Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 12-Aug-2013
Day Change Summary
Previous Current
09-Aug-2013 12-Aug-2013 Change Change % Previous Week
Open 142.10 142.44 0.34 0.2% 142.73
High 142.52 142.44 -0.08 -0.1% 142.95
Low 142.01 141.91 -0.10 -0.1% 141.83
Close 142.28 142.23 -0.05 0.0% 142.28
Range 0.51 0.53 0.02 3.9% 1.12
ATR 0.73 0.71 -0.01 -1.9% 0.00
Volume 447,357 786,699 339,342 75.9% 2,317,551
Daily Pivots for day following 12-Aug-2013
Classic Woodie Camarilla DeMark
R4 143.78 143.54 142.52
R3 143.25 143.01 142.38
R2 142.72 142.72 142.33
R1 142.48 142.48 142.28 142.34
PP 142.19 142.19 142.19 142.12
S1 141.95 141.95 142.18 141.81
S2 141.66 141.66 142.13
S3 141.13 141.42 142.08
S4 140.60 140.89 141.94
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
5 142.71 141.83 0.88 0.6% 0.57 0.4% 45% False False 535,299
10 143.29 141.67 1.62 1.1% 0.73 0.5% 35% False False 620,068
20 144.37 141.67 2.70 1.9% 0.69 0.5% 21% False False 597,708
40 144.37 139.90 4.47 3.1% 0.73 0.5% 52% False False 647,154
60 145.93 139.90 6.03 4.2% 0.73 0.5% 39% False False 585,125
80 147.53 139.90 7.63 5.4% 0.71 0.5% 31% False False 439,668
100 147.53 139.90 7.63 5.4% 0.69 0.5% 31% False False 351,784
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 144.69
2.618 143.83
1.618 143.30
1.000 142.97
0.618 142.77
HIGH 142.44
0.618 142.24
0.500 142.18
0.382 142.11
LOW 141.91
0.618 141.58
1.000 141.38
1.618 141.05
2.618 140.52
4.250 139.66
Fisher Pivots for day following 12-Aug-2013
Pivot 1 day 3 day
R1 142.21 142.31
PP 142.19 142.28
S1 142.18 142.26

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

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