Euro Bund Future December 2013

Trading Metrics calculated at close of trading on 20-Nov-2013

Day Change Summary
	Previous	Current
	19-Nov-2013	20-Nov-2013	Change	Change %	Previous Week
Open	141.85	141.31	-0.54	-0.4%	141.08
High	141.91	141.60	-0.31	-0.2%	141.77
Low	141.34	140.81	-0.53	-0.4%	140.53
Close	141.41	141.44	0.03	0.0%	141.63
Range	0.57	0.79	0.22	38.6%	1.24
ATR	0.58	0.60	0.01	2.6%	0.00
Volume	826,652	844,423	17,771	2.1%	2,737,758

Daily Pivots for day following 20-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	143.65	143.34	141.87
R3	142.86	142.55	141.66
R2	142.07	142.07	141.58
R1	141.76	141.76	141.51	141.92
PP	141.28	141.28	141.28	141.36
S1	140.97	140.97	141.37	141.13
S2	140.49	140.49	141.30
S3	139.70	140.18	141.22
S4	138.91	139.39	141.01

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	140.81	1.14	0.8%	0.53	0.4%	55%	False	True	605,824
10	142.10	140.53	1.57	1.1%	0.63	0.4%	58%	False	False	599,297
20	142.32	140.53	1.79	1.3%	0.56	0.4%	51%	False	False	610,173
40	142.32	138.79	3.53	2.5%	0.55	0.4%	75%	False	False	598,683
60	142.32	136.42	5.90	4.2%	0.62	0.4%	85%	False	False	598,806
80	142.32	136.42	5.90	4.2%	0.64	0.4%	85%	False	False	449,795
100	142.37	136.42	5.95	4.2%	0.61	0.4%	84%	False	False	359,843
120	142.37	136.42	5.95	4.2%	0.62	0.4%	84%	False	False	299,880

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	0.12
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	144.96
2.618	143.67
1.618	142.88
1.000	142.39
0.618	142.09
HIGH	141.60
0.618	141.30
0.500	141.21
0.382	141.11
LOW	140.81
0.618	140.32
1.000	140.02
1.618	139.53
2.618	138.74
4.250	137.45

Fisher Pivots for day following 20-Nov-2013
Pivot	1 day	3 day
R1	141.36	141.42
PP	141.28	141.40
S1	141.21	141.38

Download as Excel Spreadsheet

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

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