Euro Bund Future March 2014


Trading Metrics calculated at close of trading on 09-Dec-2013
Day Change Summary
Previous Current
06-Dec-2013 09-Dec-2013 Change Change % Previous Week
Open 139.59 140.12 0.53 0.4% 141.73
High 140.15 140.24 0.09 0.1% 141.83
Low 139.47 139.94 0.47 0.3% 139.47
Close 140.11 140.09 -0.02 0.0% 140.11
Range 0.68 0.30 -0.38 -55.9% 2.36
ATR 0.59 0.57 -0.02 -3.5% 0.00
Volume 351,886 451,735 99,849 28.4% 3,443,538
Daily Pivots for day following 09-Dec-2013
Classic Woodie Camarilla DeMark
R4 140.99 140.84 140.26
R3 140.69 140.54 140.17
R2 140.39 140.39 140.15
R1 140.24 140.24 140.12 140.17
PP 140.09 140.09 140.09 140.05
S1 139.94 139.94 140.06 139.87
S2 139.79 139.79 140.04
S3 139.49 139.64 140.01
S4 139.19 139.34 139.93
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
5 141.60 139.47 2.13 1.5% 0.67 0.5% 29% False False 669,966
10 142.06 139.47 2.59 1.8% 0.57 0.4% 24% False False 435,718
20 142.07 139.47 2.60 1.9% 0.54 0.4% 24% False False 220,802
40 142.25 138.70 3.55 2.5% 0.49 0.3% 39% False False 110,900
60 142.25 137.47 4.78 3.4% 0.46 0.3% 55% False False 73,945
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.12
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 141.52
2.618 141.03
1.618 140.73
1.000 140.54
0.618 140.43
HIGH 140.24
0.618 140.13
0.500 140.09
0.382 140.05
LOW 139.94
0.618 139.75
1.000 139.64
1.618 139.45
2.618 139.15
4.250 138.67
Fisher Pivots for day following 09-Dec-2013
Pivot 1 day 3 day
R1 140.09 140.07
PP 140.09 140.05
S1 140.09 140.04

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

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