Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 08-Jul-2013
Day Change Summary
Previous Current
05-Jul-2013 08-Jul-2013 Change Change % Previous Week
Open 142.27 141.68 -0.59 -0.4% 141.30
High 142.42 142.00 -0.42 -0.3% 142.64
Low 141.39 141.54 0.15 0.1% 141.00
Close 141.66 141.94 0.28 0.2% 141.66
Range 1.03 0.46 -0.57 -55.3% 1.64
ATR 0.89 0.86 -0.03 -3.5% 0.00
Volume 512,197 590,383 78,186 15.3% 2,445,951
Daily Pivots for day following 08-Jul-2013
Classic Woodie Camarilla DeMark
R4 143.21 143.03 142.19
R3 142.75 142.57 142.07
R2 142.29 142.29 142.02
R1 142.11 142.11 141.98 142.20
PP 141.83 141.83 141.83 141.87
S1 141.65 141.65 141.90 141.74
S2 141.37 141.37 141.86
S3 140.91 141.19 141.81
S4 140.45 140.73 141.69
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
5 142.64 141.00 1.64 1.2% 0.70 0.5% 57% False False 607,266
10 142.64 139.90 2.74 1.9% 0.83 0.6% 74% False False 662,297
20 143.99 139.90 4.09 2.9% 0.80 0.6% 50% False False 748,084
40 145.93 139.90 6.03 4.2% 0.77 0.5% 34% False False 510,347
60 147.53 139.90 7.63 5.4% 0.72 0.5% 27% False False 340,902
80 147.53 139.90 7.63 5.4% 0.67 0.5% 27% False False 255,726
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 143.96
2.618 143.20
1.618 142.74
1.000 142.46
0.618 142.28
HIGH 142.00
0.618 141.82
0.500 141.77
0.382 141.72
LOW 141.54
0.618 141.26
1.000 141.08
1.618 140.80
2.618 140.34
4.250 139.59
Fisher Pivots for day following 08-Jul-2013
Pivot 1 day 3 day
R1 141.88 142.02
PP 141.83 141.99
S1 141.77 141.97

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

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