Euro Bund Future March 2014


Trading Metrics calculated at close of trading on 30-Dec-2013
Day Change Summary
Previous Current
27-Dec-2013 30-Dec-2013 Change Change % Previous Week
Open 139.58 138.74 -0.84 -0.6% 139.77
High 139.63 139.25 -0.38 -0.3% 139.93
Low 138.83 138.69 -0.14 -0.1% 138.83
Close 138.96 139.17 0.21 0.2% 138.96
Range 0.80 0.56 -0.24 -30.0% 1.10
ATR 0.54 0.54 0.00 0.3% 0.00
Volume 235,352 295,893 60,541 25.7% 452,275
Daily Pivots for day following 30-Dec-2013
Classic Woodie Camarilla DeMark
R4 140.72 140.50 139.48
R3 140.16 139.94 139.32
R2 139.60 139.60 139.27
R1 139.38 139.38 139.22 139.49
PP 139.04 139.04 139.04 139.09
S1 138.82 138.82 139.12 138.93
S2 138.48 138.48 139.07
S3 137.92 138.26 139.02
S4 137.36 137.70 138.86
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 142.54 141.85 139.57
R3 141.44 140.75 139.26
R2 140.34 140.34 139.16
R1 139.65 139.65 139.06 139.45
PP 139.24 139.24 139.24 139.14
S1 138.55 138.55 138.86 138.35
S2 138.14 138.14 138.76
S3 137.04 137.45 138.66
S4 135.94 136.35 138.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.21 138.69 1.52 1.1% 0.56 0.4% 32% False True 261,282
10 140.59 138.69 1.90 1.4% 0.51 0.4% 25% False True 351,203
20 142.06 138.69 3.37 2.4% 0.53 0.4% 14% False True 436,758
40 142.25 138.69 3.56 2.6% 0.52 0.4% 13% False True 221,838
60 142.25 138.69 3.56 2.6% 0.47 0.3% 13% False True 148,155
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 True
Bull Hook False
Stretch 0.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141.63
2.618 140.72
1.618 140.16
1.000 139.81
0.618 139.60
HIGH 139.25
0.618 139.04
0.500 138.97
0.382 138.90
LOW 138.69
0.618 138.34
1.000 138.13
1.618 137.78
2.618 137.22
4.250 136.31
Fisher Pivots for day following 30-Dec-2013
Pivot 1 day 3 day
R1 139.10 139.31
PP 139.04 139.26
S1 138.97 139.22

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

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