Euro Bund Future March 2014


Trading Metrics calculated at close of trading on 04-Dec-2013
Day Change Summary
Previous Current
03-Dec-2013 04-Dec-2013 Change Change % Previous Week
Open 141.31 141.35 0.04 0.0% 141.05
High 141.60 141.35 -0.25 -0.2% 142.06
Low 141.12 140.33 -0.79 -0.6% 141.02
Close 141.43 140.46 -0.97 -0.7% 141.89
Range 0.48 1.02 0.54 112.5% 1.04
ATR 0.53 0.57 0.04 7.8% 0.00
Volume 833,405 932,160 98,755 11.8% 499,085
Daily Pivots for day following 04-Dec-2013
Classic Woodie Camarilla DeMark
R4 143.77 143.14 141.02
R3 142.75 142.12 140.74
R2 141.73 141.73 140.65
R1 141.10 141.10 140.55 140.91
PP 140.71 140.71 140.71 140.62
S1 140.08 140.08 140.37 139.89
S2 139.69 139.69 140.27
S3 138.67 139.06 140.18
S4 137.65 138.04 139.90
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
5 142.06 140.33 1.73 1.2% 0.60 0.4% 8% False True 539,534
10 142.06 140.33 1.73 1.2% 0.53 0.4% 8% False True 281,527
20 142.07 140.33 1.74 1.2% 0.55 0.4% 7% False True 141,655
40 142.25 138.70 3.55 2.5% 0.47 0.3% 50% False False 71,294
60 142.25 137.25 5.00 3.6% 0.45 0.3% 64% False False 47,541
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 0.12
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 145.69
2.618 144.02
1.618 143.00
1.000 142.37
0.618 141.98
HIGH 141.35
0.618 140.96
0.500 140.84
0.382 140.72
LOW 140.33
0.618 139.70
1.000 139.31
1.618 138.68
2.618 137.66
4.250 136.00
Fisher Pivots for day following 04-Dec-2013
Pivot 1 day 3 day
R1 140.84 141.08
PP 140.71 140.87
S1 140.59 140.67

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

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