Euro Bund Future December 2013


Trading Metrics calculated at close of trading on 19-Nov-2013
Day Change Summary
Previous Current
18-Nov-2013 19-Nov-2013 Change Change % Previous Week
Open 141.70 141.85 0.15 0.1% 141.08
High 141.95 141.91 -0.04 0.0% 141.77
Low 141.45 141.34 -0.11 -0.1% 140.53
Close 141.85 141.41 -0.44 -0.3% 141.63
Range 0.50 0.57 0.07 14.0% 1.24
ATR 0.58 0.58 0.00 -0.2% 0.00
Volume 552,376 826,652 274,276 49.7% 2,737,758
Daily Pivots for day following 19-Nov-2013
Classic Woodie Camarilla DeMark
R4 143.26 142.91 141.72
R3 142.69 142.34 141.57
R2 142.12 142.12 141.51
R1 141.77 141.77 141.46 141.66
PP 141.55 141.55 141.55 141.50
S1 141.20 141.20 141.36 141.09
S2 140.98 140.98 141.31
S3 140.41 140.63 141.25
S4 139.84 140.06 141.10
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
5 141.95 140.66 1.29 0.9% 0.52 0.4% 58% False False 566,706
10 142.10 140.53 1.57 1.1% 0.59 0.4% 56% False False 595,309
20 142.32 140.53 1.79 1.3% 0.53 0.4% 49% False False 599,807
40 142.32 138.79 3.53 2.5% 0.54 0.4% 74% False False 592,966
60 142.32 136.42 5.90 4.2% 0.63 0.4% 85% False False 585,204
80 142.32 136.42 5.90 4.2% 0.63 0.4% 85% False False 439,240
100 142.37 136.42 5.95 4.2% 0.61 0.4% 84% False False 351,399
120 142.37 136.42 5.95 4.2% 0.61 0.4% 84% False False 292,844
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 144.33
2.618 143.40
1.618 142.83
1.000 142.48
0.618 142.26
HIGH 141.91
0.618 141.69
0.500 141.63
0.382 141.56
LOW 141.34
0.618 140.99
1.000 140.77
1.618 140.42
2.618 139.85
4.250 138.92
Fisher Pivots for day following 19-Nov-2013
Pivot 1 day 3 day
R1 141.63 141.65
PP 141.55 141.57
S1 141.48 141.49

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

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