Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 09-Jul-2013
Day Change Summary
Previous Current
08-Jul-2013 09-Jul-2013 Change Change % Previous Week
Open 141.68 141.93 0.25 0.2% 141.30
High 142.00 142.69 0.69 0.5% 142.64
Low 141.54 141.85 0.31 0.2% 141.00
Close 141.94 142.56 0.62 0.4% 141.66
Range 0.46 0.84 0.38 82.6% 1.64
ATR 0.86 0.86 0.00 -0.2% 0.00
Volume 590,383 563,498 -26,885 -4.6% 2,445,951
Daily Pivots for day following 09-Jul-2013
Classic Woodie Camarilla DeMark
R4 144.89 144.56 143.02
R3 144.05 143.72 142.79
R2 143.21 143.21 142.71
R1 142.88 142.88 142.64 143.05
PP 142.37 142.37 142.37 142.45
S1 142.04 142.04 142.48 142.21
S2 141.53 141.53 142.41
S3 140.69 141.20 142.33
S4 139.85 140.36 142.10
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 146.69 145.81 142.56
R3 145.05 144.17 142.11
R2 143.41 143.41 141.96
R1 142.53 142.53 141.81 142.97
PP 141.77 141.77 141.77 141.99
S1 140.89 140.89 141.51 141.33
S2 140.13 140.13 141.36
S3 138.49 139.25 141.21
S4 136.85 137.61 140.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.69 141.39 1.30 0.9% 0.73 0.5% 90% True False 609,450
10 142.69 140.17 2.52 1.8% 0.80 0.6% 95% True False 624,372
20 143.99 139.90 4.09 2.9% 0.79 0.6% 65% False False 717,679
40 145.93 139.90 6.03 4.2% 0.76 0.5% 44% False False 524,318
60 147.53 139.90 7.63 5.4% 0.72 0.5% 35% False False 350,292
80 147.53 139.90 7.63 5.4% 0.67 0.5% 35% False False 262,770
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 0.14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146.26
2.618 144.89
1.618 144.05
1.000 143.53
0.618 143.21
HIGH 142.69
0.618 142.37
0.500 142.27
0.382 142.17
LOW 141.85
0.618 141.33
1.000 141.01
1.618 140.49
2.618 139.65
4.250 138.28
Fisher Pivots for day following 09-Jul-2013
Pivot 1 day 3 day
R1 142.46 142.39
PP 142.37 142.21
S1 142.27 142.04

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

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