Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 27-Jun-2013
Day Change Summary
Previous Current
26-Jun-2013 27-Jun-2013 Change Change % Previous Week
Open 140.45 140.95 0.50 0.4% 143.62
High 141.34 141.89 0.55 0.4% 143.99
Low 140.45 140.82 0.37 0.3% 141.07
Close 141.03 141.46 0.43 0.3% 141.39
Range 0.89 1.07 0.18 20.2% 2.92
ATR 0.89 0.90 0.01 1.5% 0.00
Volume 707,737 696,509 -11,228 -1.6% 4,542,795
Daily Pivots for day following 27-Jun-2013
Classic Woodie Camarilla DeMark
R4 144.60 144.10 142.05
R3 143.53 143.03 141.75
R2 142.46 142.46 141.66
R1 141.96 141.96 141.56 142.21
PP 141.39 141.39 141.39 141.52
S1 140.89 140.89 141.36 141.14
S2 140.32 140.32 141.26
S3 139.25 139.82 141.17
S4 138.18 138.75 140.87
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
5 142.09 139.90 2.19 1.5% 0.99 0.7% 71% False False 846,908
10 143.99 139.90 4.09 2.9% 0.87 0.6% 38% False False 815,127
20 144.44 139.90 4.54 3.2% 0.83 0.6% 34% False False 822,481
40 147.53 139.90 7.63 5.4% 0.77 0.5% 20% False False 422,397
60 147.53 139.90 7.63 5.4% 0.70 0.5% 20% False False 281,993
80 147.53 139.90 7.63 5.4% 0.64 0.5% 20% False False 211,516
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 0.16
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 146.44
2.618 144.69
1.618 143.62
1.000 142.96
0.618 142.55
HIGH 141.89
0.618 141.48
0.500 141.36
0.382 141.23
LOW 140.82
0.618 140.16
1.000 139.75
1.618 139.09
2.618 138.02
4.250 136.27
Fisher Pivots for day following 27-Jun-2013
Pivot 1 day 3 day
R1 141.43 141.32
PP 141.39 141.17
S1 141.36 141.03

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

View Archives - Comment on this page... - Back to Index of Symbols