Euro Bund Future December 2013


Trading Metrics calculated at close of trading on 03-Dec-2013
Day Change Summary
Previous Current
02-Dec-2013 03-Dec-2013 Change Change % Previous Week
Open 141.57 141.17 -0.40 -0.3% 140.86
High 141.64 141.42 -0.22 -0.2% 141.88
Low 141.05 140.94 -0.11 -0.1% 140.85
Close 141.12 141.28 0.16 0.1% 141.71
Range 0.59 0.48 -0.11 -18.6% 1.03
ATR 0.57 0.56 -0.01 -1.1% 0.00
Volume 1,029,337 1,286,090 256,753 24.9% 2,517,310
Daily Pivots for day following 03-Dec-2013
Classic Woodie Camarilla DeMark
R4 142.65 142.45 141.54
R3 142.17 141.97 141.41
R2 141.69 141.69 141.37
R1 141.49 141.49 141.32 141.59
PP 141.21 141.21 141.21 141.27
S1 141.01 141.01 141.24 141.11
S2 140.73 140.73 141.19
S3 140.25 140.53 141.15
S4 139.77 140.05 141.02
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
5 141.88 140.94 0.94 0.7% 0.46 0.3% 36% False True 849,980
10 141.91 140.56 1.35 1.0% 0.51 0.4% 53% False False 750,261
20 142.10 140.53 1.57 1.1% 0.56 0.4% 48% False False 662,745
40 142.32 138.79 3.53 2.5% 0.53 0.4% 71% False False 622,295
60 142.32 136.60 5.72 4.0% 0.59 0.4% 82% False False 623,048
80 142.32 136.42 5.90 4.2% 0.62 0.4% 82% False False 522,625
100 142.37 136.42 5.95 4.2% 0.60 0.4% 82% False False 418,156
120 142.37 136.42 5.95 4.2% 0.61 0.4% 82% False False 348,474
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 0.14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 143.46
2.618 142.68
1.618 142.20
1.000 141.90
0.618 141.72
HIGH 141.42
0.618 141.24
0.500 141.18
0.382 141.12
LOW 140.94
0.618 140.64
1.000 140.46
1.618 140.16
2.618 139.68
4.250 138.90
Fisher Pivots for day following 03-Dec-2013
Pivot 1 day 3 day
R1 141.25 141.41
PP 141.21 141.37
S1 141.18 141.32

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

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