Euro Bund Future March 2014


Trading Metrics calculated at close of trading on 06-Dec-2013
Day Change Summary
Previous Current
05-Dec-2013 06-Dec-2013 Change Change % Previous Week
Open 140.47 139.59 -0.88 -0.6% 141.73
High 140.60 140.15 -0.45 -0.3% 141.83
Low 139.75 139.47 -0.28 -0.2% 139.47
Close 139.89 140.11 0.22 0.2% 140.11
Range 0.85 0.68 -0.17 -20.0% 2.36
ATR 0.59 0.59 0.01 1.1% 0.00
Volume 780,645 351,886 -428,759 -54.9% 3,443,538
Daily Pivots for day following 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 141.95 141.71 140.48
R3 141.27 141.03 140.30
R2 140.59 140.59 140.23
R1 140.35 140.35 140.17 140.47
PP 139.91 139.91 139.91 139.97
S1 139.67 139.67 140.05 139.79
S2 139.23 139.23 139.99
S3 138.55 138.99 139.92
S4 137.87 138.31 139.74
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 147.55 146.19 141.41
R3 145.19 143.83 140.76
R2 142.83 142.83 140.54
R1 141.47 141.47 140.33 140.97
PP 140.47 140.47 140.47 140.22
S1 139.11 139.11 139.89 138.61
S2 138.11 138.11 139.68
S3 135.75 136.75 139.46
S4 133.39 134.39 138.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.83 139.47 2.36 1.7% 0.72 0.5% 27% False True 688,707
10 142.06 139.47 2.59 1.8% 0.60 0.4% 25% False True 394,262
20 142.07 139.47 2.60 1.9% 0.54 0.4% 25% False True 198,240
40 142.25 138.70 3.55 2.5% 0.49 0.4% 40% False False 99,607
60 142.25 137.47 4.78 3.4% 0.46 0.3% 55% False False 66,417
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 True
Bull Hook False
Stretch 0.11
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 143.04
2.618 141.93
1.618 141.25
1.000 140.83
0.618 140.57
HIGH 140.15
0.618 139.89
0.500 139.81
0.382 139.73
LOW 139.47
0.618 139.05
1.000 138.79
1.618 138.37
2.618 137.69
4.250 136.58
Fisher Pivots for day following 06-Dec-2013
Pivot 1 day 3 day
R1 140.01 140.41
PP 139.91 140.31
S1 139.81 140.21

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

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