Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 15-Aug-2013
Day Change Summary
Previous Current
14-Aug-2013 15-Aug-2013 Change Change % Previous Week
Open 140.76 140.95 0.19 0.1% 142.73
High 141.10 141.01 -0.09 -0.1% 142.95
Low 140.57 139.85 -0.72 -0.5% 141.83
Close 140.95 140.11 -0.84 -0.6% 142.28
Range 0.53 1.16 0.63 118.9% 1.12
ATR 0.76 0.79 0.03 3.8% 0.00
Volume 767,995 459,545 -308,450 -40.2% 2,317,551
Daily Pivots for day following 15-Aug-2013
Classic Woodie Camarilla DeMark
R4 143.80 143.12 140.75
R3 142.64 141.96 140.43
R2 141.48 141.48 140.32
R1 140.80 140.80 140.22 140.56
PP 140.32 140.32 140.32 140.21
S1 139.64 139.64 140.00 139.40
S2 139.16 139.16 139.90
S3 138.00 138.48 139.79
S4 136.84 137.32 139.47
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
5 142.52 139.85 2.67 1.9% 0.81 0.6% 10% False True 626,293
10 142.95 139.85 3.10 2.2% 0.78 0.6% 8% False True 546,152
20 144.37 139.85 4.52 3.2% 0.75 0.5% 6% False True 610,570
40 144.37 139.85 4.52 3.2% 0.75 0.5% 6% False True 632,845
60 145.30 139.85 5.45 3.9% 0.75 0.5% 5% False True 616,357
80 147.53 139.85 7.68 5.5% 0.73 0.5% 3% False True 463,307
100 147.53 139.85 7.68 5.5% 0.70 0.5% 3% False True 370,755
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 0.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 145.94
2.618 144.05
1.618 142.89
1.000 142.17
0.618 141.73
HIGH 141.01
0.618 140.57
0.500 140.43
0.382 140.29
LOW 139.85
0.618 139.13
1.000 138.69
1.618 137.97
2.618 136.81
4.250 134.92
Fisher Pivots for day following 15-Aug-2013
Pivot 1 day 3 day
R1 140.43 140.89
PP 140.32 140.63
S1 140.22 140.37

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

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