Euro Bund Future June 2014

Trading Metrics calculated at close of trading on 23-Dec-2013

Day Change Summary
	Previous	Current
	20-Dec-2013	23-Dec-2013	Change	Change %	Previous Week
Open	137.70	137.86	0.16	0.1%	138.32
High	138.03	137.87	-0.16	-0.1%	138.42
Low	137.61	137.84	0.23	0.2%	137.61
Close	138.03	137.87	-0.16	-0.1%	138.03
Range	0.42	0.03	-0.39	-92.9%	0.81
ATR
Volume	7	15	8	114.3%	56

Daily Pivots for day following 23-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	137.95	137.94	137.89
R3	137.92	137.91	137.88
R2	137.89	137.89	137.88
R1	137.88	137.88	137.87	137.89
PP	137.86	137.86	137.86	137.86
S1	137.85	137.85	137.87	137.86
S2	137.83	137.83	137.86
S3	137.80	137.82	137.86
S4	137.77	137.79	137.85

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%	32%	False	False	13
10	138.42	137.61	0.81	0.6%	0.14	0.1%	32%	False	False	10

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.04
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	138.00
2.618	137.95
1.618	137.92
1.000	137.90
0.618	137.89
HIGH	137.87
0.618	137.86
0.500	137.86
0.382	137.85
LOW	137.84
0.618	137.82
1.000	137.81
1.618	137.79
2.618	137.76
4.250	137.71

Fisher Pivots for day following 23-Dec-2013
Pivot	1 day	3 day
R1	137.87	137.93
PP	137.86	137.91
S1	137.86	137.89

Download as Excel Spreadsheet

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

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