Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 26-Jun-2013
Day Change Summary
Previous Current
25-Jun-2013 26-Jun-2013 Change Change % Previous Week
Open 140.76 140.45 -0.31 -0.2% 143.62
High 141.01 141.34 0.33 0.2% 143.99
Low 140.17 140.45 0.28 0.2% 141.07
Close 140.54 141.03 0.49 0.3% 141.39
Range 0.84 0.89 0.05 6.0% 2.92
ATR 0.89 0.89 0.00 0.0% 0.00
Volume 739,065 707,737 -31,328 -4.2% 4,542,795
Daily Pivots for day following 26-Jun-2013
Classic Woodie Camarilla DeMark
R4 143.61 143.21 141.52
R3 142.72 142.32 141.27
R2 141.83 141.83 141.19
R1 141.43 141.43 141.11 141.63
PP 140.94 140.94 140.94 141.04
S1 140.54 140.54 140.95 140.74
S2 140.05 140.05 140.87
S3 139.16 139.65 140.79
S4 138.27 138.76 140.54
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
5 142.60 139.90 2.70 1.9% 0.92 0.7% 42% False False 892,511
10 143.99 139.90 4.09 2.9% 0.81 0.6% 28% False False 802,992
20 144.44 139.90 4.54 3.2% 0.79 0.6% 25% False False 798,298
40 147.53 139.90 7.63 5.4% 0.75 0.5% 15% False False 405,012
60 147.53 139.90 7.63 5.4% 0.69 0.5% 15% False False 270,387
80 147.53 139.90 7.63 5.4% 0.63 0.4% 15% False False 202,810
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 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 145.12
2.618 143.67
1.618 142.78
1.000 142.23
0.618 141.89
HIGH 141.34
0.618 141.00
0.500 140.90
0.382 140.79
LOW 140.45
0.618 139.90
1.000 139.56
1.618 139.01
2.618 138.12
4.250 136.67
Fisher Pivots for day following 26-Jun-2013
Pivot 1 day 3 day
R1 140.99 140.89
PP 140.94 140.76
S1 140.90 140.62

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

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