Euro Bund Future December 2013


Trading Metrics calculated at close of trading on 28-Oct-2013
Day Change Summary
Previous Current
25-Oct-2013 28-Oct-2013 Change Change % Previous Week
Open 140.86 140.94 0.08 0.1% 140.07
High 141.08 141.23 0.15 0.1% 141.22
Low 140.84 140.92 0.08 0.1% 139.78
Close 141.06 141.15 0.09 0.1% 141.06
Range 0.24 0.31 0.07 29.2% 1.44
ATR 0.60 0.58 -0.02 -3.5% 0.00
Volume 420,872 557,566 136,694 32.5% 2,529,295
Daily Pivots for day following 28-Oct-2013
Classic Woodie Camarilla DeMark
R4 142.03 141.90 141.32
R3 141.72 141.59 141.24
R2 141.41 141.41 141.21
R1 141.28 141.28 141.18 141.35
PP 141.10 141.10 141.10 141.13
S1 140.97 140.97 141.12 141.04
S2 140.79 140.79 141.09
S3 140.48 140.66 141.06
S4 140.17 140.35 140.98
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 145.01 144.47 141.85
R3 143.57 143.03 141.46
R2 142.13 142.13 141.32
R1 141.59 141.59 141.19 141.86
PP 140.69 140.69 140.69 140.82
S1 140.15 140.15 140.93 140.42
S2 139.25 139.25 140.80
S3 137.81 138.71 140.66
S4 136.37 137.27 140.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.23 139.78 1.45 1.0% 0.46 0.3% 94% True False 541,848
10 141.23 138.79 2.44 1.7% 0.48 0.3% 97% True False 539,334
20 141.23 138.79 2.44 1.7% 0.50 0.4% 97% True False 561,287
40 141.23 136.42 4.81 3.4% 0.63 0.4% 98% True False 618,289
60 141.23 136.42 4.81 3.4% 0.63 0.4% 98% True False 420,577
80 142.37 136.42 5.95 4.2% 0.61 0.4% 79% False False 315,442
100 142.37 136.42 5.95 4.2% 0.62 0.4% 79% False False 252,367
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 142.55
2.618 142.04
1.618 141.73
1.000 141.54
0.618 141.42
HIGH 141.23
0.618 141.11
0.500 141.08
0.382 141.04
LOW 140.92
0.618 140.73
1.000 140.61
1.618 140.42
2.618 140.11
4.250 139.60
Fisher Pivots for day following 28-Oct-2013
Pivot 1 day 3 day
R1 141.13 141.09
PP 141.10 141.03
S1 141.08 140.97

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

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