Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 31-Jul-2013
Day Change Summary
Previous Current
30-Jul-2013 31-Jul-2013 Change Change % Previous Week
Open 142.46 142.47 0.01 0.0% 144.28
High 142.57 142.94 0.37 0.3% 144.35
Low 142.25 141.84 -0.41 -0.3% 142.16
Close 142.45 142.37 -0.08 -0.1% 142.48
Range 0.32 1.10 0.78 243.8% 2.19
ATR 0.70 0.73 0.03 4.1% 0.00
Volume 1,070,660 818,601 -252,059 -23.5% 3,305,900
Daily Pivots for day following 31-Jul-2013
Classic Woodie Camarilla DeMark
R4 145.68 145.13 142.98
R3 144.58 144.03 142.67
R2 143.48 143.48 142.57
R1 142.93 142.93 142.47 142.66
PP 142.38 142.38 142.38 142.25
S1 141.83 141.83 142.27 141.56
S2 141.28 141.28 142.17
S3 140.18 140.73 142.07
S4 139.08 139.63 141.77
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 149.57 148.21 143.68
R3 147.38 146.02 143.08
R2 145.19 145.19 142.88
R1 143.83 143.83 142.68 143.42
PP 143.00 143.00 143.00 142.79
S1 141.64 141.64 142.28 141.23
S2 140.81 140.81 142.08
S3 138.62 139.45 141.88
S4 136.43 137.26 141.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.94 141.84 1.10 0.8% 0.63 0.4% 48% True True 661,887
10 144.37 141.84 2.53 1.8% 0.66 0.5% 21% False True 640,067
20 144.37 141.39 2.98 2.1% 0.65 0.5% 33% False False 606,198
40 144.37 139.90 4.47 3.1% 0.74 0.5% 55% False False 699,944
60 146.53 139.90 6.63 4.7% 0.73 0.5% 37% False False 513,900
80 147.53 139.90 7.63 5.4% 0.69 0.5% 32% False False 385,802
100 147.53 139.90 7.63 5.4% 0.65 0.5% 32% False False 308,671
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 147.62
2.618 145.82
1.618 144.72
1.000 144.04
0.618 143.62
HIGH 142.94
0.618 142.52
0.500 142.39
0.382 142.26
LOW 141.84
0.618 141.16
1.000 140.74
1.618 140.06
2.618 138.96
4.250 137.17
Fisher Pivots for day following 31-Jul-2013
Pivot 1 day 3 day
R1 142.39 142.39
PP 142.38 142.38
S1 142.38 142.38

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

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