Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 05-Jul-2013
Day Change Summary
Previous Current
03-Jul-2013 05-Jul-2013 Change Change % Previous Week
Open 142.10 142.27 0.17 0.1% 141.30
High 142.64 142.42 -0.22 -0.2% 142.64
Low 142.05 141.39 -0.66 -0.5% 141.00
Close 142.26 141.66 -0.60 -0.4% 141.66
Range 0.59 1.03 0.44 74.6% 1.64
ATR 0.88 0.89 0.01 1.2% 0.00
Volume 612,383 512,197 -100,186 -16.4% 2,445,951
Daily Pivots for day following 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 144.91 144.32 142.23
R3 143.88 143.29 141.94
R2 142.85 142.85 141.85
R1 142.26 142.26 141.75 142.04
PP 141.82 141.82 141.82 141.72
S1 141.23 141.23 141.57 141.01
S2 140.79 140.79 141.47
S3 139.76 140.20 141.38
S4 138.73 139.17 141.09
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 146.69 145.81 142.56
R3 145.05 144.17 142.11
R2 143.41 143.41 141.96
R1 142.53 142.53 141.81 142.97
PP 141.77 141.77 141.77 141.99
S1 140.89 140.89 141.51 141.33
S2 140.13 140.13 141.36
S3 138.49 139.25 141.21
S4 136.85 137.61 140.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.64 140.98 1.66 1.2% 0.78 0.6% 41% False False 589,307
10 142.64 139.90 2.74 1.9% 0.88 0.6% 64% False False 718,107
20 144.15 139.90 4.25 3.0% 0.82 0.6% 41% False False 753,422
40 146.46 139.90 6.56 4.6% 0.77 0.5% 27% False False 495,630
60 147.53 139.90 7.63 5.4% 0.72 0.5% 23% False False 331,064
80 147.53 139.90 7.63 5.4% 0.66 0.5% 23% False False 248,346
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 146.80
2.618 145.12
1.618 144.09
1.000 143.45
0.618 143.06
HIGH 142.42
0.618 142.03
0.500 141.91
0.382 141.78
LOW 141.39
0.618 140.75
1.000 140.36
1.618 139.72
2.618 138.69
4.250 137.01
Fisher Pivots for day following 05-Jul-2013
Pivot 1 day 3 day
R1 141.91 142.02
PP 141.82 141.90
S1 141.74 141.78

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

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