Euro Bund Future March 2014


Trading Metrics calculated at close of trading on 10-Dec-2013
Day Change Summary
Previous Current
09-Dec-2013 10-Dec-2013 Change Change % Previous Week
Open 140.12 140.08 -0.04 0.0% 141.73
High 140.24 140.40 0.16 0.1% 141.83
Low 139.94 140.03 0.09 0.1% 139.47
Close 140.09 140.17 0.08 0.1% 140.11
Range 0.30 0.37 0.07 23.3% 2.36
ATR 0.57 0.56 -0.01 -2.5% 0.00
Volume 451,735 393,828 -57,907 -12.8% 3,443,538
Daily Pivots for day following 10-Dec-2013
Classic Woodie Camarilla DeMark
R4 141.31 141.11 140.37
R3 140.94 140.74 140.27
R2 140.57 140.57 140.24
R1 140.37 140.37 140.20 140.47
PP 140.20 140.20 140.20 140.25
S1 140.00 140.00 140.14 140.10
S2 139.83 139.83 140.10
S3 139.46 139.63 140.07
S4 139.09 139.26 139.97
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
5 141.35 139.47 1.88 1.3% 0.64 0.5% 37% False False 582,050
10 142.06 139.47 2.59 1.8% 0.56 0.4% 27% False False 471,913
20 142.07 139.47 2.60 1.9% 0.54 0.4% 27% False False 240,365
40 142.25 138.70 3.55 2.5% 0.49 0.4% 41% False False 120,745
60 142.25 137.47 4.78 3.4% 0.46 0.3% 56% False False 80,509
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.11
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141.97
2.618 141.37
1.618 141.00
1.000 140.77
0.618 140.63
HIGH 140.40
0.618 140.26
0.500 140.22
0.382 140.17
LOW 140.03
0.618 139.80
1.000 139.66
1.618 139.43
2.618 139.06
4.250 138.46
Fisher Pivots for day following 10-Dec-2013
Pivot 1 day 3 day
R1 140.22 140.09
PP 140.20 140.01
S1 140.19 139.94

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

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