Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 29-Jul-2013
Day Change Summary
Previous Current
26-Jul-2013 29-Jul-2013 Change Change % Previous Week
Open 142.61 142.57 -0.04 0.0% 144.28
High 142.75 142.73 -0.02 0.0% 144.35
Low 142.17 142.23 0.06 0.0% 142.16
Close 142.48 142.46 -0.02 0.0% 142.48
Range 0.58 0.50 -0.08 -13.8% 2.19
ATR 0.74 0.73 -0.02 -2.3% 0.00
Volume 417,737 455,172 37,435 9.0% 3,305,900
Daily Pivots for day following 29-Jul-2013
Classic Woodie Camarilla DeMark
R4 143.97 143.72 142.74
R3 143.47 143.22 142.60
R2 142.97 142.97 142.55
R1 142.72 142.72 142.51 142.60
PP 142.47 142.47 142.47 142.41
S1 142.22 142.22 142.41 142.10
S2 141.97 141.97 142.37
S3 141.47 141.72 142.32
S4 140.97 141.22 142.19
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 149.57 148.21 143.68
R3 147.38 146.02 143.08
R2 145.19 145.19 142.88
R1 143.83 143.83 142.68 143.42
PP 143.00 143.00 143.00 142.79
S1 141.64 141.64 142.28 141.23
S2 140.81 140.81 142.08
S3 138.62 139.45 141.88
S4 136.43 137.26 141.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.31 142.16 2.15 1.5% 0.82 0.6% 14% False False 619,687
10 144.37 142.16 2.21 1.6% 0.64 0.5% 14% False False 575,349
20 144.37 141.00 3.37 2.4% 0.65 0.5% 43% False False 577,804
40 144.37 139.90 4.47 3.1% 0.74 0.5% 57% False False 697,624
60 147.42 139.90 7.52 5.3% 0.73 0.5% 34% False False 482,504
80 147.53 139.90 7.63 5.4% 0.69 0.5% 34% False False 362,201
100 147.53 139.90 7.63 5.4% 0.65 0.5% 34% False False 289,779
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 144.86
2.618 144.04
1.618 143.54
1.000 143.23
0.618 143.04
HIGH 142.73
0.618 142.54
0.500 142.48
0.382 142.42
LOW 142.23
0.618 141.92
1.000 141.73
1.618 141.42
2.618 140.92
4.250 140.11
Fisher Pivots for day following 29-Jul-2013
Pivot 1 day 3 day
R1 142.48 142.48
PP 142.47 142.47
S1 142.47 142.47

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

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