Euro Bund Future March 2014


Trading Metrics calculated at close of trading on 27-Dec-2013
Day Change Summary
Previous Current
23-Dec-2013 27-Dec-2013 Change Change % Previous Week
Open 139.77 139.58 -0.19 -0.1% 139.77
High 139.93 139.63 -0.30 -0.2% 139.93
Low 139.62 138.83 -0.79 -0.6% 138.83
Close 139.75 138.96 -0.79 -0.6% 138.96
Range 0.31 0.80 0.49 158.1% 1.10
ATR 0.51 0.54 0.03 5.7% 0.00
Volume 216,923 235,352 18,429 8.5% 452,275
Daily Pivots for day following 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 141.54 141.05 139.40
R3 140.74 140.25 139.18
R2 139.94 139.94 139.11
R1 139.45 139.45 139.03 139.30
PP 139.14 139.14 139.14 139.06
S1 138.65 138.65 138.89 138.50
S2 138.34 138.34 138.81
S3 137.54 137.85 138.74
S4 136.74 137.05 138.52
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 142.54 141.85 139.57
R3 141.44 140.75 139.26
R2 140.34 140.34 139.16
R1 139.65 139.65 139.06 139.45
PP 139.24 139.24 139.24 139.14
S1 138.55 138.55 138.86 138.35
S2 138.14 138.14 138.76
S3 137.04 137.45 138.66
S4 135.94 136.35 138.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.49 138.83 1.66 1.2% 0.59 0.4% 8% False True 319,203
10 140.59 138.83 1.76 1.3% 0.49 0.4% 7% False True 376,350
20 142.06 138.83 3.23 2.3% 0.52 0.4% 4% False True 424,132
40 142.25 138.83 3.42 2.5% 0.52 0.4% 4% False True 214,443
60 142.25 138.70 3.55 2.6% 0.46 0.3% 7% False False 143,224
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 143.03
2.618 141.72
1.618 140.92
1.000 140.43
0.618 140.12
HIGH 139.63
0.618 139.32
0.500 139.23
0.382 139.14
LOW 138.83
0.618 138.34
1.000 138.03
1.618 137.54
2.618 136.74
4.250 135.43
Fisher Pivots for day following 27-Dec-2013
Pivot 1 day 3 day
R1 139.23 139.40
PP 139.14 139.25
S1 139.05 139.11

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

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