Euro Bund Future December 2013


Trading Metrics calculated at close of trading on 27-Jun-2013
Day Change Summary
Previous Current
26-Jun-2013 27-Jun-2013 Change Change % Previous Week
Open 138.65 139.01 0.36 0.3% 141.64
High 139.35 139.95 0.60 0.4% 142.04
Low 138.65 139.01 0.36 0.3% 139.22
Close 139.13 139.57 0.44 0.3% 139.50
Range 0.70 0.94 0.24 34.3% 2.82
ATR 0.73 0.74 0.02 2.1% 0.00
Volume 75 99 24 32.0% 426
Daily Pivots for day following 27-Jun-2013
Classic Woodie Camarilla DeMark
R4 142.33 141.89 140.09
R3 141.39 140.95 139.83
R2 140.45 140.45 139.74
R1 140.01 140.01 139.66 140.23
PP 139.51 139.51 139.51 139.62
S1 139.07 139.07 139.48 139.29
S2 138.57 138.57 139.40
S3 137.63 138.13 139.31
S4 136.69 137.19 139.05
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 148.71 146.93 141.05
R3 145.89 144.11 140.28
R2 143.07 143.07 140.02
R1 141.29 141.29 139.76 140.77
PP 140.25 140.25 140.25 140.00
S1 138.47 138.47 139.24 137.95
S2 137.43 137.43 138.98
S3 134.61 135.65 138.72
S4 131.79 132.83 137.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.17 138.22 1.95 1.4% 0.81 0.6% 69% False False 101
10 142.04 138.22 3.82 2.7% 0.72 0.5% 35% False False 91
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.06
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 143.95
2.618 142.41
1.618 141.47
1.000 140.89
0.618 140.53
HIGH 139.95
0.618 139.59
0.500 139.48
0.382 139.37
LOW 139.01
0.618 138.43
1.000 138.07
1.618 137.49
2.618 136.55
4.250 135.02
Fisher Pivots for day following 27-Jun-2013
Pivot 1 day 3 day
R1 139.54 139.44
PP 139.51 139.31
S1 139.48 139.18

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

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