Euro Bund Future December 2013


Trading Metrics calculated at close of trading on 27-Aug-2013
Day Change Summary
Previous Current
26-Aug-2013 27-Aug-2013 Change Change % Previous Week
Open 137.67 138.06 0.39 0.3% 137.90
High 138.19 138.99 0.80 0.6% 138.71
Low 137.63 137.97 0.34 0.2% 137.11
Close 138.09 138.58 0.49 0.4% 137.62
Range 0.56 1.02 0.46 82.1% 1.60
ATR 0.66 0.68 0.03 3.9% 0.00
Volume 3,024 28,323 25,299 836.6% 14,967
Daily Pivots for day following 27-Aug-2013
Classic Woodie Camarilla DeMark
R4 141.57 141.10 139.14
R3 140.55 140.08 138.86
R2 139.53 139.53 138.77
R1 139.06 139.06 138.67 139.30
PP 138.51 138.51 138.51 138.63
S1 138.04 138.04 138.49 138.28
S2 137.49 137.49 138.39
S3 136.47 137.02 138.30
S4 135.45 136.00 138.02
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 142.61 141.72 138.50
R3 141.01 140.12 138.06
R2 139.41 139.41 137.91
R1 138.52 138.52 137.77 138.17
PP 137.81 137.81 137.81 137.64
S1 136.92 136.92 137.47 136.57
S2 136.21 136.21 137.33
S3 134.61 135.32 137.18
S4 133.01 133.72 136.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.99 137.11 1.88 1.4% 0.69 0.5% 78% True False 8,563
10 139.14 137.11 2.03 1.5% 0.65 0.5% 72% False False 4,886
20 141.22 137.11 4.11 3.0% 0.67 0.5% 36% False False 2,761
40 142.37 137.11 5.26 3.8% 0.59 0.4% 28% False False 1,399
60 142.37 137.11 5.26 3.8% 0.61 0.4% 28% False False 955
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 143.33
2.618 141.66
1.618 140.64
1.000 140.01
0.618 139.62
HIGH 138.99
0.618 138.60
0.500 138.48
0.382 138.36
LOW 137.97
0.618 137.34
1.000 136.95
1.618 136.32
2.618 135.30
4.250 133.64
Fisher Pivots for day following 27-Aug-2013
Pivot 1 day 3 day
R1 138.55 138.40
PP 138.51 138.23
S1 138.48 138.05

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

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