Euro Bund Future March 2014


Trading Metrics calculated at close of trading on 02-Dec-2013
Day Change Summary
Previous Current
29-Nov-2013 02-Dec-2013 Change Change % Previous Week
Open 141.87 141.73 -0.14 -0.1% 141.05
High 142.06 141.83 -0.23 -0.2% 142.06
Low 141.70 141.24 -0.46 -0.3% 141.02
Close 141.89 141.31 -0.58 -0.4% 141.89
Range 0.36 0.59 0.23 63.9% 1.04
ATR 0.52 0.53 0.01 1.8% 0.00
Volume 284,459 545,442 260,983 91.7% 499,085
Daily Pivots for day following 02-Dec-2013
Classic Woodie Camarilla DeMark
R4 143.23 142.86 141.63
R3 142.64 142.27 141.47
R2 142.05 142.05 141.42
R1 141.68 141.68 141.36 141.57
PP 141.46 141.46 141.46 141.41
S1 141.09 141.09 141.26 140.98
S2 140.87 140.87 141.20
S3 140.28 140.50 141.15
S4 139.69 139.91 140.99
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
5 142.06 141.24 0.82 0.6% 0.47 0.3% 9% False True 201,471
10 142.06 140.69 1.37 1.0% 0.51 0.4% 45% False False 105,780
20 142.07 140.56 1.51 1.1% 0.53 0.4% 50% False False 53,430
40 142.25 138.70 3.55 2.5% 0.45 0.3% 74% False False 27,156
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 144.34
2.618 143.37
1.618 142.78
1.000 142.42
0.618 142.19
HIGH 141.83
0.618 141.60
0.500 141.54
0.382 141.47
LOW 141.24
0.618 140.88
1.000 140.65
1.618 140.29
2.618 139.70
4.250 138.73
Fisher Pivots for day following 02-Dec-2013
Pivot 1 day 3 day
R1 141.54 141.65
PP 141.46 141.54
S1 141.39 141.42

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

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