Euro Bund Future June 2013


Trading Metrics calculated at close of trading on 08-Feb-2013
Day Change Summary
Previous Current
07-Feb-2013 08-Feb-2013 Change Change % Previous Week
Open 140.71 141.04 0.33 0.2% 139.77
High 141.06 141.25 0.19 0.1% 141.25
Low 140.37 140.83 0.46 0.3% 139.77
Close 140.99 141.00 0.01 0.0% 141.00
Range 0.69 0.42 -0.27 -39.1% 1.48
ATR 0.69 0.67 -0.02 -2.8% 0.00
Volume 1,338 1,682 344 25.7% 7,328
Daily Pivots for day following 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 142.29 142.06 141.23
R3 141.87 141.64 141.12
R2 141.45 141.45 141.08
R1 141.22 141.22 141.04 141.13
PP 141.03 141.03 141.03 140.98
S1 140.80 140.80 140.96 140.71
S2 140.61 140.61 140.92
S3 140.19 140.38 140.88
S4 139.77 139.96 140.77
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 145.11 144.54 141.81
R3 143.63 143.06 141.41
R2 142.15 142.15 141.27
R1 141.58 141.58 141.14 141.87
PP 140.67 140.67 140.67 140.82
S1 140.10 140.10 140.86 140.39
S2 139.19 139.19 140.73
S3 137.71 138.62 140.59
S4 136.23 137.14 140.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.25 139.77 1.48 1.0% 0.74 0.5% 83% True False 1,465
10 141.25 139.50 1.75 1.2% 0.66 0.5% 86% True False 1,242
20 142.22 139.50 2.72 1.9% 0.66 0.5% 55% False False 1,019
40 143.85 139.50 4.35 3.1% 0.53 0.4% 34% False False 531
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.14
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 143.04
2.618 142.35
1.618 141.93
1.000 141.67
0.618 141.51
HIGH 141.25
0.618 141.09
0.500 141.04
0.382 140.99
LOW 140.83
0.618 140.57
1.000 140.41
1.618 140.15
2.618 139.73
4.250 139.05
Fisher Pivots for day following 08-Feb-2013
Pivot 1 day 3 day
R1 141.04 140.94
PP 141.03 140.87
S1 141.01 140.81

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

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