Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 28-Aug-2013
Day Change Summary
Previous Current
27-Aug-2013 28-Aug-2013 Change Change % Previous Week
Open 140.00 140.79 0.79 0.6% 139.77
High 140.95 140.92 -0.03 0.0% 140.69
Low 139.93 140.15 0.22 0.2% 139.06
Close 140.54 140.30 -0.24 -0.2% 139.58
Range 1.02 0.77 -0.25 -24.5% 1.63
ATR 0.76 0.76 0.00 0.1% 0.00
Volume 644,551 679,202 34,651 5.4% 2,751,924
Daily Pivots for day following 28-Aug-2013
Classic Woodie Camarilla DeMark
R4 142.77 142.30 140.72
R3 142.00 141.53 140.51
R2 141.23 141.23 140.44
R1 140.76 140.76 140.37 140.61
PP 140.46 140.46 140.46 140.38
S1 139.99 139.99 140.23 139.84
S2 139.69 139.69 140.16
S3 138.92 139.22 140.09
S4 138.15 138.45 139.88
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% 0.74 0.5% 66% False False 587,145
10 141.01 139.06 1.95 1.4% 0.73 0.5% 64% False False 576,060
20 143.29 139.06 4.23 3.0% 0.75 0.5% 29% False False 575,494
40 144.37 139.06 5.31 3.8% 0.70 0.5% 23% False False 590,846
60 144.37 139.06 5.31 3.8% 0.74 0.5% 23% False False 658,461
80 146.53 139.06 7.47 5.3% 0.73 0.5% 17% False False 529,298
100 147.53 139.06 8.47 6.0% 0.71 0.5% 15% False False 423,740
120 147.53 139.06 8.47 6.0% 0.67 0.5% 15% False False 353,142
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 144.19
2.618 142.94
1.618 142.17
1.000 141.69
0.618 141.40
HIGH 140.92
0.618 140.63
0.500 140.54
0.382 140.44
LOW 140.15
0.618 139.67
1.000 139.38
1.618 138.90
2.618 138.13
4.250 136.88
Fisher Pivots for day following 28-Aug-2013
Pivot 1 day 3 day
R1 140.54 140.29
PP 140.46 140.27
S1 140.38 140.26

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

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