Euro Bund Future December 2013


Trading Metrics calculated at close of trading on 22-Nov-2013
Day Change Summary
Previous Current
21-Nov-2013 22-Nov-2013 Change Change % Previous Week
Open 140.77 141.00 0.23 0.2% 141.70
High 141.04 141.11 0.07 0.0% 141.95
Low 140.56 140.69 0.13 0.1% 140.56
Close 140.98 140.95 -0.03 0.0% 140.95
Range 0.48 0.42 -0.06 -12.5% 1.39
ATR 0.62 0.60 -0.01 -2.3% 0.00
Volume 552,505 446,295 -106,210 -19.2% 3,222,251
Daily Pivots for day following 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 142.18 141.98 141.18
R3 141.76 141.56 141.07
R2 141.34 141.34 141.03
R1 141.14 141.14 140.99 141.03
PP 140.92 140.92 140.92 140.86
S1 140.72 140.72 140.91 140.61
S2 140.50 140.50 140.87
S3 140.08 140.30 140.83
S4 139.66 139.88 140.72
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 145.32 144.53 141.71
R3 143.93 143.14 141.33
R2 142.54 142.54 141.20
R1 141.75 141.75 141.08 141.45
PP 141.15 141.15 141.15 141.01
S1 140.36 140.36 140.82 140.06
S2 139.76 139.76 140.70
S3 138.37 138.97 140.57
S4 136.98 137.58 140.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.95 140.56 1.39 1.0% 0.55 0.4% 28% False False 644,450
10 141.95 140.53 1.42 1.0% 0.51 0.4% 30% False False 596,000
20 142.32 140.53 1.79 1.3% 0.56 0.4% 23% False False 615,261
40 142.32 138.79 3.53 2.5% 0.54 0.4% 61% False False 591,232
60 142.32 136.42 5.90 4.2% 0.61 0.4% 77% False False 613,335
80 142.32 136.42 5.90 4.2% 0.62 0.4% 77% False False 462,279
100 142.37 136.42 5.95 4.2% 0.61 0.4% 76% False False 369,830
120 142.37 136.42 5.95 4.2% 0.61 0.4% 76% False False 308,203
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.13
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 142.90
2.618 142.21
1.618 141.79
1.000 141.53
0.618 141.37
HIGH 141.11
0.618 140.95
0.500 140.90
0.382 140.85
LOW 140.69
0.618 140.43
1.000 140.27
1.618 140.01
2.618 139.59
4.250 138.91
Fisher Pivots for day following 22-Nov-2013
Pivot 1 day 3 day
R1 140.93 141.08
PP 140.92 141.04
S1 140.90 140.99

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

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