Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 19-Aug-2013
Day Change Summary
Previous Current
16-Aug-2013 19-Aug-2013 Change Change % Previous Week
Open 140.08 139.77 -0.31 -0.2% 142.44
High 140.38 140.24 -0.14 -0.1% 142.44
Low 139.72 139.71 -0.01 0.0% 139.72
Close 140.22 139.93 -0.29 -0.2% 140.22
Range 0.66 0.53 -0.13 -19.7% 2.72
ATR 0.78 0.76 -0.02 -2.3% 0.00
Volume 558,054 593,273 35,219 6.3% 3,242,165
Daily Pivots for day following 19-Aug-2013
Classic Woodie Camarilla DeMark
R4 141.55 141.27 140.22
R3 141.02 140.74 140.08
R2 140.49 140.49 140.03
R1 140.21 140.21 139.98 140.35
PP 139.96 139.96 139.96 140.03
S1 139.68 139.68 139.88 139.82
S2 139.43 139.43 139.83
S3 138.90 139.15 139.78
S4 138.37 138.62 139.64
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 148.95 147.31 141.72
R3 146.23 144.59 140.97
R2 143.51 143.51 140.72
R1 141.87 141.87 140.47 141.33
PP 140.79 140.79 140.79 140.53
S1 139.15 139.15 139.97 138.61
S2 138.07 138.07 139.72
S3 135.35 136.43 139.47
S4 132.63 133.71 138.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.93 139.71 2.22 1.6% 0.84 0.6% 10% False True 609,747
10 142.71 139.71 3.00 2.1% 0.70 0.5% 7% False True 572,523
20 144.31 139.71 4.60 3.3% 0.78 0.6% 5% False True 617,392
40 144.37 139.71 4.66 3.3% 0.73 0.5% 5% False True 609,803
60 144.93 139.71 5.22 3.7% 0.74 0.5% 4% False True 634,919
80 147.53 139.71 7.82 5.6% 0.72 0.5% 3% False True 477,634
100 147.53 139.71 7.82 5.6% 0.69 0.5% 3% False True 382,264
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 0.14
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 142.49
2.618 141.63
1.618 141.10
1.000 140.77
0.618 140.57
HIGH 140.24
0.618 140.04
0.500 139.98
0.382 139.91
LOW 139.71
0.618 139.38
1.000 139.18
1.618 138.85
2.618 138.32
4.250 137.46
Fisher Pivots for day following 19-Aug-2013
Pivot 1 day 3 day
R1 139.98 140.36
PP 139.96 140.22
S1 139.95 140.07

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

View Archives - Comment on this page... - Back to Index of Symbols