Euro Bund Future March 2014


Trading Metrics calculated at close of trading on 12-Dec-2013
Day Change Summary
Previous Current
11-Dec-2013 12-Dec-2013 Change Change % Previous Week
Open 140.20 140.17 -0.03 0.0% 141.73
High 140.47 140.41 -0.06 0.0% 141.83
Low 140.11 139.97 -0.14 -0.1% 139.47
Close 140.30 140.10 -0.20 -0.1% 140.11
Range 0.36 0.44 0.08 22.2% 2.36
ATR 0.54 0.54 -0.01 -1.4% 0.00
Volume 547,363 388,225 -159,138 -29.1% 3,443,538
Daily Pivots for day following 12-Dec-2013
Classic Woodie Camarilla DeMark
R4 141.48 141.23 140.34
R3 141.04 140.79 140.22
R2 140.60 140.60 140.18
R1 140.35 140.35 140.14 140.26
PP 140.16 140.16 140.16 140.11
S1 139.91 139.91 140.06 139.82
S2 139.72 139.72 140.02
S3 139.28 139.47 139.98
S4 138.84 139.03 139.86
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
5 140.47 139.47 1.00 0.7% 0.43 0.3% 63% False False 426,607
10 142.06 139.47 2.59 1.8% 0.55 0.4% 24% False False 550,914
20 142.07 139.47 2.60 1.9% 0.52 0.4% 24% False False 287,041
40 142.25 139.47 2.78 2.0% 0.49 0.3% 23% False False 144,133
60 142.25 138.06 4.19 3.0% 0.44 0.3% 49% False False 96,102
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 142.28
2.618 141.56
1.618 141.12
1.000 140.85
0.618 140.68
HIGH 140.41
0.618 140.24
0.500 140.19
0.382 140.14
LOW 139.97
0.618 139.70
1.000 139.53
1.618 139.26
2.618 138.82
4.250 138.10
Fisher Pivots for day following 12-Dec-2013
Pivot 1 day 3 day
R1 140.19 140.22
PP 140.16 140.18
S1 140.13 140.14

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

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