Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 23-Jul-2013
Day Change Summary
Previous Current
22-Jul-2013 23-Jul-2013 Change Change % Previous Week
Open 144.28 144.25 -0.03 0.0% 143.66
High 144.35 144.31 -0.04 0.0% 144.37
Low 144.06 143.56 -0.50 -0.3% 143.23
Close 144.20 143.82 -0.38 -0.3% 144.22
Range 0.29 0.75 0.46 158.6% 1.14
ATR 0.69 0.70 0.00 0.6% 0.00
Volume 662,635 878,429 215,794 32.6% 2,435,036
Daily Pivots for day following 23-Jul-2013
Classic Woodie Camarilla DeMark
R4 146.15 145.73 144.23
R3 145.40 144.98 144.03
R2 144.65 144.65 143.96
R1 144.23 144.23 143.89 144.07
PP 143.90 143.90 143.90 143.81
S1 143.48 143.48 143.75 143.32
S2 143.15 143.15 143.68
S3 142.40 142.73 143.61
S4 141.65 141.98 143.41
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
5 144.37 143.27 1.10 0.8% 0.51 0.4% 50% False False 576,635
10 144.37 142.35 2.02 1.4% 0.54 0.4% 73% False False 573,624
20 144.37 140.17 4.20 2.9% 0.67 0.5% 87% False False 598,998
40 144.44 139.90 4.54 3.2% 0.72 0.5% 86% False False 665,376
60 147.53 139.90 7.63 5.3% 0.71 0.5% 51% False False 445,653
80 147.53 139.90 7.63 5.3% 0.68 0.5% 51% False False 334,462
100 147.53 139.90 7.63 5.3% 0.63 0.4% 51% False False 267,579
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.09
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 147.50
2.618 146.27
1.618 145.52
1.000 145.06
0.618 144.77
HIGH 144.31
0.618 144.02
0.500 143.94
0.382 143.85
LOW 143.56
0.618 143.10
1.000 142.81
1.618 142.35
2.618 141.60
4.250 140.37
Fisher Pivots for day following 23-Jul-2013
Pivot 1 day 3 day
R1 143.94 143.97
PP 143.90 143.92
S1 143.86 143.87

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

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