Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 30-Jul-2013
Day Change Summary
Previous Current
29-Jul-2013 30-Jul-2013 Change Change % Previous Week
Open 142.57 142.46 -0.11 -0.1% 144.28
High 142.73 142.57 -0.16 -0.1% 144.35
Low 142.23 142.25 0.02 0.0% 142.16
Close 142.46 142.45 -0.01 0.0% 142.48
Range 0.50 0.32 -0.18 -36.0% 2.19
ATR 0.73 0.70 -0.03 -4.0% 0.00
Volume 455,172 1,070,660 615,488 135.2% 3,305,900
Daily Pivots for day following 30-Jul-2013
Classic Woodie Camarilla DeMark
R4 143.38 143.24 142.63
R3 143.06 142.92 142.54
R2 142.74 142.74 142.51
R1 142.60 142.60 142.48 142.51
PP 142.42 142.42 142.42 142.38
S1 142.28 142.28 142.42 142.19
S2 142.10 142.10 142.39
S3 141.78 141.96 142.36
S4 141.46 141.64 142.27
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 149.57 148.21 143.68
R3 147.38 146.02 143.08
R2 145.19 145.19 142.88
R1 143.83 143.83 142.68 143.42
PP 143.00 143.00 143.00 142.79
S1 141.64 141.64 142.28 141.23
S2 140.81 140.81 142.08
S3 138.62 139.45 141.88
S4 136.43 137.26 141.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.94 142.16 1.78 1.2% 0.73 0.5% 16% False False 658,133
10 144.37 142.16 2.21 1.6% 0.62 0.4% 13% False False 617,384
20 144.37 141.39 2.98 2.1% 0.64 0.4% 36% False False 603,708
40 144.37 139.90 4.47 3.1% 0.72 0.5% 57% False False 704,915
60 146.64 139.90 6.74 4.7% 0.71 0.5% 38% False False 500,306
80 147.53 139.90 7.63 5.4% 0.69 0.5% 33% False False 375,581
100 147.53 139.90 7.63 5.4% 0.65 0.5% 33% False False 300,485
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 143.93
2.618 143.41
1.618 143.09
1.000 142.89
0.618 142.77
HIGH 142.57
0.618 142.45
0.500 142.41
0.382 142.37
LOW 142.25
0.618 142.05
1.000 141.93
1.618 141.73
2.618 141.41
4.250 140.89
Fisher Pivots for day following 30-Jul-2013
Pivot 1 day 3 day
R1 142.44 142.46
PP 142.42 142.46
S1 142.41 142.45

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

View Archives - Comment on this page... - Back to Index of Symbols