Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 20-Jun-2013
Day Change Summary
Previous Current
19-Jun-2013 20-Jun-2013 Change Change % Previous Week
Open 143.35 142.03 -1.32 -0.9% 143.24
High 143.73 142.60 -1.13 -0.8% 143.94
Low 142.35 141.86 -0.49 -0.3% 142.02
Close 143.44 142.13 -1.31 -0.9% 143.86
Range 1.38 0.74 -0.64 -46.4% 1.92
ATR 0.77 0.83 0.06 7.5% 0.00
Volume 1,182,396 924,526 -257,870 -21.8% 3,795,934
Daily Pivots for day following 20-Jun-2013
Classic Woodie Camarilla DeMark
R4 144.42 144.01 142.54
R3 143.68 143.27 142.33
R2 142.94 142.94 142.27
R1 142.53 142.53 142.20 142.74
PP 142.20 142.20 142.20 142.30
S1 141.79 141.79 142.06 142.00
S2 141.46 141.46 141.99
S3 140.72 141.05 141.93
S4 139.98 140.31 141.72
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
5 143.99 141.86 2.13 1.5% 0.75 0.5% 13% False True 783,347
10 144.15 141.86 2.29 1.6% 0.76 0.5% 12% False True 788,736
20 145.25 141.86 3.39 2.4% 0.74 0.5% 8% False True 628,803
40 147.53 141.86 5.67 4.0% 0.70 0.5% 5% False True 316,827
60 147.53 141.86 5.67 4.0% 0.67 0.5% 5% False True 211,435
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 False
Bull Hook False
Stretch 0.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 145.75
2.618 144.54
1.618 143.80
1.000 143.34
0.618 143.06
HIGH 142.60
0.618 142.32
0.500 142.23
0.382 142.14
LOW 141.86
0.618 141.40
1.000 141.12
1.618 140.66
2.618 139.92
4.250 138.72
Fisher Pivots for day following 20-Jun-2013
Pivot 1 day 3 day
R1 142.23 142.80
PP 142.20 142.57
S1 142.16 142.35

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

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