Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 10-Jul-2013
Day Change Summary
Previous Current
09-Jul-2013 10-Jul-2013 Change Change % Previous Week
Open 141.93 142.78 0.85 0.6% 141.30
High 142.69 142.87 0.18 0.1% 142.64
Low 141.85 142.35 0.50 0.4% 141.00
Close 142.56 142.58 0.02 0.0% 141.66
Range 0.84 0.52 -0.32 -38.1% 1.64
ATR 0.86 0.83 -0.02 -2.8% 0.00
Volume 563,498 679,543 116,045 20.6% 2,445,951
Daily Pivots for day following 10-Jul-2013
Classic Woodie Camarilla DeMark
R4 144.16 143.89 142.87
R3 143.64 143.37 142.72
R2 143.12 143.12 142.68
R1 142.85 142.85 142.63 142.73
PP 142.60 142.60 142.60 142.54
S1 142.33 142.33 142.53 142.21
S2 142.08 142.08 142.48
S3 141.56 141.81 142.44
S4 141.04 141.29 142.29
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
5 142.87 141.39 1.48 1.0% 0.69 0.5% 80% True False 591,600
10 142.87 140.45 2.42 1.7% 0.77 0.5% 88% True False 618,420
20 143.99 139.90 4.09 2.9% 0.77 0.5% 66% False False 716,542
40 145.93 139.90 6.03 4.2% 0.76 0.5% 44% False False 541,243
60 147.53 139.90 7.63 5.4% 0.72 0.5% 35% False False 361,613
80 147.53 139.90 7.63 5.4% 0.68 0.5% 35% False False 271,263
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 145.08
2.618 144.23
1.618 143.71
1.000 143.39
0.618 143.19
HIGH 142.87
0.618 142.67
0.500 142.61
0.382 142.55
LOW 142.35
0.618 142.03
1.000 141.83
1.618 141.51
2.618 140.99
4.250 140.14
Fisher Pivots for day following 10-Jul-2013
Pivot 1 day 3 day
R1 142.61 142.46
PP 142.60 142.33
S1 142.59 142.21

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

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