Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 24-Jul-2013
Day Change Summary
Previous Current
23-Jul-2013 24-Jul-2013 Change Change % Previous Week
Open 144.25 143.86 -0.39 -0.3% 143.66
High 144.31 143.94 -0.37 -0.3% 144.37
Low 143.56 142.31 -1.25 -0.9% 143.23
Close 143.82 142.72 -1.10 -0.8% 144.22
Range 0.75 1.63 0.88 117.3% 1.14
ATR 0.70 0.76 0.07 9.5% 0.00
Volume 878,429 799,833 -78,596 -8.9% 2,435,036
Daily Pivots for day following 24-Jul-2013
Classic Woodie Camarilla DeMark
R4 147.88 146.93 143.62
R3 146.25 145.30 143.17
R2 144.62 144.62 143.02
R1 143.67 143.67 142.87 143.33
PP 142.99 142.99 142.99 142.82
S1 142.04 142.04 142.57 141.70
S2 141.36 141.36 142.42
S3 139.73 140.41 142.27
S4 138.10 138.78 141.82
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
5 144.37 142.31 2.06 1.4% 0.69 0.5% 20% False True 618,248
10 144.37 142.31 2.06 1.4% 0.65 0.5% 20% False True 585,653
20 144.37 140.45 3.92 2.7% 0.71 0.5% 58% False False 602,036
40 144.44 139.90 4.54 3.2% 0.74 0.5% 62% False False 684,023
60 147.53 139.90 7.63 5.3% 0.73 0.5% 37% False False 458,961
80 147.53 139.90 7.63 5.3% 0.69 0.5% 37% False False 344,455
100 147.53 139.90 7.63 5.3% 0.64 0.4% 37% False False 275,578
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Widest range in 102 trading days
Fibonacci Retracements and Extensions
4.250 150.87
2.618 148.21
1.618 146.58
1.000 145.57
0.618 144.95
HIGH 143.94
0.618 143.32
0.500 143.13
0.382 142.93
LOW 142.31
0.618 141.30
1.000 140.68
1.618 139.67
2.618 138.04
4.250 135.38
Fisher Pivots for day following 24-Jul-2013
Pivot 1 day 3 day
R1 143.13 143.33
PP 142.99 143.13
S1 142.86 142.92

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

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