Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 21-Aug-2013
Day Change Summary
Previous Current
20-Aug-2013 21-Aug-2013 Change Change % Previous Week
Open 140.25 140.52 0.27 0.2% 142.44
High 140.68 140.69 0.01 0.0% 142.44
Low 140.14 139.96 -0.18 -0.1% 139.72
Close 140.61 140.14 -0.47 -0.3% 140.22
Range 0.54 0.73 0.19 35.2% 2.72
ATR 0.76 0.76 0.00 -0.3% 0.00
Volume 533,959 680,043 146,084 27.4% 3,242,165
Daily Pivots for day following 21-Aug-2013
Classic Woodie Camarilla DeMark
R4 142.45 142.03 140.54
R3 141.72 141.30 140.34
R2 140.99 140.99 140.27
R1 140.57 140.57 140.21 140.42
PP 140.26 140.26 140.26 140.19
S1 139.84 139.84 140.07 139.69
S2 139.53 139.53 140.01
S3 138.80 139.11 139.94
S4 138.07 138.38 139.74
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
5 141.01 139.71 1.30 0.9% 0.72 0.5% 33% False False 564,974
10 142.71 139.71 3.00 2.1% 0.72 0.5% 14% False False 583,576
20 143.29 139.71 3.58 2.6% 0.72 0.5% 12% False False 594,179
40 144.37 139.71 4.66 3.3% 0.72 0.5% 9% False False 598,108
60 144.44 139.71 4.73 3.4% 0.73 0.5% 9% False False 654,075
80 147.53 139.71 7.82 5.6% 0.73 0.5% 5% False False 492,766
100 147.53 139.71 7.82 5.6% 0.70 0.5% 5% False False 394,400
120 147.53 139.71 7.82 5.6% 0.65 0.5% 5% False False 328,678
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 143.79
2.618 142.60
1.618 141.87
1.000 141.42
0.618 141.14
HIGH 140.69
0.618 140.41
0.500 140.33
0.382 140.24
LOW 139.96
0.618 139.51
1.000 139.23
1.618 138.78
2.618 138.05
4.250 136.86
Fisher Pivots for day following 21-Aug-2013
Pivot 1 day 3 day
R1 140.33 140.20
PP 140.26 140.18
S1 140.20 140.16

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

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