Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 03-Jul-2013
Day Change Summary
Previous Current
02-Jul-2013 03-Jul-2013 Change Change % Previous Week
Open 141.57 142.10 0.53 0.4% 140.85
High 142.18 142.64 0.46 0.3% 141.89
Low 141.43 142.05 0.62 0.4% 139.90
Close 141.69 142.26 0.57 0.4% 141.52
Range 0.75 0.59 -0.16 -21.3% 1.99
ATR 0.87 0.88 0.01 0.6% 0.00
Volume 768,792 612,383 -156,409 -20.3% 3,586,636
Daily Pivots for day following 03-Jul-2013
Classic Woodie Camarilla DeMark
R4 144.09 143.76 142.58
R3 143.50 143.17 142.42
R2 142.91 142.91 142.37
R1 142.58 142.58 142.31 142.75
PP 142.32 142.32 142.32 142.40
S1 141.99 141.99 142.21 142.16
S2 141.73 141.73 142.15
S3 141.14 141.40 142.10
S4 140.55 140.81 141.94
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 147.07 146.29 142.61
R3 145.08 144.30 142.07
R2 143.09 143.09 141.88
R1 142.31 142.31 141.70 142.70
PP 141.10 141.10 141.10 141.30
S1 140.32 140.32 141.34 140.71
S2 139.11 139.11 141.16
S3 137.12 138.33 140.97
S4 135.13 136.34 140.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.64 140.82 1.82 1.3% 0.79 0.6% 79% True False 626,169
10 142.64 139.90 2.74 1.9% 0.86 0.6% 86% True False 759,340
20 144.18 139.90 4.28 3.0% 0.82 0.6% 55% False False 771,800
40 146.46 139.90 6.56 4.6% 0.75 0.5% 36% False False 482,941
60 147.53 139.90 7.63 5.4% 0.71 0.5% 31% False False 322,540
80 147.53 139.90 7.63 5.4% 0.66 0.5% 31% False False 241,944
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.16
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 145.15
2.618 144.18
1.618 143.59
1.000 143.23
0.618 143.00
HIGH 142.64
0.618 142.41
0.500 142.35
0.382 142.28
LOW 142.05
0.618 141.69
1.000 141.46
1.618 141.10
2.618 140.51
4.250 139.54
Fisher Pivots for day following 03-Jul-2013
Pivot 1 day 3 day
R1 142.35 142.11
PP 142.32 141.97
S1 142.29 141.82

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

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