Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 06-Sep-2013
Day Change Summary
Previous Current
05-Sep-2013 06-Sep-2013 Change Change % Previous Week
Open 139.43 138.35 -1.08 -0.8% 140.16
High 139.48 138.99 -0.49 -0.4% 140.27
Low 138.42 138.35 -0.07 -0.1% 138.35
Close 138.59 138.98 0.39 0.3% 138.98
Range 1.06 0.64 -0.42 -39.6% 1.92
ATR 0.79 0.78 -0.01 -1.4% 0.00
Volume 26,926 3,509 -23,417 -87.0% 1,481,289
Daily Pivots for day following 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 140.69 140.48 139.33
R3 140.05 139.84 139.16
R2 139.41 139.41 139.10
R1 139.20 139.20 139.04 139.31
PP 138.77 138.77 138.77 138.83
S1 138.56 138.56 138.92 138.67
S2 138.13 138.13 138.86
S3 137.49 137.92 138.80
S4 136.85 137.28 138.63
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 144.96 143.89 140.04
R3 143.04 141.97 139.51
R2 141.12 141.12 139.33
R1 140.05 140.05 139.16 139.63
PP 139.20 139.20 139.20 138.99
S1 138.13 138.13 138.80 137.71
S2 137.28 137.28 138.63
S3 135.36 136.21 138.45
S4 133.44 134.29 137.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.94 138.35 2.59 1.9% 0.68 0.5% 24% False True 419,641
10 140.95 138.35 2.60 1.9% 0.73 0.5% 24% False True 484,895
20 142.52 138.35 4.17 3.0% 0.72 0.5% 15% False True 553,712
40 144.37 138.35 6.02 4.3% 0.71 0.5% 10% False True 566,285
60 144.37 138.35 6.02 4.3% 0.73 0.5% 10% False True 613,732
80 145.93 138.35 7.58 5.5% 0.73 0.5% 8% False True 562,041
100 147.53 138.35 9.18 6.6% 0.71 0.5% 7% False True 450,141
120 147.53 138.35 9.18 6.6% 0.69 0.5% 7% False True 375,155
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Bull Hook False
Stretch 0.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141.71
2.618 140.67
1.618 140.03
1.000 139.63
0.618 139.39
HIGH 138.99
0.618 138.75
0.500 138.67
0.382 138.59
LOW 138.35
0.618 137.95
1.000 137.71
1.618 137.31
2.618 136.67
4.250 135.63
Fisher Pivots for day following 06-Sep-2013
Pivot 1 day 3 day
R1 138.88 139.15
PP 138.77 139.09
S1 138.67 139.04

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

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