Euro Bund Future December 2013


Trading Metrics calculated at close of trading on 18-Nov-2013
Day Change Summary
Previous Current
15-Nov-2013 18-Nov-2013 Change Change % Previous Week
Open 141.67 141.70 0.03 0.0% 141.08
High 141.74 141.95 0.21 0.1% 141.77
Low 141.35 141.45 0.10 0.1% 140.53
Close 141.63 141.85 0.22 0.2% 141.63
Range 0.39 0.50 0.11 28.2% 1.24
ATR 0.59 0.58 -0.01 -1.1% 0.00
Volume 394,151 552,376 158,225 40.1% 2,737,758
Daily Pivots for day following 18-Nov-2013
Classic Woodie Camarilla DeMark
R4 143.25 143.05 142.13
R3 142.75 142.55 141.99
R2 142.25 142.25 141.94
R1 142.05 142.05 141.90 142.15
PP 141.75 141.75 141.75 141.80
S1 141.55 141.55 141.80 141.65
S2 141.25 141.25 141.76
S3 140.75 141.05 141.71
S4 140.25 140.55 141.58
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 145.03 144.57 142.31
R3 143.79 143.33 141.97
R2 142.55 142.55 141.86
R1 142.09 142.09 141.74 142.32
PP 141.31 141.31 141.31 141.43
S1 140.85 140.85 141.52 141.08
S2 140.07 140.07 141.40
S3 138.83 139.61 141.29
S4 137.59 138.37 140.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.95 140.53 1.42 1.0% 0.49 0.3% 93% True False 525,205
10 142.10 140.53 1.57 1.1% 0.62 0.4% 84% False False 575,229
20 142.32 139.78 2.54 1.8% 0.55 0.4% 81% False False 589,351
40 142.32 138.70 3.62 2.6% 0.55 0.4% 87% False False 586,903
60 142.32 136.42 5.90 4.2% 0.63 0.4% 92% False False 571,477
80 142.32 136.42 5.90 4.2% 0.63 0.4% 92% False False 428,907
100 142.37 136.42 5.95 4.2% 0.61 0.4% 91% False False 343,133
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 False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 144.08
2.618 143.26
1.618 142.76
1.000 142.45
0.618 142.26
HIGH 141.95
0.618 141.76
0.500 141.70
0.382 141.64
LOW 141.45
0.618 141.14
1.000 140.95
1.618 140.64
2.618 140.14
4.250 139.33
Fisher Pivots for day following 18-Nov-2013
Pivot 1 day 3 day
R1 141.80 141.78
PP 141.75 141.72
S1 141.70 141.65

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

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