Euro Bund Future December 2013


Trading Metrics calculated at close of trading on 27-Nov-2013
Day Change Summary
Previous Current
26-Nov-2013 27-Nov-2013 Change Change % Previous Week
Open 141.39 141.65 0.26 0.2% 141.70
High 141.78 141.75 -0.03 0.0% 141.95
Low 141.28 141.37 0.09 0.1% 140.56
Close 141.70 141.63 -0.07 0.0% 140.95
Range 0.50 0.38 -0.12 -24.0% 1.39
ATR 0.59 0.58 -0.02 -2.5% 0.00
Volume 586,990 430,110 -156,880 -26.7% 3,222,251
Daily Pivots for day following 27-Nov-2013
Classic Woodie Camarilla DeMark
R4 142.72 142.56 141.84
R3 142.34 142.18 141.73
R2 141.96 141.96 141.70
R1 141.80 141.80 141.66 141.69
PP 141.58 141.58 141.58 141.53
S1 141.42 141.42 141.60 141.31
S2 141.20 141.20 141.56
S3 140.82 141.04 141.53
S4 140.44 140.66 141.42
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 145.32 144.53 141.71
R3 143.93 143.14 141.33
R2 142.54 142.54 141.20
R1 141.75 141.75 141.08 141.45
PP 141.15 141.15 141.15 141.01
S1 140.36 140.36 140.82 140.06
S2 139.76 139.76 140.70
S3 138.37 138.97 140.57
S4 136.98 137.58 140.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.78 140.56 1.22 0.9% 0.46 0.3% 88% False False 519,746
10 141.95 140.56 1.39 1.0% 0.49 0.3% 77% False False 562,785
20 142.32 140.53 1.79 1.3% 0.57 0.4% 61% False False 585,011
40 142.32 138.79 3.53 2.5% 0.53 0.4% 80% False False 577,278
60 142.32 136.42 5.90 4.2% 0.61 0.4% 88% False False 603,160
80 142.32 136.42 5.90 4.2% 0.62 0.4% 88% False False 482,250
100 142.37 136.42 5.95 4.2% 0.60 0.4% 88% False False 385,829
120 142.37 136.42 5.95 4.2% 0.61 0.4% 88% False False 321,535
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.13
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 143.37
2.618 142.74
1.618 142.36
1.000 142.13
0.618 141.98
HIGH 141.75
0.618 141.60
0.500 141.56
0.382 141.52
LOW 141.37
0.618 141.14
1.000 140.99
1.618 140.76
2.618 140.38
4.250 139.76
Fisher Pivots for day following 27-Nov-2013
Pivot 1 day 3 day
R1 141.61 141.53
PP 141.58 141.42
S1 141.56 141.32

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

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