 139.30 139.30 139.68 139.06
S2 138.81 138.81 139.58
S3 137.66 138.15 139.47
S4 136.51 137.00 139.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.62 139.47 1.15 0.8% 0.46 0.3% 28% False True 563,999
10 140.87 139.47 1.40 1.0% 0.53 0.4% 23% False True 585,653
20 140.87 137.59 3.28 2.3% 0.65 0.5% 67% False False 616,183
40 140.87 136.42 4.45 3.2% 0.67 0.5% 76% False False 479,536
60 142.37 136.42 5.95 4.3% 0.66 0.5% 57% False False 319,833
80 142.37 136.42 5.95 4.3% 0.64 0.5% 57% False False 239,888
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 141.57
2.618 140.92
1.618 140.52
1.000 140.27
0.618 140.12
HIGH 139.87
0.618 139.72
0.500 139.67
0.382 139.62
LOW 139.47
0.618 139.22
1.000 139.07
1.618 138.82
2.618 138.42
4.250 137.77
Fisher Pivots for day following 11-Oct-2013
Pivot 1 day 3 day
R1 139.75 140.05
PP 139.71 139.96
S1 139.67 139.88

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

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