Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 17-Jun-2013
Day Change Summary
Previous Current
14-Jun-2013 17-Jun-2013 Change Change % Previous Week
Open 143.46 143.62 0.16 0.1% 143.24
High 143.94 143.99 0.05 0.0% 143.94
Low 143.38 143.48 0.10 0.1% 142.02
Close 143.86 143.78 -0.08 -0.1% 143.86
Range 0.56 0.51 -0.05 -8.9% 1.92
ATR 0.75 0.73 -0.02 -2.3% 0.00
Volume 522,434 624,452 102,018 19.5% 3,795,934
Daily Pivots for day following 17-Jun-2013
Classic Woodie Camarilla DeMark
R4 145.28 145.04 144.06
R3 144.77 144.53 143.92
R2 144.26 144.26 143.87
R1 144.02 144.02 143.83 144.14
PP 143.75 143.75 143.75 143.81
S1 143.51 143.51 143.73 143.63
S2 143.24 143.24 143.69
S3 142.73 143.00 143.64
S4 142.22 142.49 143.50
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 149.03 148.37 144.92
R3 147.11 146.45 144.39
R2 145.19 145.19 144.21
R1 144.53 144.53 144.04 144.86
PP 143.27 143.27 143.27 143.44
S1 142.61 142.61 143.68 142.94
S2 141.35 141.35 143.51
S3 139.43 140.69 143.33
S4 137.51 138.77 142.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.99 142.02 1.97 1.4% 0.58 0.4% 89% True False 649,757
10 144.18 142.02 2.16 1.5% 0.70 0.5% 81% False False 806,491
20 145.47 142.02 3.45 2.4% 0.72 0.5% 51% False False 491,887
40 147.53 142.02 5.51 3.8% 0.68 0.5% 32% False False 247,718
60 147.53 142.02 5.51 3.8% 0.65 0.5% 32% False False 165,275
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146.16
2.618 145.33
1.618 144.82
1.000 144.50
0.618 144.31
HIGH 143.99
0.618 143.80
0.500 143.74
0.382 143.67
LOW 143.48
0.618 143.16
1.000 142.97
1.618 142.65
2.618 142.14
4.250 141.31
Fisher Pivots for day following 17-Jun-2013
Pivot 1 day 3 day
R1 143.77 143.67
PP 143.75 143.56
S1 143.74 143.45

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

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