Euro Bund Future March 2014


Trading Metrics calculated at close of trading on 30-Sep-2013
Day Change Summary
Previous Current
27-Sep-2013 30-Sep-2013 Change Change % Previous Week
Open 139.74 140.61 0.87 0.6% 138.50
High 140.34 140.63 0.29 0.2% 140.34
Low 139.74 140.12 0.38 0.3% 138.50
Close 140.31 140.37 0.06 0.0% 140.31
Range 0.60 0.51 -0.09 -15.0% 1.84
ATR 0.00 0.62 0.62 0.00
Volume 203 58 -145 -71.4% 527
Daily Pivots for day following 30-Sep-2013
Classic Woodie Camarilla DeMark
R4 141.90 141.65 140.65
R3 141.39 141.14 140.51
R2 140.88 140.88 140.46
R1 140.63 140.63 140.42 140.50
PP 140.37 140.37 140.37 140.31
S1 140.12 140.12 140.32 139.99
S2 139.86 139.86 140.28
S3 139.35 139.61 140.23
S4 138.84 139.10 140.09
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 145.24 144.61 141.32
R3 143.40 142.77 140.82
R2 141.56 141.56 140.65
R1 140.93 140.93 140.48 141.25
PP 139.72 139.72 139.72 139.87
S1 139.09 139.09 140.14 139.41
S2 137.88 137.88 139.97
S3 136.04 137.25 139.80
S4 134.20 135.41 139.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.63 138.50 2.13 1.5% 0.54 0.4% 88% True False 117
10 140.63 137.47 3.16 2.3% 0.50 0.4% 92% True False 60
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 False
Bull Hook False
Stretch 0.06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 142.80
2.618 141.97
1.618 141.46
1.000 141.14
0.618 140.95
HIGH 140.63
0.618 140.44
0.500 140.38
0.382 140.31
LOW 140.12
0.618 139.80
1.000 139.61
1.618 139.29
2.618 138.78
4.250 137.95
Fisher Pivots for day following 30-Sep-2013
Pivot 1 day 3 day
R1 140.38 140.28
PP 140.37 140.18
S1 140.37 140.09

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

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