Euro Bund Future December 2013


Trading Metrics calculated at close of trading on 04-Dec-2013
Day Change Summary
Previous Current
03-Dec-2013 04-Dec-2013 Change Change % Previous Week
Open 141.17 141.23 0.06 0.0% 140.86
High 141.42 141.23 -0.19 -0.1% 141.88
Low 140.94 140.26 -0.68 -0.5% 140.85
Close 141.28 140.38 -0.90 -0.6% 141.71
Range 0.48 0.97 0.49 102.1% 1.03
ATR 0.56 0.59 0.03 5.8% 0.00
Volume 1,286,090 294,077 -992,013 -77.1% 2,517,310
Daily Pivots for day following 04-Dec-2013
Classic Woodie Camarilla DeMark
R4 143.53 142.93 140.91
R3 142.56 141.96 140.65
R2 141.59 141.59 140.56
R1 140.99 140.99 140.47 140.81
PP 140.62 140.62 140.62 140.53
S1 140.02 140.02 140.29 139.84
S2 139.65 139.65 140.20
S3 138.68 139.05 140.11
S4 137.71 138.08 139.85
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
5 141.88 140.26 1.62 1.2% 0.56 0.4% 7% False True 791,398
10 141.88 140.26 1.62 1.2% 0.55 0.4% 7% False True 697,003
20 142.10 140.26 1.84 1.3% 0.57 0.4% 7% False True 646,156
40 142.32 138.79 3.53 2.5% 0.54 0.4% 45% False False 613,408
60 142.32 136.71 5.61 4.0% 0.59 0.4% 65% False False 617,430
80 142.32 136.42 5.90 4.2% 0.62 0.4% 67% False False 526,287
100 142.37 136.42 5.95 4.2% 0.61 0.4% 67% False False 421,097
120 142.37 136.42 5.95 4.2% 0.62 0.4% 67% False False 350,925
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 0.13
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 145.35
2.618 143.77
1.618 142.80
1.000 142.20
0.618 141.83
HIGH 141.23
0.618 140.86
0.500 140.75
0.382 140.63
LOW 140.26
0.618 139.66
1.000 139.29
1.618 138.69
2.618 137.72
4.250 136.14
Fisher Pivots for day following 04-Dec-2013
Pivot 1 day 3 day
R1 140.75 140.95
PP 140.62 140.76
S1 140.50 140.57

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

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