Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 12-Jul-2013
Day Change Summary
Previous Current
11-Jul-2013 12-Jul-2013 Change Change % Previous Week
Open 143.11 143.10 -0.01 0.0% 141.68
High 143.24 143.84 0.60 0.4% 143.84
Low 142.69 143.09 0.40 0.3% 141.54
Close 142.93 143.64 0.71 0.5% 143.64
Range 0.55 0.75 0.20 36.4% 2.30
ATR 0.82 0.83 0.01 0.8% 0.00
Volume 666,138 414,460 -251,678 -37.8% 2,914,022
Daily Pivots for day following 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 145.77 145.46 144.05
R3 145.02 144.71 143.85
R2 144.27 144.27 143.78
R1 143.96 143.96 143.71 144.12
PP 143.52 143.52 143.52 143.60
S1 143.21 143.21 143.57 143.37
S2 142.77 142.77 143.50
S3 142.02 142.46 143.43
S4 141.27 141.71 143.23
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 149.91 149.07 144.91
R3 147.61 146.77 144.27
R2 145.31 145.31 144.06
R1 144.47 144.47 143.85 144.89
PP 143.01 143.01 143.01 143.22
S1 142.17 142.17 143.43 142.59
S2 140.71 140.71 143.22
S3 138.41 139.87 143.01
S4 136.11 137.57 142.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.84 141.54 2.30 1.6% 0.62 0.4% 91% True False 582,804
10 143.84 140.98 2.86 2.0% 0.70 0.5% 93% True False 586,055
20 143.99 139.90 4.09 2.8% 0.79 0.5% 91% False False 700,591
40 145.93 139.90 6.03 4.2% 0.76 0.5% 62% False False 567,994
60 147.53 139.90 7.63 5.3% 0.72 0.5% 49% False False 379,616
80 147.53 139.90 7.63 5.3% 0.69 0.5% 49% False False 284,770
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 0.13
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 147.03
2.618 145.80
1.618 145.05
1.000 144.59
0.618 144.30
HIGH 143.84
0.618 143.55
0.500 143.47
0.382 143.38
LOW 143.09
0.618 142.63
1.000 142.34
1.618 141.88
2.618 141.13
4.250 139.90
Fisher Pivots for day following 12-Jul-2013
Pivot 1 day 3 day
R1 143.58 143.46
PP 143.52 143.28
S1 143.47 143.10

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

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