Euro Bund Future December 2013


Trading Metrics calculated at close of trading on 26-Nov-2013
Day Change Summary
Previous Current
25-Nov-2013 26-Nov-2013 Change Change % Previous Week
Open 140.86 141.39 0.53 0.4% 141.70
High 141.38 141.78 0.40 0.3% 141.95
Low 140.85 141.28 0.43 0.3% 140.56
Close 141.32 141.70 0.38 0.3% 140.95
Range 0.53 0.50 -0.03 -5.7% 1.39
ATR 0.60 0.59 -0.01 -1.2% 0.00
Volume 582,834 586,990 4,156 0.7% 3,222,251
Daily Pivots for day following 26-Nov-2013
Classic Woodie Camarilla DeMark
R4 143.09 142.89 141.98
R3 142.59 142.39 141.84
R2 142.09 142.09 141.79
R1 141.89 141.89 141.75 141.99
PP 141.59 141.59 141.59 141.64
S1 141.39 141.39 141.65 141.49
S2 141.09 141.09 141.61
S3 140.59 140.89 141.56
S4 140.09 140.39 141.43
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
5 141.78 140.56 1.22 0.9% 0.54 0.4% 93% True False 602,609
10 141.95 140.56 1.39 1.0% 0.53 0.4% 82% False False 584,657
20 142.32 140.53 1.79 1.3% 0.57 0.4% 65% False False 612,744
40 142.32 138.79 3.53 2.5% 0.54 0.4% 82% False False 583,513
60 142.32 136.42 5.90 4.2% 0.61 0.4% 89% False False 614,960
80 142.32 136.42 5.90 4.2% 0.62 0.4% 89% False False 476,901
100 142.37 136.42 5.95 4.2% 0.60 0.4% 89% False False 381,528
120 142.37 136.42 5.95 4.2% 0.61 0.4% 89% False False 317,951
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 143.91
2.618 143.09
1.618 142.59
1.000 142.28
0.618 142.09
HIGH 141.78
0.618 141.59
0.500 141.53
0.382 141.47
LOW 141.28
0.618 140.97
1.000 140.78
1.618 140.47
2.618 139.97
4.250 139.16
Fisher Pivots for day following 26-Nov-2013
Pivot 1 day 3 day
R1 141.64 141.55
PP 141.59 141.39
S1 141.53 141.24

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

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