Euro Bund Future June 2013

Trading Metrics calculated at close of trading on 28-Feb-2013

Day Change Summary
	Previous	Current
	27-Feb-2013	28-Feb-2013	Change	Change %	Previous Week
Open	143.33	143.13	-0.20	-0.1%	140.74
High	143.56	143.38	-0.18	-0.1%	141.88
Low	142.97	142.98	0.01	0.0%	140.42
Close	143.24	143.15	-0.09	-0.1%	141.78
Range	0.59	0.40	-0.19	-32.2%	1.46
ATR	0.77	0.74	-0.03	-3.4%	0.00
Volume	135,677	164,901	29,224	21.5%	36,274

Daily Pivots for day following 28-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	144.37	144.16	143.37
R3	143.97	143.76	143.26
R2	143.57	143.57	143.22
R1	143.36	143.36	143.19	143.47
PP	143.17	143.17	143.17	143.22
S1	142.96	142.96	143.11	143.07
S2	142.77	142.77	143.08
S3	142.37	142.56	143.04
S4	141.97	142.16	142.93

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	143.56	141.03	2.53	1.8%	0.75	0.5%	84%	False	False	84,893
10	143.56	140.42	3.14	2.2%	0.63	0.4%	87%	False	False	44,782
20	143.56	139.77	3.79	2.6%	0.67	0.5%	89%	False	False	23,164
40	143.56	139.50	4.06	2.8%	0.62	0.4%	90%	False	False	11,892

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	145.08
2.618	144.43
1.618	144.03
1.000	143.78
0.618	143.63
HIGH	143.38
0.618	143.23
0.500	143.18
0.382	143.13
LOW	142.98
0.618	142.73
1.000	142.58
1.618	142.33
2.618	141.93
4.250	141.28

Fisher Pivots for day following 28-Feb-2013
Pivot	1 day	3 day
R1	143.18	143.13
PP	143.17	143.11
S1	143.16	143.09

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols