Euro Bund Future December 2013


Trading Metrics calculated at close of trading on 06-Dec-2013
Day Change Summary
Previous Current
05-Dec-2013 06-Dec-2013 Change Change % Previous Week
Open 140.39 139.76 -0.63 -0.4% 141.57
High 140.59 140.17 -0.42 -0.3% 141.64
Low 139.78 139.76 -0.02 0.0% 139.76
Close 139.96 140.00 0.04 0.0% 140.00
Range 0.81 0.41 -0.40 -49.4% 1.88
ATR 0.61 0.60 -0.01 -2.3% 0.00
Volume 17,136 6,295 -10,841 -63.3% 2,632,935
Daily Pivots for day following 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 141.21 141.01 140.23
R3 140.80 140.60 140.11
R2 140.39 140.39 140.08
R1 140.19 140.19 140.04 140.29
PP 139.98 139.98 139.98 140.03
S1 139.78 139.78 139.96 139.88
S2 139.57 139.57 139.92
S3 139.16 139.37 139.89
S4 138.75 138.96 139.77
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 146.11 144.93 141.03
R3 144.23 143.05 140.52
R2 142.35 142.35 140.34
R1 141.17 141.17 140.17 140.82
PP 140.47 140.47 140.47 140.29
S1 139.29 139.29 139.83 138.94
S2 138.59 138.59 139.66
S3 136.71 137.41 139.48
S4 134.83 135.53 138.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.64 139.76 1.88 1.3% 0.65 0.5% 13% False True 526,587
10 141.88 139.76 2.12 1.5% 0.55 0.4% 11% False True 559,654
20 141.95 139.76 2.19 1.6% 0.56 0.4% 11% False True 568,595
40 142.32 138.79 3.53 2.5% 0.55 0.4% 34% False False 579,471
60 142.32 137.17 5.15 3.7% 0.59 0.4% 55% False False 596,998
80 142.32 136.42 5.90 4.2% 0.62 0.4% 61% False False 526,571
100 142.37 136.42 5.95 4.3% 0.61 0.4% 60% False False 421,330
120 142.37 136.42 5.95 4.3% 0.61 0.4% 60% False False 351,119
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.10
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 141.91
2.618 141.24
1.618 140.83
1.000 140.58
0.618 140.42
HIGH 140.17
0.618 140.01
0.500 139.97
0.382 139.92
LOW 139.76
0.618 139.51
1.000 139.35
1.618 139.10
2.618 138.69
4.250 138.02
Fisher Pivots for day following 06-Dec-2013
Pivot 1 day 3 day
R1 139.99 140.50
PP 139.98 140.33
S1 139.97 140.17

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

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