Euro Bund Future March 2014

Trading Metrics calculated at close of trading on 27-Nov-2013

Day Change Summary
	Previous	Current
	26-Nov-2013	27-Nov-2013	Change	Change %	Previous Week
Open	141.60	141.81	0.21	0.1%	141.83
High	141.96	141.93	-0.03	0.0%	142.07
Low	141.46	141.57	0.11	0.1%	140.69
Close	141.89	141.83	-0.06	0.0%	141.08
Range	0.50	0.36	-0.14	-28.0%	1.38
ATR	0.54	0.53	-0.01	-2.4%	0.00
Volume	31,877	43,374	11,497	36.1%	15,000

Daily Pivots for day following 27-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	142.86	142.70	142.03
R3	142.50	142.34	141.93
R2	142.14	142.14	141.90
R1	141.98	141.98	141.86	142.06
PP	141.78	141.78	141.78	141.82
S1	141.62	141.62	141.80	141.70
S2	141.42	141.42	141.76
S3	141.06	141.26	141.73
S4	140.70	140.90	141.63

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	141.96	140.69	1.27	0.9%	0.45	0.3%	90%	False	False	23,521
10	142.07	140.69	1.38	1.0%	0.48	0.3%	83%	False	False	13,055
20	142.25	140.56	1.69	1.2%	0.51	0.4%	75%	False	False	6,918
40	142.25	138.70	3.55	2.5%	0.43	0.3%	88%	False	False	3,854

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	0.13
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	143.46
2.618	142.87
1.618	142.51
1.000	142.29
0.618	142.15
HIGH	141.93
0.618	141.79
0.500	141.75
0.382	141.71
LOW	141.57
0.618	141.35
1.000	141.21
1.618	140.99
2.618	140.63
4.250	140.04

Fisher Pivots for day following 27-Nov-2013
Pivot	1 day	3 day
R1	141.80	141.72
PP	141.78	141.60
S1	141.75	141.49

Download as Excel Spreadsheet

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

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