Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 21-Jun-2013
Day Change Summary
Previous Current
20-Jun-2013 21-Jun-2013 Change Change % Previous Week
Open 142.03 141.94 -0.09 -0.1% 143.62
High 142.60 142.09 -0.51 -0.4% 143.99
Low 141.86 141.07 -0.79 -0.6% 141.07
Close 142.13 141.39 -0.74 -0.5% 141.39
Range 0.74 1.02 0.28 37.8% 2.92
ATR 0.83 0.85 0.02 2.0% 0.00
Volume 924,526 1,148,490 223,964 24.2% 4,542,795
Daily Pivots for day following 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 144.58 144.00 141.95
R3 143.56 142.98 141.67
R2 142.54 142.54 141.58
R1 141.96 141.96 141.48 141.74
PP 141.52 141.52 141.52 141.41
S1 140.94 140.94 141.30 140.72
S2 140.50 140.50 141.20
S3 139.48 139.92 141.11
S4 138.46 138.90 140.83
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 150.91 149.07 143.00
R3 147.99 146.15 142.19
R2 145.07 145.07 141.93
R1 143.23 143.23 141.66 142.69
PP 142.15 142.15 142.15 141.88
S1 140.31 140.31 141.12 139.77
S2 139.23 139.23 140.85
S3 136.31 137.39 140.59
S4 133.39 134.47 139.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.99 141.07 2.92 2.1% 0.84 0.6% 11% False True 908,559
10 143.99 141.07 2.92 2.1% 0.77 0.5% 11% False True 833,872
20 144.93 141.07 3.86 2.7% 0.75 0.5% 8% False True 685,150
40 147.53 141.07 6.46 4.6% 0.71 0.5% 5% False True 345,465
60 147.53 141.07 6.46 4.6% 0.67 0.5% 5% False True 230,572
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146.43
2.618 144.76
1.618 143.74
1.000 143.11
0.618 142.72
HIGH 142.09
0.618 141.70
0.500 141.58
0.382 141.46
LOW 141.07
0.618 140.44
1.000 140.05
1.618 139.42
2.618 138.40
4.250 136.74
Fisher Pivots for day following 21-Jun-2013
Pivot 1 day 3 day
R1 141.58 142.40
PP 141.52 142.06
S1 141.45 141.73

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

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