Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 04-Sep-2013
Day Change Summary
Previous Current
03-Sep-2013 04-Sep-2013 Change Change % Previous Week
Open 140.16 139.74 -0.42 -0.3% 139.65
High 140.27 139.95 -0.32 -0.2% 140.95
Low 139.55 139.51 -0.04 0.0% 139.57
Close 139.61 139.73 0.12 0.1% 140.66
Range 0.72 0.44 -0.28 -38.9% 1.38
ATR 0.77 0.75 -0.02 -3.1% 0.00
Volume 1,024,450 426,404 -598,046 -58.4% 3,151,512
Daily Pivots for day following 04-Sep-2013
Classic Woodie Camarilla DeMark
R4 141.05 140.83 139.97
R3 140.61 140.39 139.85
R2 140.17 140.17 139.81
R1 139.95 139.95 139.77 139.84
PP 139.73 139.73 139.73 139.68
S1 139.51 139.51 139.69 139.40
S2 139.29 139.29 139.65
S3 138.85 139.07 139.61
S4 138.41 138.63 139.49
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 144.53 143.98 141.42
R3 143.15 142.60 141.04
R2 141.77 141.77 140.91
R1 141.22 141.22 140.79 141.50
PP 140.39 140.39 140.39 140.53
S1 139.84 139.84 140.53 140.12
S2 139.01 139.01 140.41
S3 137.63 138.46 140.28
S4 136.25 137.08 139.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.94 139.51 1.43 1.0% 0.65 0.5% 15% False True 658,098
10 140.95 139.06 1.89 1.4% 0.69 0.5% 35% False False 622,705
20 142.71 139.06 3.65 2.6% 0.70 0.5% 18% False False 594,930
40 144.37 139.06 5.31 3.8% 0.69 0.5% 13% False False 599,167
60 144.37 139.06 5.31 3.8% 0.72 0.5% 13% False False 638,671
80 145.93 139.06 6.87 4.9% 0.73 0.5% 10% False False 561,742
100 147.53 139.06 8.47 6.1% 0.71 0.5% 8% False False 449,842
120 147.53 139.06 8.47 6.1% 0.68 0.5% 8% False False 374,902
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.15
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 141.82
2.618 141.10
1.618 140.66
1.000 140.39
0.618 140.22
HIGH 139.95
0.618 139.78
0.500 139.73
0.382 139.68
LOW 139.51
0.618 139.24
1.000 139.07
1.618 138.80
2.618 138.36
4.250 137.64
Fisher Pivots for day following 04-Sep-2013
Pivot 1 day 3 day
R1 139.73 140.23
PP 139.73 140.06
S1 139.73 139.90

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

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