Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 06-Jun-2013
Day Change Summary
Previous Current
05-Jun-2013 06-Jun-2013 Change Change % Previous Week
Open 143.50 143.76 0.26 0.2% 144.21
High 143.87 144.18 0.31 0.2% 144.44
Low 143.26 143.15 -0.11 -0.1% 143.24
Close 143.78 143.45 -0.33 -0.2% 143.75
Range 0.61 1.03 0.42 68.9% 1.20
ATR 0.71 0.73 0.02 3.2% 0.00
Volume 1,050,195 879,773 -170,422 -16.2% 930,075
Daily Pivots for day following 06-Jun-2013
Classic Woodie Camarilla DeMark
R4 146.68 146.10 144.02
R3 145.65 145.07 143.73
R2 144.62 144.62 143.64
R1 144.04 144.04 143.54 143.82
PP 143.59 143.59 143.59 143.48
S1 143.01 143.01 143.36 142.79
S2 142.56 142.56 143.26
S3 141.53 141.98 143.17
S4 140.50 140.95 142.88
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 147.41 146.78 144.41
R3 146.21 145.58 144.08
R2 145.01 145.01 143.97
R1 144.38 144.38 143.86 144.10
PP 143.81 143.81 143.81 143.67
S1 143.18 143.18 143.64 142.90
S2 142.61 142.61 143.53
S3 141.41 141.98 143.42
S4 140.21 140.78 143.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.44 142.93 1.51 1.1% 0.79 0.6% 34% False False 865,546
10 145.25 142.93 2.32 1.6% 0.72 0.5% 22% False False 468,870
20 146.46 142.93 3.53 2.5% 0.71 0.5% 15% False False 237,839
40 147.53 142.93 4.60 3.2% 0.67 0.5% 11% False False 119,886
60 147.53 142.62 4.91 3.4% 0.61 0.4% 17% False False 79,988
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 148.56
2.618 146.88
1.618 145.85
1.000 145.21
0.618 144.82
HIGH 144.18
0.618 143.79
0.500 143.67
0.382 143.54
LOW 143.15
0.618 142.51
1.000 142.12
1.618 141.48
2.618 140.45
4.250 138.77
Fisher Pivots for day following 06-Jun-2013
Pivot 1 day 3 day
R1 143.67 143.64
PP 143.59 143.58
S1 143.52 143.51

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

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