Euro Bund Future December 2013


Trading Metrics calculated at close of trading on 09-Sep-2013
Day Change Summary
Previous Current
06-Sep-2013 09-Sep-2013 Change Change % Previous Week
Open 136.42 137.53 1.11 0.8% 138.15
High 137.81 137.75 -0.06 0.0% 138.25
Low 136.42 137.36 0.94 0.7% 136.42
Close 137.69 137.62 -0.07 -0.1% 137.69
Range 1.39 0.39 -1.00 -71.9% 1.83
ATR 0.79 0.76 -0.03 -3.6% 0.00
Volume 413,341 720,771 307,430 74.4% 3,208,299
Daily Pivots for day following 09-Sep-2013
Classic Woodie Camarilla DeMark
R4 138.75 138.57 137.83
R3 138.36 138.18 137.73
R2 137.97 137.97 137.69
R1 137.79 137.79 137.66 137.88
PP 137.58 137.58 137.58 137.62
S1 137.40 137.40 137.58 137.49
S2 137.19 137.19 137.55
S3 136.80 137.01 137.51
S4 136.41 136.62 137.41
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 142.94 142.15 138.70
R3 141.11 140.32 138.19
R2 139.28 139.28 138.03
R1 138.49 138.49 137.86 137.97
PP 137.45 137.45 137.45 137.20
S1 136.66 136.66 137.52 136.14
S2 135.62 135.62 137.35
S3 133.79 134.83 137.19
S4 131.96 133.00 136.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.25 136.42 1.83 1.3% 0.79 0.6% 66% False False 785,814
10 138.99 136.42 2.57 1.9% 0.76 0.6% 47% False False 440,837
20 140.41 136.42 3.99 2.9% 0.71 0.5% 30% False False 221,356
40 142.37 136.42 5.95 4.3% 0.63 0.5% 20% False False 110,819
60 142.37 136.42 5.95 4.3% 0.64 0.5% 20% False False 73,901
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 139.41
2.618 138.77
1.618 138.38
1.000 138.14
0.618 137.99
HIGH 137.75
0.618 137.60
0.500 137.56
0.382 137.51
LOW 137.36
0.618 137.12
1.000 136.97
1.618 136.73
2.618 136.34
4.250 135.70
Fisher Pivots for day following 09-Sep-2013
Pivot 1 day 3 day
R1 137.60 137.45
PP 137.58 137.28
S1 137.56 137.12

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

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