Euro Bund Future June 2013


Trading Metrics calculated at close of trading on 07-Mar-2013
Day Change Summary
Previous Current
06-Mar-2013 07-Mar-2013 Change Change % Previous Week
Open 143.30 143.28 -0.02 0.0% 141.65
High 143.37 143.45 0.08 0.1% 143.80
Low 143.01 142.64 -0.37 -0.3% 141.03
Close 143.25 142.83 -0.42 -0.3% 143.67
Range 0.36 0.81 0.45 125.0% 2.77
ATR 0.68 0.69 0.01 1.3% 0.00
Volume 938,042 760,912 -177,130 -18.9% 996,118
Daily Pivots for day following 07-Mar-2013
Classic Woodie Camarilla DeMark
R4 145.40 144.93 143.28
R3 144.59 144.12 143.05
R2 143.78 143.78 142.98
R1 143.31 143.31 142.90 143.14
PP 142.97 142.97 142.97 142.89
S1 142.50 142.50 142.76 142.33
S2 142.16 142.16 142.68
S3 141.35 141.69 142.61
S4 140.54 140.88 142.38
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 151.14 150.18 145.19
R3 148.37 147.41 144.43
R2 145.60 145.60 144.18
R1 144.64 144.64 143.92 145.12
PP 142.83 142.83 142.83 143.08
S1 141.87 141.87 143.42 142.35
S2 140.06 140.06 143.16
S3 137.29 139.10 142.91
S4 134.52 136.33 142.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.96 142.64 1.32 0.9% 0.56 0.4% 14% False True 835,223
10 143.96 141.03 2.93 2.1% 0.66 0.5% 61% False False 460,058
20 143.96 140.05 3.91 2.7% 0.60 0.4% 71% False False 231,632
40 143.96 139.50 4.46 3.1% 0.63 0.4% 75% False False 116,291
60 143.96 139.50 4.46 3.1% 0.55 0.4% 75% False False 77,537
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 146.89
2.618 145.57
1.618 144.76
1.000 144.26
0.618 143.95
HIGH 143.45
0.618 143.14
0.500 143.05
0.382 142.95
LOW 142.64
0.618 142.14
1.000 141.83
1.618 141.33
2.618 140.52
4.250 139.20
Fisher Pivots for day following 07-Mar-2013
Pivot 1 day 3 day
R1 143.05 143.12
PP 142.97 143.02
S1 142.90 142.93

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

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