Euro Bund Future December 2013


Trading Metrics calculated at close of trading on 05-Nov-2013
Day Change Summary
Previous Current
04-Nov-2013 05-Nov-2013 Change Change % Previous Week
Open 141.85 141.88 0.03 0.0% 140.94
High 142.08 141.97 -0.11 -0.1% 142.32
Low 141.83 141.11 -0.72 -0.5% 140.92
Close 141.89 141.16 -0.73 -0.5% 141.85
Range 0.25 0.86 0.61 244.0% 1.40
ATR 0.57 0.59 0.02 3.7% 0.00
Volume 727,459 625,850 -101,609 -14.0% 3,155,597
Daily Pivots for day following 05-Nov-2013
Classic Woodie Camarilla DeMark
R4 143.99 143.44 141.63
R3 143.13 142.58 141.40
R2 142.27 142.27 141.32
R1 141.72 141.72 141.24 141.57
PP 141.41 141.41 141.41 141.34
S1 140.86 140.86 141.08 140.71
S2 140.55 140.55 141.00
S3 139.69 140.00 140.92
S4 138.83 139.14 140.69
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
5 142.32 141.11 1.21 0.9% 0.58 0.4% 4% False True 657,748
10 142.32 140.55 1.77 1.3% 0.48 0.3% 34% False False 604,305
20 142.32 138.79 3.53 2.5% 0.52 0.4% 67% False False 580,660
40 142.32 136.71 5.61 4.0% 0.60 0.4% 79% False False 603,067
60 142.32 136.42 5.90 4.2% 0.64 0.5% 80% False False 486,331
80 142.37 136.42 5.95 4.2% 0.62 0.4% 80% False False 364,832
100 142.37 136.42 5.95 4.2% 0.62 0.4% 80% False False 291,879
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 145.63
2.618 144.22
1.618 143.36
1.000 142.83
0.618 142.50
HIGH 141.97
0.618 141.64
0.500 141.54
0.382 141.44
LOW 141.11
0.618 140.58
1.000 140.25
1.618 139.72
2.618 138.86
4.250 137.46
Fisher Pivots for day following 05-Nov-2013
Pivot 1 day 3 day
R1 141.54 141.65
PP 141.41 141.49
S1 141.29 141.32

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

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