Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 09-Aug-2013
Day Change Summary
Previous Current
08-Aug-2013 09-Aug-2013 Change Change % Previous Week
Open 142.46 142.10 -0.36 -0.3% 142.73
High 142.71 142.52 -0.19 -0.1% 142.95
Low 142.04 142.01 -0.03 0.0% 141.83
Close 142.29 142.28 -0.01 0.0% 142.28
Range 0.67 0.51 -0.16 -23.9% 1.12
ATR 0.75 0.73 -0.02 -2.3% 0.00
Volume 338,963 447,357 108,394 32.0% 2,317,551
Daily Pivots for day following 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 143.80 143.55 142.56
R3 143.29 143.04 142.42
R2 142.78 142.78 142.37
R1 142.53 142.53 142.33 142.66
PP 142.27 142.27 142.27 142.33
S1 142.02 142.02 142.23 142.15
S2 141.76 141.76 142.19
S3 141.25 141.51 142.14
S4 140.74 141.00 142.00
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 145.71 145.12 142.90
R3 144.59 144.00 142.59
R2 143.47 143.47 142.49
R1 142.88 142.88 142.38 142.62
PP 142.35 142.35 142.35 142.22
S1 141.76 141.76 142.18 141.50
S2 141.23 141.23 142.07
S3 140.11 140.64 141.97
S4 138.99 139.52 141.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.95 141.83 1.12 0.8% 0.63 0.4% 40% False False 463,510
10 143.29 141.67 1.62 1.1% 0.73 0.5% 38% False False 586,915
20 144.37 141.67 2.70 1.9% 0.68 0.5% 23% False False 580,504
40 144.37 139.90 4.47 3.1% 0.73 0.5% 53% False False 640,548
60 145.93 139.90 6.03 4.2% 0.73 0.5% 39% False False 572,164
80 147.53 139.90 7.63 5.4% 0.71 0.5% 31% False False 429,838
100 147.53 139.90 7.63 5.4% 0.69 0.5% 31% False False 343,917
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 144.69
2.618 143.86
1.618 143.35
1.000 143.03
0.618 142.84
HIGH 142.52
0.618 142.33
0.500 142.27
0.382 142.20
LOW 142.01
0.618 141.69
1.000 141.50
1.618 141.18
2.618 140.67
4.250 139.84
Fisher Pivots for day following 09-Aug-2013
Pivot 1 day 3 day
R1 142.28 142.28
PP 142.27 142.27
S1 142.27 142.27

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

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