Euro Bund Future June 2014

Trading Metrics calculated at close of trading on 20-Dec-2013

Day Change Summary
	Previous	Current
	19-Dec-2013	20-Dec-2013	Change	Change %	Previous Week
Open	138.10	137.70	-0.40	-0.3%	138.32
High	138.25	138.03	-0.22	-0.2%	138.42
Low	137.90	137.61	-0.29	-0.2%	137.61
Close	137.90	138.03	0.13	0.1%	138.03
Range	0.35	0.42	0.07	20.0%	0.81
ATR
Volume	19	7	-12	-63.2%	56

Daily Pivots for day following 20-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	139.15	139.01	138.26
R3	138.73	138.59	138.15
R2	138.31	138.31	138.11
R1	138.17	138.17	138.07	138.24
PP	137.89	137.89	137.89	137.93
S1	137.75	137.75	137.99	137.82
S2	137.47	137.47	137.95
S3	137.05	137.33	137.91
S4	136.63	136.91	137.80

Weekly Pivots for week ending 20-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	140.45	140.05	138.48
R3	139.64	139.24	138.25
R2	138.83	138.83	138.18
R1	138.43	138.43	138.10	138.23
PP	138.02	138.02	138.02	137.92
S1	137.62	137.62	137.96	137.42
S2	137.21	137.21	137.88
S3	136.40	136.81	137.81
S4	135.59	136.00	137.58

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	138.42	137.61	0.81	0.6%	0.26	0.2%	52%	False	True	11
10	138.42	137.61	0.81	0.6%	0.15	0.1%	52%	False	True	11

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	0.04
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	139.82
2.618	139.13
1.618	138.71
1.000	138.45
0.618	138.29
HIGH	138.03
0.618	137.87
0.500	137.82
0.382	137.77
LOW	137.61
0.618	137.35
1.000	137.19
1.618	136.93
2.618	136.51
4.250	135.83

Fisher Pivots for day following 20-Dec-2013
Pivot	1 day	3 day
R1	137.96	138.03
PP	137.89	138.02
S1	137.82	138.02

Download as Excel Spreadsheet

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

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