Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 20-Aug-2013
Day Change Summary
Previous Current
19-Aug-2013 20-Aug-2013 Change Change % Previous Week
Open 139.77 140.25 0.48 0.3% 142.44
High 140.24 140.68 0.44 0.3% 142.44
Low 139.71 140.14 0.43 0.3% 139.72
Close 139.93 140.61 0.68 0.5% 140.22
Range 0.53 0.54 0.01 1.9% 2.72
ATR 0.76 0.76 0.00 -0.1% 0.00
Volume 593,273 533,959 -59,314 -10.0% 3,242,165
Daily Pivots for day following 20-Aug-2013
Classic Woodie Camarilla DeMark
R4 142.10 141.89 140.91
R3 141.56 141.35 140.76
R2 141.02 141.02 140.71
R1 140.81 140.81 140.66 140.92
PP 140.48 140.48 140.48 140.53
S1 140.27 140.27 140.56 140.38
S2 139.94 139.94 140.51
S3 139.40 139.73 140.46
S4 138.86 139.19 140.31
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
5 141.10 139.71 1.39 1.0% 0.68 0.5% 65% False False 582,565
10 142.71 139.71 3.00 2.1% 0.72 0.5% 30% False False 567,155
20 143.94 139.71 4.23 3.0% 0.77 0.5% 21% False False 600,169
40 144.37 139.71 4.66 3.3% 0.72 0.5% 19% False False 599,583
60 144.44 139.71 4.73 3.4% 0.74 0.5% 19% False False 643,640
80 147.53 139.71 7.82 5.6% 0.72 0.5% 12% False False 484,282
100 147.53 139.71 7.82 5.6% 0.70 0.5% 12% False False 387,603
120 147.53 139.71 7.82 5.6% 0.65 0.5% 12% False False 323,011
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
4.250 142.98
2.618 142.09
1.618 141.55
1.000 141.22
0.618 141.01
HIGH 140.68
0.618 140.47
0.500 140.41
0.382 140.35
LOW 140.14
0.618 139.81
1.000 139.60
1.618 139.27
2.618 138.73
4.250 137.85
Fisher Pivots for day following 20-Aug-2013
Pivot 1 day 3 day
R1 140.54 140.47
PP 140.48 140.33
S1 140.41 140.20

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

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