Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 05-Aug-2013
Day Change Summary
Previous Current
02-Aug-2013 05-Aug-2013 Change Change % Previous Week
Open 142.30 142.73 0.43 0.3% 142.57
High 142.81 142.95 0.14 0.1% 143.29
Low 141.67 142.11 0.44 0.3% 141.67
Close 142.60 142.22 -0.38 -0.3% 142.60
Range 1.14 0.84 -0.30 -26.3% 1.62
ATR 0.78 0.78 0.00 0.6% 0.00
Volume 459,866 427,754 -32,112 -7.0% 3,551,602
Daily Pivots for day following 05-Aug-2013
Classic Woodie Camarilla DeMark
R4 144.95 144.42 142.68
R3 144.11 143.58 142.45
R2 143.27 143.27 142.37
R1 142.74 142.74 142.30 142.59
PP 142.43 142.43 142.43 142.35
S1 141.90 141.90 142.14 141.75
S2 141.59 141.59 142.07
S3 140.75 141.06 141.99
S4 139.91 140.22 141.76
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 147.38 146.61 143.49
R3 145.76 144.99 143.05
R2 144.14 144.14 142.90
R1 143.37 143.37 142.75 143.76
PP 142.52 142.52 142.52 142.71
S1 141.75 141.75 142.45 142.14
S2 140.90 140.90 142.30
S3 139.28 140.13 142.15
S4 137.66 138.51 141.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.29 141.67 1.62 1.1% 0.89 0.6% 34% False False 704,836
10 144.31 141.67 2.64 1.9% 0.85 0.6% 21% False False 662,262
20 144.37 141.67 2.70 1.9% 0.70 0.5% 20% False False 602,196
40 144.37 139.90 4.47 3.1% 0.75 0.5% 52% False False 675,140
60 145.93 139.90 6.03 4.2% 0.75 0.5% 38% False False 540,963
80 147.53 139.90 7.63 5.4% 0.71 0.5% 30% False False 406,226
100 147.53 139.90 7.63 5.4% 0.67 0.5% 30% False False 325,020
Crabel Price Patterns
NR True
NR4 True
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 0.25
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 146.52
2.618 145.15
1.618 144.31
1.000 143.79
0.618 143.47
HIGH 142.95
0.618 142.63
0.500 142.53
0.382 142.43
LOW 142.11
0.618 141.59
1.000 141.27
1.618 140.75
2.618 139.91
4.250 138.54
Fisher Pivots for day following 05-Aug-2013
Pivot 1 day 3 day
R1 142.53 142.48
PP 142.43 142.39
S1 142.32 142.31

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

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