Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 19-Jul-2013
Day Change Summary
Previous Current
18-Jul-2013 19-Jul-2013 Change Change % Previous Week
Open 143.95 144.24 0.29 0.2% 143.66
High 144.35 144.37 0.02 0.0% 144.37
Low 143.93 143.99 0.06 0.0% 143.23
Close 144.23 144.22 -0.01 0.0% 144.22
Range 0.42 0.38 -0.04 -9.5% 1.14
ATR 0.75 0.72 -0.03 -3.5% 0.00
Volume 398,097 352,247 -45,850 -11.5% 2,435,036
Daily Pivots for day following 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 145.33 145.16 144.43
R3 144.95 144.78 144.32
R2 144.57 144.57 144.29
R1 144.40 144.40 144.25 144.30
PP 144.19 144.19 144.19 144.14
S1 144.02 144.02 144.19 143.92
S2 143.81 143.81 144.15
S3 143.43 143.64 144.12
S4 143.05 143.26 144.01
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 147.36 146.93 144.85
R3 146.22 145.79 144.53
R2 145.08 145.08 144.43
R1 144.65 144.65 144.32 144.87
PP 143.94 143.94 143.94 144.05
S1 143.51 143.51 144.12 143.73
S2 142.80 142.80 144.01
S3 141.66 142.37 143.91
S4 140.52 141.23 143.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.37 143.23 1.14 0.8% 0.50 0.3% 87% True False 487,007
10 144.37 141.54 2.83 2.0% 0.56 0.4% 95% True False 534,905
20 144.37 139.90 4.47 3.1% 0.72 0.5% 97% True False 626,506
40 145.25 139.90 5.35 3.7% 0.73 0.5% 81% False False 627,654
60 147.53 139.90 7.63 5.3% 0.71 0.5% 57% False False 420,053
80 147.53 139.90 7.63 5.3% 0.68 0.5% 57% False False 315,203
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 145.99
2.618 145.36
1.618 144.98
1.000 144.75
0.618 144.60
HIGH 144.37
0.618 144.22
0.500 144.18
0.382 144.14
LOW 143.99
0.618 143.76
1.000 143.61
1.618 143.38
2.618 143.00
4.250 142.38
Fisher Pivots for day following 19-Jul-2013
Pivot 1 day 3 day
R1 144.21 144.09
PP 144.19 143.95
S1 144.18 143.82

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

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