Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 30-Aug-2013
Day Change Summary
Previous Current
29-Aug-2013 30-Aug-2013 Change Change % Previous Week
Open 140.28 140.60 0.32 0.2% 139.65
High 140.83 140.94 0.11 0.1% 140.95
Low 140.06 140.40 0.34 0.2% 139.57
Close 140.60 140.66 0.06 0.0% 140.66
Range 0.77 0.54 -0.23 -29.9% 1.38
ATR 0.76 0.75 -0.02 -2.1% 0.00
Volume 543,516 616,918 73,402 13.5% 3,151,512
Daily Pivots for day following 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 142.29 142.01 140.96
R3 141.75 141.47 140.81
R2 141.21 141.21 140.76
R1 140.93 140.93 140.71 141.07
PP 140.67 140.67 140.67 140.74
S1 140.39 140.39 140.61 140.53
S2 140.13 140.13 140.56
S3 139.59 139.85 140.51
S4 139.05 139.31 140.36
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 144.53 143.98 141.42
R3 143.15 142.60 141.04
R2 141.77 141.77 140.91
R1 141.22 141.22 140.79 141.50
PP 140.39 140.39 140.39 140.53
S1 139.84 139.84 140.53 140.12
S2 139.01 139.01 140.41
S3 137.63 138.46 140.28
S4 136.25 137.08 139.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.95 139.57 1.38 1.0% 0.74 0.5% 79% False False 630,302
10 140.95 139.06 1.89 1.3% 0.68 0.5% 85% False False 590,343
20 142.95 139.06 3.89 2.8% 0.71 0.5% 41% False False 573,157
40 144.37 139.06 5.31 3.8% 0.69 0.5% 30% False False 591,742
60 144.37 139.06 5.31 3.8% 0.74 0.5% 30% False False 645,635
80 146.46 139.06 7.40 5.3% 0.73 0.5% 22% False False 543,686
100 147.53 139.06 8.47 6.0% 0.71 0.5% 19% False False 435,336
120 147.53 139.06 8.47 6.0% 0.67 0.5% 19% False False 362,812
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.13
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 143.24
2.618 142.35
1.618 141.81
1.000 141.48
0.618 141.27
HIGH 140.94
0.618 140.73
0.500 140.67
0.382 140.61
LOW 140.40
0.618 140.07
1.000 139.86
1.618 139.53
2.618 138.99
4.250 138.11
Fisher Pivots for day following 30-Aug-2013
Pivot 1 day 3 day
R1 140.67 140.61
PP 140.67 140.55
S1 140.66 140.50

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

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