Euro Bund Future December 2013


Trading Metrics calculated at close of trading on 23-Aug-2013
Day Change Summary
Previous Current
22-Aug-2013 23-Aug-2013 Change Change % Previous Week
Open 137.80 137.84 0.04 0.0% 137.90
High 138.01 137.84 -0.17 -0.1% 138.71
Low 137.53 137.11 -0.42 -0.3% 137.11
Close 137.79 137.62 -0.17 -0.1% 137.62
Range 0.48 0.73 0.25 52.1% 1.60
ATR 0.66 0.66 0.01 0.8% 0.00
Volume 3,072 4,863 1,791 58.3% 14,967
Daily Pivots for day following 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 139.71 139.40 138.02
R3 138.98 138.67 137.82
R2 138.25 138.25 137.75
R1 137.94 137.94 137.69 137.73
PP 137.52 137.52 137.52 137.42
S1 137.21 137.21 137.55 137.00
S2 136.79 136.79 137.49
S3 136.06 136.48 137.42
S4 135.33 135.75 137.22
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 142.61 141.72 138.50
R3 141.01 140.12 138.06
R2 139.41 139.41 137.91
R1 138.52 138.52 137.77 138.17
PP 137.81 137.81 137.81 137.64
S1 136.92 136.92 137.47 136.57
S2 136.21 136.21 137.33
S3 134.61 135.32 137.18
S4 133.01 133.72 136.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.71 137.11 1.60 1.2% 0.55 0.4% 32% False True 2,993
10 140.41 137.11 3.30 2.4% 0.66 0.5% 15% False True 1,874
20 141.22 137.11 4.11 3.0% 0.62 0.5% 12% False True 1,197
40 142.37 137.11 5.26 3.8% 0.58 0.4% 10% False True 617
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 140.94
2.618 139.75
1.618 139.02
1.000 138.57
0.618 138.29
HIGH 137.84
0.618 137.56
0.500 137.48
0.382 137.39
LOW 137.11
0.618 136.66
1.000 136.38
1.618 135.93
2.618 135.20
4.250 134.01
Fisher Pivots for day following 23-Aug-2013
Pivot 1 day 3 day
R1 137.57 137.90
PP 137.52 137.80
S1 137.48 137.71

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

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