Euro Bund Future March 2014


Trading Metrics calculated at close of trading on 11-Nov-2013
Day Change Summary
Previous Current
08-Nov-2013 11-Nov-2013 Change Change % Previous Week
Open 141.87 141.08 -0.79 -0.6% 141.91
High 141.99 141.25 -0.74 -0.5% 142.03
Low 140.93 140.97 0.04 0.0% 140.93
Close 141.06 141.03 -0.03 0.0% 141.06
Range 1.06 0.28 -0.78 -73.6% 1.10
ATR 0.54 0.52 -0.02 -3.4% 0.00
Volume 429 501 72 16.8% 2,125
Daily Pivots for day following 11-Nov-2013
Classic Woodie Camarilla DeMark
R4 141.92 141.76 141.18
R3 141.64 141.48 141.11
R2 141.36 141.36 141.08
R1 141.20 141.20 141.06 141.14
PP 141.08 141.08 141.08 141.06
S1 140.92 140.92 141.00 140.86
S2 140.80 140.80 140.98
S3 140.52 140.64 140.95
S4 140.24 140.36 140.88
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 144.64 143.95 141.67
R3 143.54 142.85 141.36
R2 142.44 142.44 141.26
R1 141.75 141.75 141.16 141.55
PP 141.34 141.34 141.34 141.24
S1 140.65 140.65 140.96 140.45
S2 140.24 140.24 140.86
S3 139.14 139.55 140.76
S4 138.04 138.45 140.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.99 140.93 1.06 0.8% 0.64 0.5% 9% False False 481
10 142.25 140.93 1.32 0.9% 0.52 0.4% 8% False False 441
20 142.25 138.70 3.55 2.5% 0.44 0.3% 66% False False 998
40 142.25 137.47 4.78 3.4% 0.43 0.3% 74% False False 517
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.04
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 142.44
2.618 141.98
1.618 141.70
1.000 141.53
0.618 141.42
HIGH 141.25
0.618 141.14
0.500 141.11
0.382 141.08
LOW 140.97
0.618 140.80
1.000 140.69
1.618 140.52
2.618 140.24
4.250 139.78
Fisher Pivots for day following 11-Nov-2013
Pivot 1 day 3 day
R1 141.11 141.46
PP 141.08 141.32
S1 141.06 141.17

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

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