Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 27-Aug-2013
Day Change Summary
Previous Current
26-Aug-2013 27-Aug-2013 Change Change % Previous Week
Open 139.65 140.00 0.35 0.3% 139.77
High 140.15 140.95 0.80 0.6% 140.69
Low 139.57 139.93 0.36 0.3% 139.06
Close 140.05 140.54 0.49 0.3% 139.58
Range 0.58 1.02 0.44 75.9% 1.63
ATR 0.74 0.76 0.02 2.7% 0.00
Volume 667,325 644,551 -22,774 -3.4% 2,751,924
Daily Pivots for day following 27-Aug-2013
Classic Woodie Camarilla DeMark
R4 143.53 143.06 141.10
R3 142.51 142.04 140.82
R2 141.49 141.49 140.73
R1 141.02 141.02 140.63 141.26
PP 140.47 140.47 140.47 140.59
S1 140.00 140.00 140.45 140.24
S2 139.45 139.45 140.35
S3 138.43 138.98 140.26
S4 137.41 137.96 139.98
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 144.67 143.75 140.48
R3 143.04 142.12 140.03
R2 141.41 141.41 139.88
R1 140.49 140.49 139.73 140.14
PP 139.78 139.78 139.78 139.60
S1 138.86 138.86 139.43 138.51
S2 138.15 138.15 139.28
S3 136.52 137.23 139.13
S4 134.89 135.60 138.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.95 139.06 1.89 1.3% 0.73 0.5% 78% True False 587,313
10 141.10 139.06 2.04 1.5% 0.71 0.5% 73% False False 584,939
20 143.29 139.06 4.23 3.0% 0.77 0.5% 35% False False 582,464
40 144.37 139.06 5.31 3.8% 0.70 0.5% 28% False False 593,086
60 144.37 139.06 5.31 3.8% 0.74 0.5% 28% False False 664,098
80 146.64 139.06 7.58 5.4% 0.73 0.5% 20% False False 520,845
100 147.53 139.06 8.47 6.0% 0.70 0.5% 17% False False 416,957
120 147.53 139.06 8.47 6.0% 0.67 0.5% 17% False False 347,482
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 145.29
2.618 143.62
1.618 142.60
1.000 141.97
0.618 141.58
HIGH 140.95
0.618 140.56
0.500 140.44
0.382 140.32
LOW 139.93
0.618 139.30
1.000 138.91
1.618 138.28
2.618 137.26
4.250 135.60
Fisher Pivots for day following 27-Aug-2013
Pivot 1 day 3 day
R1 140.51 140.36
PP 140.47 140.18
S1 140.44 140.01

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

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