Euro Bund Future March 2014


Trading Metrics calculated at close of trading on 22-Nov-2013
Day Change Summary
Previous Current
21-Nov-2013 22-Nov-2013 Change Change % Previous Week
Open 140.90 141.16 0.26 0.2% 141.83
High 141.15 141.23 0.08 0.1% 142.07
Low 140.69 140.84 0.15 0.1% 140.69
Close 141.11 141.08 -0.03 0.0% 141.08
Range 0.46 0.39 -0.07 -15.2% 1.38
ATR 0.56 0.55 -0.01 -2.2% 0.00
Volume 4,344 842 -3,502 -80.6% 15,000
Daily Pivots for day following 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 142.22 142.04 141.29
R3 141.83 141.65 141.19
R2 141.44 141.44 141.15
R1 141.26 141.26 141.12 141.16
PP 141.05 141.05 141.05 141.00
S1 140.87 140.87 141.04 140.77
S2 140.66 140.66 141.01
S3 140.27 140.48 140.97
S4 139.88 140.09 140.87
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 145.42 144.63 141.84
R3 144.04 143.25 141.46
R2 142.66 142.66 141.33
R1 141.87 141.87 141.21 141.58
PP 141.28 141.28 141.28 141.13
S1 140.49 140.49 140.95 140.20
S2 139.90 139.90 140.83
S3 138.52 139.11 140.70
S4 137.14 137.73 140.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.07 140.69 1.38 1.0% 0.52 0.4% 28% False False 3,000
10 142.07 140.56 1.51 1.1% 0.47 0.3% 34% False False 2,218
20 142.25 140.56 1.69 1.2% 0.49 0.4% 31% False False 2,063
40 142.25 138.70 3.55 2.5% 0.43 0.3% 67% False False 1,045
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Stretch 0.12
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 142.89
2.618 142.25
1.618 141.86
1.000 141.62
0.618 141.47
HIGH 141.23
0.618 141.08
0.500 141.04
0.382 140.99
LOW 140.84
0.618 140.60
1.000 140.45
1.618 140.21
2.618 139.82
4.250 139.18
Fisher Pivots for day following 22-Nov-2013
Pivot 1 day 3 day
R1 141.07 141.21
PP 141.05 141.16
S1 141.04 141.12

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

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