Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 18-Jul-2013
Day Change Summary
Previous Current
17-Jul-2013 18-Jul-2013 Change Change % Previous Week
Open 143.81 143.95 0.14 0.1% 141.68
High 143.98 144.35 0.37 0.3% 143.84
Low 143.27 143.93 0.66 0.5% 141.54
Close 143.94 144.23 0.29 0.2% 143.64
Range 0.71 0.42 -0.29 -40.8% 2.30
ATR 0.78 0.75 -0.03 -3.3% 0.00
Volume 591,768 398,097 -193,671 -32.7% 2,914,022
Daily Pivots for day following 18-Jul-2013
Classic Woodie Camarilla DeMark
R4 145.43 145.25 144.46
R3 145.01 144.83 144.35
R2 144.59 144.59 144.31
R1 144.41 144.41 144.27 144.50
PP 144.17 144.17 144.17 144.22
S1 143.99 143.99 144.19 144.08
S2 143.75 143.75 144.15
S3 143.33 143.57 144.11
S4 142.91 143.15 144.00
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
5 144.35 143.09 1.26 0.9% 0.57 0.4% 90% True False 499,449
10 144.35 141.39 2.96 2.1% 0.63 0.4% 96% True False 550,900
20 144.35 139.90 4.45 3.1% 0.74 0.5% 97% True False 655,120
40 145.30 139.90 5.40 3.7% 0.74 0.5% 80% False False 619,250
60 147.53 139.90 7.63 5.3% 0.72 0.5% 57% False False 414,219
80 147.53 139.90 7.63 5.3% 0.69 0.5% 57% False False 310,801
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.10
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 146.14
2.618 145.45
1.618 145.03
1.000 144.77
0.618 144.61
HIGH 144.35
0.618 144.19
0.500 144.14
0.382 144.09
LOW 143.93
0.618 143.67
1.000 143.51
1.618 143.25
2.618 142.83
4.250 142.15
Fisher Pivots for day following 18-Jul-2013
Pivot 1 day 3 day
R1 144.20 144.09
PP 144.17 143.94
S1 144.14 143.80

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

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