Euro Bund Future March 2014


Trading Metrics calculated at close of trading on 29-Nov-2013
Day Change Summary
Previous Current
28-Nov-2013 29-Nov-2013 Change Change % Previous Week
Open 141.76 141.87 0.11 0.1% 141.05
High 141.90 142.06 0.16 0.1% 142.06
Low 141.34 141.70 0.36 0.3% 141.02
Close 141.84 141.89 0.05 0.0% 141.89
Range 0.56 0.36 -0.20 -35.7% 1.04
ATR 0.53 0.52 -0.01 -2.3% 0.00
Volume 102,204 284,459 182,255 178.3% 499,085
Daily Pivots for day following 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 142.96 142.79 142.09
R3 142.60 142.43 141.99
R2 142.24 142.24 141.96
R1 142.07 142.07 141.92 142.16
PP 141.88 141.88 141.88 141.93
S1 141.71 141.71 141.86 141.80
S2 141.52 141.52 141.82
S3 141.16 141.35 141.79
S4 140.80 140.99 141.69
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 144.78 144.37 142.46
R3 143.74 143.33 142.18
R2 142.70 142.70 142.08
R1 142.29 142.29 141.99 142.50
PP 141.66 141.66 141.66 141.76
S1 141.25 141.25 141.79 141.46
S2 140.62 140.62 141.70
S3 139.58 140.21 141.60
S4 138.54 139.17 141.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.06 141.02 1.04 0.7% 0.47 0.3% 84% True False 99,817
10 142.07 140.69 1.38 1.0% 0.50 0.3% 87% False False 51,408
20 142.07 140.56 1.51 1.1% 0.51 0.4% 88% False False 26,169
40 142.25 138.70 3.55 2.5% 0.44 0.3% 90% False False 13,520
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 False
Stretch 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 143.59
2.618 143.00
1.618 142.64
1.000 142.42
0.618 142.28
HIGH 142.06
0.618 141.92
0.500 141.88
0.382 141.84
LOW 141.70
0.618 141.48
1.000 141.34
1.618 141.12
2.618 140.76
4.250 140.17
Fisher Pivots for day following 29-Nov-2013
Pivot 1 day 3 day
R1 141.89 141.83
PP 141.88 141.76
S1 141.88 141.70

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

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