Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 14-Jun-2013
Day Change Summary
Previous Current
13-Jun-2013 14-Jun-2013 Change Change % Previous Week
Open 143.00 143.46 0.46 0.3% 143.24
High 143.41 143.94 0.53 0.4% 143.94
Low 142.91 143.38 0.47 0.3% 142.02
Close 143.19 143.86 0.67 0.5% 143.86
Range 0.50 0.56 0.06 12.0% 1.92
ATR 0.75 0.75 0.00 0.0% 0.00
Volume 575,152 522,434 -52,718 -9.2% 3,795,934
Daily Pivots for day following 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 145.41 145.19 144.17
R3 144.85 144.63 144.01
R2 144.29 144.29 143.96
R1 144.07 144.07 143.91 144.18
PP 143.73 143.73 143.73 143.78
S1 143.51 143.51 143.81 143.62
S2 143.17 143.17 143.76
S3 142.61 142.95 143.71
S4 142.05 142.39 143.55
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 149.03 148.37 144.92
R3 147.11 146.45 144.39
R2 145.19 145.19 144.21
R1 144.53 144.53 144.04 144.86
PP 143.27 143.27 143.27 143.44
S1 142.61 142.61 143.68 142.94
S2 141.35 141.35 143.51
S3 139.43 140.69 143.33
S4 137.51 138.77 142.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.94 142.02 1.92 1.3% 0.70 0.5% 96% True False 759,186
10 144.18 142.02 2.16 1.5% 0.74 0.5% 85% False False 821,948
20 145.93 142.02 3.91 2.7% 0.72 0.5% 47% False False 461,067
40 147.53 142.02 5.51 3.8% 0.68 0.5% 33% False False 232,181
60 147.53 142.02 5.51 3.8% 0.66 0.5% 33% False False 154,870
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.22
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 146.32
2.618 145.41
1.618 144.85
1.000 144.50
0.618 144.29
HIGH 143.94
0.618 143.73
0.500 143.66
0.382 143.59
LOW 143.38
0.618 143.03
1.000 142.82
1.618 142.47
2.618 141.91
4.250 141.00
Fisher Pivots for day following 14-Jun-2013
Pivot 1 day 3 day
R1 143.79 143.64
PP 143.73 143.42
S1 143.66 143.21

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

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