Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 16-Aug-2013
Day Change Summary
Previous Current
15-Aug-2013 16-Aug-2013 Change Change % Previous Week
Open 140.95 140.08 -0.87 -0.6% 142.44
High 141.01 140.38 -0.63 -0.4% 142.44
Low 139.85 139.72 -0.13 -0.1% 139.72
Close 140.11 140.22 0.11 0.1% 140.22
Range 1.16 0.66 -0.50 -43.1% 2.72
ATR 0.79 0.78 -0.01 -1.2% 0.00
Volume 459,545 558,054 98,509 21.4% 3,242,165
Daily Pivots for day following 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 142.09 141.81 140.58
R3 141.43 141.15 140.40
R2 140.77 140.77 140.34
R1 140.49 140.49 140.28 140.63
PP 140.11 140.11 140.11 140.18
S1 139.83 139.83 140.16 139.97
S2 139.45 139.45 140.10
S3 138.79 139.17 140.04
S4 138.13 138.51 139.86
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 148.95 147.31 141.72
R3 146.23 144.59 140.97
R2 143.51 143.51 140.72
R1 141.87 141.87 140.47 141.33
PP 140.79 140.79 140.79 140.53
S1 139.15 139.15 139.97 138.61
S2 138.07 138.07 139.72
S3 135.35 136.43 139.47
S4 132.63 133.71 138.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.44 139.72 2.72 1.9% 0.84 0.6% 18% False True 648,433
10 142.95 139.72 3.23 2.3% 0.73 0.5% 15% False True 555,971
20 144.35 139.72 4.63 3.3% 0.77 0.5% 11% False True 620,860
40 144.37 139.72 4.65 3.3% 0.74 0.5% 11% False True 623,683
60 145.25 139.72 5.53 3.9% 0.74 0.5% 9% False True 625,390
80 147.53 139.72 7.81 5.6% 0.72 0.5% 6% False True 470,255
100 147.53 139.72 7.81 5.6% 0.70 0.5% 6% False True 376,334
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 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 143.19
2.618 142.11
1.618 141.45
1.000 141.04
0.618 140.79
HIGH 140.38
0.618 140.13
0.500 140.05
0.382 139.97
LOW 139.72
0.618 139.31
1.000 139.06
1.618 138.65
2.618 137.99
4.250 136.92
Fisher Pivots for day following 16-Aug-2013
Pivot 1 day 3 day
R1 140.16 140.41
PP 140.11 140.35
S1 140.05 140.28

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

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