Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 19-Jun-2013
Day Change Summary
Previous Current
18-Jun-2013 19-Jun-2013 Change Change % Previous Week
Open 143.56 143.35 -0.21 -0.1% 143.24
High 143.68 143.73 0.05 0.0% 143.94
Low 143.13 142.35 -0.78 -0.5% 142.02
Close 143.21 143.44 0.23 0.2% 143.86
Range 0.55 1.38 0.83 150.9% 1.92
ATR 0.73 0.77 0.05 6.4% 0.00
Volume 662,931 1,182,396 519,465 78.4% 3,795,934
Daily Pivots for day following 19-Jun-2013
Classic Woodie Camarilla DeMark
R4 147.31 146.76 144.20
R3 145.93 145.38 143.82
R2 144.55 144.55 143.69
R1 144.00 144.00 143.57 144.28
PP 143.17 143.17 143.17 143.31
S1 142.62 142.62 143.31 142.90
S2 141.79 141.79 143.19
S3 140.41 141.24 143.06
S4 139.03 139.86 142.68
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
5 143.99 142.35 1.64 1.1% 0.70 0.5% 66% False True 713,473
10 144.18 142.02 2.16 1.5% 0.79 0.6% 66% False False 784,261
20 145.30 142.02 3.28 2.3% 0.75 0.5% 43% False False 583,381
40 147.53 142.02 5.51 3.8% 0.71 0.5% 26% False False 293,769
60 147.53 142.02 5.51 3.8% 0.67 0.5% 26% False False 196,028
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 78 trading days
Fibonacci Retracements and Extensions
4.250 149.60
2.618 147.34
1.618 145.96
1.000 145.11
0.618 144.58
HIGH 143.73
0.618 143.20
0.500 143.04
0.382 142.88
LOW 142.35
0.618 141.50
1.000 140.97
1.618 140.12
2.618 138.74
4.250 136.49
Fisher Pivots for day following 19-Jun-2013
Pivot 1 day 3 day
R1 143.31 143.35
PP 143.17 143.26
S1 143.04 143.17

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

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