Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 16-Jul-2013
Day Change Summary
Previous Current
15-Jul-2013 16-Jul-2013 Change Change % Previous Week
Open 143.66 143.42 -0.24 -0.2% 141.68
High 143.68 143.78 0.10 0.1% 143.84
Low 143.23 143.24 0.01 0.0% 141.54
Close 143.39 143.69 0.30 0.2% 143.64
Range 0.45 0.54 0.09 20.0% 2.30
ATR 0.80 0.78 -0.02 -2.3% 0.00
Volume 442,615 650,309 207,694 46.9% 2,914,022
Daily Pivots for day following 16-Jul-2013
Classic Woodie Camarilla DeMark
R4 145.19 144.98 143.99
R3 144.65 144.44 143.84
R2 144.11 144.11 143.79
R1 143.90 143.90 143.74 144.01
PP 143.57 143.57 143.57 143.62
S1 143.36 143.36 143.64 143.47
S2 143.03 143.03 143.59
S3 142.49 142.82 143.54
S4 141.95 142.28 143.39
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
5 143.84 142.35 1.49 1.0% 0.56 0.4% 90% False False 570,613
10 143.84 141.39 2.45 1.7% 0.65 0.5% 94% False False 590,031
20 143.84 139.90 3.94 2.7% 0.78 0.5% 96% False False 697,893
40 145.47 139.90 5.57 3.9% 0.75 0.5% 68% False False 594,890
60 147.53 139.90 7.63 5.3% 0.72 0.5% 50% False False 397,776
80 147.53 139.90 7.63 5.3% 0.69 0.5% 50% False False 298,429
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146.08
2.618 145.19
1.618 144.65
1.000 144.32
0.618 144.11
HIGH 143.78
0.618 143.57
0.500 143.51
0.382 143.45
LOW 143.24
0.618 142.91
1.000 142.70
1.618 142.37
2.618 141.83
4.250 140.95
Fisher Pivots for day following 16-Jul-2013
Pivot 1 day 3 day
R1 143.63 143.62
PP 143.57 143.54
S1 143.51 143.47

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

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