Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 23-Aug-2013
Day Change Summary
Previous Current
22-Aug-2013 23-Aug-2013 Change Change % Previous Week
Open 139.80 139.77 -0.03 0.0% 139.77
High 139.98 139.85 -0.13 -0.1% 140.69
Low 139.46 139.06 -0.40 -0.3% 139.06
Close 139.73 139.58 -0.15 -0.1% 139.58
Range 0.52 0.79 0.27 51.9% 1.63
ATR 0.75 0.76 0.00 0.3% 0.00
Volume 728,500 216,149 -512,351 -70.3% 2,751,924
Daily Pivots for day following 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 141.87 141.51 140.01
R3 141.08 140.72 139.80
R2 140.29 140.29 139.72
R1 139.93 139.93 139.65 139.72
PP 139.50 139.50 139.50 139.39
S1 139.14 139.14 139.51 138.93
S2 138.71 138.71 139.44
S3 137.92 138.35 139.36
S4 137.13 137.56 139.15
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 144.67 143.75 140.48
R3 143.04 142.12 140.03
R2 141.41 141.41 139.88
R1 140.49 140.49 139.73 140.14
PP 139.78 139.78 139.78 139.60
S1 138.86 138.86 139.43 138.51
S2 138.15 138.15 139.28
S3 136.52 137.23 139.13
S4 134.89 135.60 138.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.69 139.06 1.63 1.2% 0.62 0.4% 32% False True 550,384
10 142.44 139.06 3.38 2.4% 0.73 0.5% 15% False True 599,408
20 143.29 139.06 4.23 3.0% 0.73 0.5% 12% False True 593,162
40 144.37 139.06 5.31 3.8% 0.70 0.5% 10% False True 586,618
60 144.44 139.06 5.38 3.9% 0.74 0.5% 10% False True 665,239
80 147.53 139.06 8.47 6.1% 0.73 0.5% 6% False True 504,508
100 147.53 139.06 8.47 6.1% 0.70 0.5% 6% False True 403,843
120 147.53 139.06 8.47 6.1% 0.66 0.5% 6% False True 336,550
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 143.21
2.618 141.92
1.618 141.13
1.000 140.64
0.618 140.34
HIGH 139.85
0.618 139.55
0.500 139.46
0.382 139.36
LOW 139.06
0.618 138.57
1.000 138.27
1.618 137.78
2.618 136.99
4.250 135.70
Fisher Pivots for day following 23-Aug-2013
Pivot 1 day 3 day
R1 139.54 139.88
PP 139.50 139.78
S1 139.46 139.68

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

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