Euro Bund Future December 2013


Trading Metrics calculated at close of trading on 12-Nov-2013
Day Change Summary
Previous Current
11-Nov-2013 12-Nov-2013 Change Change % Previous Week
Open 141.08 140.96 -0.12 -0.1% 141.85
High 141.26 140.99 -0.27 -0.2% 142.10
Low 140.93 140.53 -0.40 -0.3% 140.87
Close 141.01 140.70 -0.31 -0.2% 141.02
Range 0.33 0.46 0.13 39.4% 1.23
ATR 0.62 0.61 -0.01 -1.6% 0.00
Volume 664,105 619,150 -44,955 -6.8% 3,189,617
Daily Pivots for day following 12-Nov-2013
Classic Woodie Camarilla DeMark
R4 142.12 141.87 140.95
R3 141.66 141.41 140.83
R2 141.20 141.20 140.78
R1 140.95 140.95 140.74 140.85
PP 140.74 140.74 140.74 140.69
S1 140.49 140.49 140.66 140.39
S2 140.28 140.28 140.62
S3 139.82 140.03 140.57
S4 139.36 139.57 140.45
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 145.02 144.25 141.70
R3 143.79 143.02 141.36
R2 142.56 142.56 141.25
R1 141.79 141.79 141.13 141.56
PP 141.33 141.33 141.33 141.22
S1 140.56 140.56 140.91 140.33
S2 140.10 140.10 140.79
S3 138.87 139.33 140.68
S4 137.64 138.10 140.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.10 140.53 1.57 1.1% 0.66 0.5% 11% False True 623,912
10 142.32 140.53 1.79 1.3% 0.62 0.4% 9% False True 640,830
20 142.32 138.79 3.53 2.5% 0.55 0.4% 54% False False 590,746
40 142.32 137.59 4.73 3.4% 0.60 0.4% 66% False False 606,898
60 142.32 136.42 5.90 4.2% 0.63 0.5% 73% False False 538,256
80 142.32 136.42 5.90 4.2% 0.64 0.5% 73% False False 403,824
100 142.37 136.42 5.95 4.2% 0.62 0.4% 72% False False 323,069
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 0.08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 142.95
2.618 142.19
1.618 141.73
1.000 141.45
0.618 141.27
HIGH 140.99
0.618 140.81
0.500 140.76
0.382 140.71
LOW 140.53
0.618 140.25
1.000 140.07
1.618 139.79
2.618 139.33
4.250 138.58
Fisher Pivots for day following 12-Nov-2013
Pivot 1 day 3 day
R1 140.76 141.24
PP 140.74 141.06
S1 140.72 140.88

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

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