Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 15-Jul-2013
Day Change Summary
Previous Current
12-Jul-2013 15-Jul-2013 Change Change % Previous Week
Open 143.10 143.66 0.56 0.4% 141.68
High 143.84 143.68 -0.16 -0.1% 143.84
Low 143.09 143.23 0.14 0.1% 141.54
Close 143.64 143.39 -0.25 -0.2% 143.64
Range 0.75 0.45 -0.30 -40.0% 2.30
ATR 0.83 0.80 -0.03 -3.3% 0.00
Volume 414,460 442,615 28,155 6.8% 2,914,022
Daily Pivots for day following 15-Jul-2013
Classic Woodie Camarilla DeMark
R4 144.78 144.54 143.64
R3 144.33 144.09 143.51
R2 143.88 143.88 143.47
R1 143.64 143.64 143.43 143.54
PP 143.43 143.43 143.43 143.38
S1 143.19 143.19 143.35 143.09
S2 142.98 142.98 143.31
S3 142.53 142.74 143.27
S4 142.08 142.29 143.14
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
5 143.84 141.85 1.99 1.4% 0.62 0.4% 77% False False 553,250
10 143.84 141.00 2.84 2.0% 0.66 0.5% 84% False False 580,258
20 143.99 139.90 4.09 2.9% 0.78 0.5% 85% False False 696,600
40 145.93 139.90 6.03 4.2% 0.75 0.5% 58% False False 578,834
60 147.53 139.90 7.63 5.3% 0.72 0.5% 46% False False 386,988
80 147.53 139.90 7.63 5.3% 0.69 0.5% 46% False False 290,302
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 0.11
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 145.59
2.618 144.86
1.618 144.41
1.000 144.13
0.618 143.96
HIGH 143.68
0.618 143.51
0.500 143.46
0.382 143.40
LOW 143.23
0.618 142.95
1.000 142.78
1.618 142.50
2.618 142.05
4.250 141.32
Fisher Pivots for day following 15-Jul-2013
Pivot 1 day 3 day
R1 143.46 143.35
PP 143.43 143.31
S1 143.41 143.27

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

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