Euro Bund Future December 2013


Trading Metrics calculated at close of trading on 04-Nov-2013
Day Change Summary
Previous Current
01-Nov-2013 04-Nov-2013 Change Change % Previous Week
Open 142.06 141.85 -0.21 -0.1% 140.94
High 142.19 142.08 -0.11 -0.1% 142.32
Low 141.69 141.83 0.14 0.1% 140.92
Close 141.85 141.89 0.04 0.0% 141.85
Range 0.50 0.25 -0.25 -50.0% 1.40
ATR 0.59 0.57 -0.02 -4.1% 0.00
Volume 343,670 727,459 383,789 111.7% 3,155,597
Daily Pivots for day following 04-Nov-2013
Classic Woodie Camarilla DeMark
R4 142.68 142.54 142.03
R3 142.43 142.29 141.96
R2 142.18 142.18 141.94
R1 142.04 142.04 141.91 142.11
PP 141.93 141.93 141.93 141.97
S1 141.79 141.79 141.87 141.86
S2 141.68 141.68 141.84
S3 141.43 141.54 141.82
S4 141.18 141.29 141.75
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 145.90 145.27 142.62
R3 144.50 143.87 142.24
R2 143.10 143.10 142.11
R1 142.47 142.47 141.98 142.79
PP 141.70 141.70 141.70 141.85
S1 141.07 141.07 141.72 141.39
S2 140.30 140.30 141.59
S3 138.90 139.67 141.47
S4 137.50 138.27 141.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.32 140.94 1.38 1.0% 0.51 0.4% 69% False False 665,098
10 142.32 139.78 2.54 1.8% 0.48 0.3% 83% False False 603,473
20 142.32 138.79 3.53 2.5% 0.49 0.3% 88% False False 581,845
40 142.32 136.60 5.72 4.0% 0.60 0.4% 92% False False 603,199
60 142.32 136.42 5.90 4.2% 0.63 0.4% 93% False False 475,918
80 142.37 136.42 5.95 4.2% 0.61 0.4% 92% False False 357,009
100 142.37 136.42 5.95 4.2% 0.62 0.4% 92% False False 285,620
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.08
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 143.14
2.618 142.73
1.618 142.48
1.000 142.33
0.618 142.23
HIGH 142.08
0.618 141.98
0.500 141.96
0.382 141.93
LOW 141.83
0.618 141.68
1.000 141.58
1.618 141.43
2.618 141.18
4.250 140.77
Fisher Pivots for day following 04-Nov-2013
Pivot 1 day 3 day
R1 141.96 141.93
PP 141.93 141.91
S1 141.91 141.90

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

View Archives - Comment on this page... - Back to Index of Symbols