Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 07-Aug-2013
Day Change Summary
Previous Current
06-Aug-2013 07-Aug-2013 Change Change % Previous Week
Open 142.15 142.13 -0.02 0.0% 142.57
High 142.27 142.55 0.28 0.2% 143.29
Low 141.86 141.83 -0.03 0.0% 141.67
Close 142.07 142.26 0.19 0.1% 142.60
Range 0.41 0.72 0.31 75.6% 1.62
ATR 0.75 0.75 0.00 -0.3% 0.00
Volume 587,644 515,833 -71,811 -12.2% 3,551,602
Daily Pivots for day following 07-Aug-2013
Classic Woodie Camarilla DeMark
R4 144.37 144.04 142.66
R3 143.65 143.32 142.46
R2 142.93 142.93 142.39
R1 142.60 142.60 142.33 142.77
PP 142.21 142.21 142.21 142.30
S1 141.88 141.88 142.19 142.05
S2 141.49 141.49 142.13
S3 140.77 141.16 142.06
S4 140.05 140.44 141.86
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% 0.83 0.6% 36% False False 547,680
10 143.29 141.67 1.62 1.1% 0.73 0.5% 36% False False 604,783
20 144.37 141.67 2.70 1.9% 0.69 0.5% 22% False False 595,218
40 144.37 139.90 4.47 3.1% 0.73 0.5% 53% False False 655,880
60 145.93 139.90 6.03 4.2% 0.74 0.5% 39% False False 559,235
80 147.53 139.90 7.63 5.4% 0.71 0.5% 31% False False 420,014
100 147.53 139.90 7.63 5.4% 0.68 0.5% 31% False False 336,054
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 145.61
2.618 144.43
1.618 143.71
1.000 143.27
0.618 142.99
HIGH 142.55
0.618 142.27
0.500 142.19
0.382 142.11
LOW 141.83
0.618 141.39
1.000 141.11
1.618 140.67
2.618 139.95
4.250 138.77
Fisher Pivots for day following 07-Aug-2013
Pivot 1 day 3 day
R1 142.24 142.39
PP 142.21 142.35
S1 142.19 142.30

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

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