Euro Bund Future December 2013


Trading Metrics calculated at close of trading on 29-Nov-2013
Day Change Summary
Previous Current
27-Nov-2013 29-Nov-2013 Change Change % Previous Week
Open 141.65 141.69 0.04 0.0% 140.86
High 141.75 141.88 0.13 0.1% 141.88
Low 141.37 141.52 0.15 0.1% 140.85
Close 141.63 141.71 0.08 0.1% 141.71
Range 0.38 0.36 -0.02 -5.3% 1.03
ATR 0.58 0.56 -0.02 -2.7% 0.00
Volume 430,110 917,376 487,266 113.3% 2,517,310
Daily Pivots for day following 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 142.78 142.61 141.91
R3 142.42 142.25 141.81
R2 142.06 142.06 141.78
R1 141.89 141.89 141.74 141.98
PP 141.70 141.70 141.70 141.75
S1 141.53 141.53 141.68 141.62
S2 141.34 141.34 141.64
S3 140.98 141.17 141.61
S4 140.62 140.81 141.51
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 144.57 144.17 142.28
R3 143.54 143.14 141.99
R2 142.51 142.51 141.90
R1 142.11 142.11 141.80 142.31
PP 141.48 141.48 141.48 141.58
S1 141.08 141.08 141.62 141.28
S2 140.45 140.45 141.52
S3 139.42 140.05 141.43
S4 138.39 139.02 141.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.88 140.69 1.19 0.8% 0.44 0.3% 86% True False 592,721
10 141.95 140.56 1.39 1.0% 0.49 0.3% 83% False False 613,371
20 142.19 140.53 1.66 1.2% 0.55 0.4% 71% False False 600,530
40 142.32 138.79 3.53 2.5% 0.52 0.4% 83% False False 588,259
60 142.32 136.42 5.90 4.2% 0.60 0.4% 90% False False 603,359
80 142.32 136.42 5.90 4.2% 0.62 0.4% 90% False False 493,698
100 142.37 136.42 5.95 4.2% 0.60 0.4% 89% False False 395,003
120 142.37 136.42 5.95 4.2% 0.61 0.4% 89% False False 329,180
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 143.41
2.618 142.82
1.618 142.46
1.000 142.24
0.618 142.10
HIGH 141.88
0.618 141.74
0.500 141.70
0.382 141.66
LOW 141.52
0.618 141.30
1.000 141.16
1.618 140.94
2.618 140.58
4.250 139.99
Fisher Pivots for day following 29-Nov-2013
Pivot 1 day 3 day
R1 141.71 141.67
PP 141.70 141.62
S1 141.70 141.58

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

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