Euro Bund Future December 2013


Trading Metrics calculated at close of trading on 07-Nov-2013
Day Change Summary
Previous Current
06-Nov-2013 07-Nov-2013 Change Change % Previous Week
Open 141.37 141.20 -0.17 -0.1% 140.94
High 141.44 142.10 0.66 0.5% 142.32
Low 141.06 141.05 -0.01 0.0% 140.92
Close 141.15 141.83 0.68 0.5% 141.85
Range 0.38 1.05 0.67 176.3% 1.40
ATR 0.57 0.61 0.03 6.0% 0.00
Volume 804,539 770,119 -34,420 -4.3% 3,155,597
Daily Pivots for day following 07-Nov-2013
Classic Woodie Camarilla DeMark
R4 144.81 144.37 142.41
R3 143.76 143.32 142.12
R2 142.71 142.71 142.02
R1 142.27 142.27 141.93 142.49
PP 141.66 141.66 141.66 141.77
S1 141.22 141.22 141.73 141.44
S2 140.61 140.61 141.64
S3 139.56 140.17 141.54
S4 138.51 139.12 141.25
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 145.90 145.27 142.62
R3 144.50 143.87 142.24
R2 143.10 143.10 142.11
R1 142.47 142.47 141.98 142.79
PP 141.70 141.70 141.70 141.85
S1 141.07 141.07 141.72 141.39
S2 140.30 140.30 141.59
S3 138.90 139.67 141.47
S4 137.50 138.27 141.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.19 141.05 1.14 0.8% 0.61 0.4% 68% False True 654,327
10 142.32 140.84 1.48 1.0% 0.54 0.4% 67% False False 650,443
20 142.32 138.79 3.53 2.5% 0.53 0.4% 86% False False 590,346
40 142.32 137.17 5.15 3.6% 0.61 0.4% 90% False False 611,199
60 142.32 136.42 5.90 4.2% 0.64 0.4% 92% False False 512,563
80 142.37 136.42 5.95 4.2% 0.63 0.4% 91% False False 384,514
100 142.37 136.42 5.95 4.2% 0.62 0.4% 91% False False 307,624
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 146.56
2.618 144.85
1.618 143.80
1.000 143.15
0.618 142.75
HIGH 142.10
0.618 141.70
0.500 141.58
0.382 141.45
LOW 141.05
0.618 140.40
1.000 140.00
1.618 139.35
2.618 138.30
4.250 136.59
Fisher Pivots for day following 07-Nov-2013
Pivot 1 day 3 day
R1 141.75 141.75
PP 141.66 141.66
S1 141.58 141.58

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

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