Euro Bund Future June 2013


Trading Metrics calculated at close of trading on 26-Feb-2013
Day Change Summary
Previous Current
25-Feb-2013 26-Feb-2013 Change Change % Previous Week
Open 141.65 142.68 1.03 0.7% 140.74
High 142.62 143.28 0.66 0.5% 141.88
Low 141.03 142.61 1.58 1.1% 140.42
Close 141.68 143.05 1.37 1.0% 141.78
Range 1.59 0.67 -0.92 -57.9% 1.46
ATR 0.72 0.78 0.06 8.7% 0.00
Volume 39,363 69,730 30,367 77.1% 36,274
Daily Pivots for day following 26-Feb-2013
Classic Woodie Camarilla DeMark
R4 144.99 144.69 143.42
R3 144.32 144.02 143.23
R2 143.65 143.65 143.17
R1 143.35 143.35 143.11 143.50
PP 142.98 142.98 142.98 143.06
S1 142.68 142.68 142.99 142.83
S2 142.31 142.31 142.93
S3 141.64 142.01 142.87
S4 140.97 141.34 142.68
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 145.74 145.22 142.58
R3 144.28 143.76 142.18
R2 142.82 142.82 142.05
R1 142.30 142.30 141.91 142.56
PP 141.36 141.36 141.36 141.49
S1 140.84 140.84 141.65 141.10
S2 139.90 139.90 141.51
S3 138.44 139.38 141.38
S4 136.98 137.92 140.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.28 140.42 2.86 2.0% 0.80 0.6% 92% True False 28,114
10 143.28 140.05 3.23 2.3% 0.69 0.5% 93% True False 15,290
20 143.28 139.50 3.78 2.6% 0.67 0.5% 94% True False 8,259
40 143.70 139.50 4.20 2.9% 0.65 0.5% 85% False False 4,381
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 False
Bull Hook False
Stretch 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146.13
2.618 145.03
1.618 144.36
1.000 143.95
0.618 143.69
HIGH 143.28
0.618 143.02
0.500 142.95
0.382 142.87
LOW 142.61
0.618 142.20
1.000 141.94
1.618 141.53
2.618 140.86
4.250 139.76
Fisher Pivots for day following 26-Feb-2013
Pivot 1 day 3 day
R1 143.02 142.75
PP 142.98 142.45
S1 142.95 142.16

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

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