Euro Bund Future December 2013


Trading Metrics calculated at close of trading on 21-Oct-2013
Day Change Summary
Previous Current
18-Oct-2013 21-Oct-2013 Change Change % Previous Week
Open 139.70 140.07 0.37 0.3% 139.77
High 140.24 140.12 -0.12 -0.1% 140.24
Low 139.58 139.82 0.24 0.2% 138.79
Close 140.05 139.91 -0.14 -0.1% 140.05
Range 0.66 0.30 -0.36 -54.5% 1.45
ATR 0.67 0.65 -0.03 -4.0% 0.00
Volume 377,617 377,617 0 0.0% 2,958,237
Daily Pivots for day following 21-Oct-2013
Classic Woodie Camarilla DeMark
R4 140.85 140.68 140.08
R3 140.55 140.38 139.99
R2 140.25 140.25 139.97
R1 140.08 140.08 139.94 140.02
PP 139.95 139.95 139.95 139.92
S1 139.78 139.78 139.88 139.72
S2 139.65 139.65 139.86
S3 139.35 139.48 139.83
S4 139.05 139.18 139.75
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 144.04 143.50 140.85
R3 142.59 142.05 140.45
R2 141.14 141.14 140.32
R1 140.60 140.60 140.18 140.87
PP 139.69 139.69 139.69 139.83
S1 139.15 139.15 139.92 139.42
S2 138.24 138.24 139.78
S3 136.79 137.70 139.65
S4 135.34 136.25 139.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.24 138.79 1.45 1.0% 0.50 0.4% 77% False False 536,819
10 140.62 138.79 1.83 1.3% 0.50 0.4% 61% False False 560,217
20 140.87 138.70 2.17 1.6% 0.56 0.4% 56% False False 584,456
40 140.87 136.42 4.45 3.2% 0.67 0.5% 78% False False 562,540
60 141.22 136.42 4.80 3.4% 0.65 0.5% 73% False False 375,426
80 142.37 136.42 5.95 4.3% 0.62 0.4% 59% False False 281,578
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 141.40
2.618 140.91
1.618 140.61
1.000 140.42
0.618 140.31
HIGH 140.12
0.618 140.01
0.500 139.97
0.382 139.93
LOW 139.82
0.618 139.63
1.000 139.52
1.618 139.33
2.618 139.03
4.250 138.55
Fisher Pivots for day following 21-Oct-2013
Pivot 1 day 3 day
R1 139.97 139.86
PP 139.95 139.80
S1 139.93 139.75

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

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