Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 11-Jul-2013
Day Change Summary
Previous Current
10-Jul-2013 11-Jul-2013 Change Change % Previous Week
Open 142.78 143.11 0.33 0.2% 141.30
High 142.87 143.24 0.37 0.3% 142.64
Low 142.35 142.69 0.34 0.2% 141.00
Close 142.58 142.93 0.35 0.2% 141.66
Range 0.52 0.55 0.03 5.8% 1.64
ATR 0.83 0.82 -0.01 -1.5% 0.00
Volume 679,543 666,138 -13,405 -2.0% 2,445,951
Daily Pivots for day following 11-Jul-2013
Classic Woodie Camarilla DeMark
R4 144.60 144.32 143.23
R3 144.05 143.77 143.08
R2 143.50 143.50 143.03
R1 143.22 143.22 142.98 143.09
PP 142.95 142.95 142.95 142.89
S1 142.67 142.67 142.88 142.54
S2 142.40 142.40 142.83
S3 141.85 142.12 142.78
S4 141.30 141.57 142.63
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
5 143.24 141.39 1.85 1.3% 0.68 0.5% 83% True False 602,351
10 143.24 140.82 2.42 1.7% 0.74 0.5% 87% True False 614,260
20 143.99 139.90 4.09 2.9% 0.77 0.5% 74% False False 708,626
40 145.93 139.90 6.03 4.2% 0.76 0.5% 50% False False 557,796
60 147.53 139.90 7.63 5.3% 0.72 0.5% 40% False False 372,711
80 147.53 139.90 7.63 5.3% 0.68 0.5% 40% False False 279,590
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 0.14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 145.58
2.618 144.68
1.618 144.13
1.000 143.79
0.618 143.58
HIGH 143.24
0.618 143.03
0.500 142.97
0.382 142.90
LOW 142.69
0.618 142.35
1.000 142.14
1.618 141.80
2.618 141.25
4.250 140.35
Fisher Pivots for day following 11-Jul-2013
Pivot 1 day 3 day
R1 142.97 142.80
PP 142.95 142.67
S1 142.94 142.55

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

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