Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 02-Aug-2013
Day Change Summary
Previous Current
01-Aug-2013 02-Aug-2013 Change Change % Previous Week
Open 142.67 142.30 -0.37 -0.3% 142.57
High 143.29 142.81 -0.48 -0.3% 143.29
Low 142.25 141.67 -0.58 -0.4% 141.67
Close 142.39 142.60 0.21 0.1% 142.60
Range 1.04 1.14 0.10 9.6% 1.62
ATR 0.75 0.78 0.03 3.7% 0.00
Volume 747,303 459,866 -287,437 -38.5% 3,551,602
Daily Pivots for day following 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 145.78 145.33 143.23
R3 144.64 144.19 142.91
R2 143.50 143.50 142.81
R1 143.05 143.05 142.70 143.28
PP 142.36 142.36 142.36 142.47
S1 141.91 141.91 142.50 142.14
S2 141.22 141.22 142.39
S3 140.08 140.77 142.29
S4 138.94 139.63 141.97
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 147.38 146.61 143.49
R3 145.76 144.99 143.05
R2 144.14 144.14 142.90
R1 143.37 143.37 142.75 143.76
PP 142.52 142.52 142.52 142.71
S1 141.75 141.75 142.45 142.14
S2 140.90 140.90 142.30
S3 139.28 140.13 142.15
S4 137.66 138.51 141.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.29 141.67 1.62 1.1% 0.82 0.6% 57% False True 710,320
10 144.35 141.67 2.68 1.9% 0.80 0.6% 35% False True 685,750
20 144.37 141.54 2.83 2.0% 0.68 0.5% 37% False False 610,328
40 144.37 139.90 4.47 3.1% 0.75 0.5% 60% False False 681,875
60 146.46 139.90 6.56 4.6% 0.74 0.5% 41% False False 533,863
80 147.53 139.90 7.63 5.4% 0.71 0.5% 35% False False 400,880
100 147.53 139.90 7.63 5.4% 0.67 0.5% 35% False False 320,743
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 0.23
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 147.66
2.618 145.79
1.618 144.65
1.000 143.95
0.618 143.51
HIGH 142.81
0.618 142.37
0.500 142.24
0.382 142.11
LOW 141.67
0.618 140.97
1.000 140.53
1.618 139.83
2.618 138.69
4.250 136.83
Fisher Pivots for day following 02-Aug-2013
Pivot 1 day 3 day
R1 142.48 142.56
PP 142.36 142.52
S1 142.24 142.48

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

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