Euro Bund Future March 2014


Trading Metrics calculated at close of trading on 25-Oct-2013
Day Change Summary
Previous Current
24-Oct-2013 25-Oct-2013 Change Change % Previous Week
Open 140.74 140.87 0.13 0.1% 139.96
High 141.15 141.05 -0.10 -0.1% 141.15
Low 140.65 140.87 0.22 0.2% 139.77
Close 140.82 141.01 0.19 0.1% 141.01
Range 0.50 0.18 -0.32 -64.0% 1.38
ATR 0.52 0.49 -0.02 -4.0% 0.00
Volume 114 66 -48 -42.1% 308
Daily Pivots for day following 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 141.52 141.44 141.11
R3 141.34 141.26 141.06
R2 141.16 141.16 141.04
R1 141.08 141.08 141.03 141.12
PP 140.98 140.98 140.98 141.00
S1 140.90 140.90 140.99 140.94
S2 140.80 140.80 140.98
S3 140.62 140.72 140.96
S4 140.44 140.54 140.91
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 144.78 144.28 141.77
R3 143.40 142.90 141.39
R2 142.02 142.02 141.26
R1 141.52 141.52 141.14 141.77
PP 140.64 140.64 140.64 140.77
S1 140.14 140.14 140.88 140.39
S2 139.26 139.26 140.76
S3 137.88 138.76 140.63
S4 136.50 137.38 140.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.15 139.77 1.38 1.0% 0.39 0.3% 90% False False 61
10 141.15 138.70 2.45 1.7% 0.38 0.3% 94% False False 40
20 141.15 138.70 2.45 1.7% 0.36 0.3% 94% False False 28
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 141.82
2.618 141.52
1.618 141.34
1.000 141.23
0.618 141.16
HIGH 141.05
0.618 140.98
0.500 140.96
0.382 140.94
LOW 140.87
0.618 140.76
1.000 140.69
1.618 140.58
2.618 140.40
4.250 140.11
Fisher Pivots for day following 25-Oct-2013
Pivot 1 day 3 day
R1 140.99 140.95
PP 140.98 140.88
S1 140.96 140.82

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

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