Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 22-Jul-2013
Day Change Summary
Previous Current
19-Jul-2013 22-Jul-2013 Change Change % Previous Week
Open 144.24 144.28 0.04 0.0% 143.66
High 144.37 144.35 -0.02 0.0% 144.37
Low 143.99 144.06 0.07 0.0% 143.23
Close 144.22 144.20 -0.02 0.0% 144.22
Range 0.38 0.29 -0.09 -23.7% 1.14
ATR 0.72 0.69 -0.03 -4.3% 0.00
Volume 352,247 662,635 310,388 88.1% 2,435,036
Daily Pivots for day following 22-Jul-2013
Classic Woodie Camarilla DeMark
R4 145.07 144.93 144.36
R3 144.78 144.64 144.28
R2 144.49 144.49 144.25
R1 144.35 144.35 144.23 144.28
PP 144.20 144.20 144.20 144.17
S1 144.06 144.06 144.17 143.99
S2 143.91 143.91 144.15
S3 143.62 143.77 144.12
S4 143.33 143.48 144.04
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
5 144.37 143.24 1.13 0.8% 0.47 0.3% 85% False False 531,011
10 144.37 141.85 2.52 1.7% 0.55 0.4% 93% False False 542,131
20 144.37 139.90 4.47 3.1% 0.69 0.5% 96% False False 602,214
40 144.93 139.90 5.03 3.5% 0.72 0.5% 85% False False 643,682
60 147.53 139.90 7.63 5.3% 0.70 0.5% 56% False False 431,048
80 147.53 139.90 7.63 5.3% 0.67 0.5% 56% False False 323,482
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Narrowest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 145.58
2.618 145.11
1.618 144.82
1.000 144.64
0.618 144.53
HIGH 144.35
0.618 144.24
0.500 144.21
0.382 144.17
LOW 144.06
0.618 143.88
1.000 143.77
1.618 143.59
2.618 143.30
4.250 142.83
Fisher Pivots for day following 22-Jul-2013
Pivot 1 day 3 day
R1 144.21 144.18
PP 144.20 144.17
S1 144.20 144.15

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

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