Euro Bund Future March 2014


Trading Metrics calculated at close of trading on 11-Dec-2013
Day Change Summary
Previous Current
10-Dec-2013 11-Dec-2013 Change Change % Previous Week
Open 140.08 140.20 0.12 0.1% 141.73
High 140.40 140.47 0.07 0.0% 141.83
Low 140.03 140.11 0.08 0.1% 139.47
Close 140.17 140.30 0.13 0.1% 140.11
Range 0.37 0.36 -0.01 -2.7% 2.36
ATR 0.56 0.54 -0.01 -2.5% 0.00
Volume 393,828 547,363 153,535 39.0% 3,443,538
Daily Pivots for day following 11-Dec-2013
Classic Woodie Camarilla DeMark
R4 141.37 141.20 140.50
R3 141.01 140.84 140.40
R2 140.65 140.65 140.37
R1 140.48 140.48 140.33 140.57
PP 140.29 140.29 140.29 140.34
S1 140.12 140.12 140.27 140.21
S2 139.93 139.93 140.23
S3 139.57 139.76 140.20
S4 139.21 139.40 140.10
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
5 140.60 139.47 1.13 0.8% 0.51 0.4% 73% False False 505,091
10 142.06 139.47 2.59 1.8% 0.56 0.4% 32% False False 522,312
20 142.07 139.47 2.60 1.9% 0.52 0.4% 32% False False 267,684
40 142.25 139.16 3.09 2.2% 0.49 0.3% 37% False False 134,428
60 142.25 138.06 4.19 3.0% 0.45 0.3% 53% False False 89,631
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 142.00
2.618 141.41
1.618 141.05
1.000 140.83
0.618 140.69
HIGH 140.47
0.618 140.33
0.500 140.29
0.382 140.25
LOW 140.11
0.618 139.89
1.000 139.75
1.618 139.53
2.618 139.17
4.250 138.58
Fisher Pivots for day following 11-Dec-2013
Pivot 1 day 3 day
R1 140.30 140.27
PP 140.29 140.24
S1 140.29 140.21

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

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