Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 28-Dec-2012
Day Change Summary
Previous Current
27-Dec-2012 28-Dec-2012 Change Change % Previous Week
Open 144.78 145.55 0.77 0.5% 144.78
High 145.63 145.82 0.19 0.1% 145.82
Low 144.62 145.42 0.80 0.6% 144.62
Close 145.54 145.64 0.10 0.1% 145.64
Range 1.01 0.40 -0.61 -60.4% 1.20
ATR 0.61 0.60 -0.02 -2.5% 0.00
Volume 224,009 553,926 329,917 147.3% 777,935
Daily Pivots for day following 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 146.83 146.63 145.86
R3 146.43 146.23 145.75
R2 146.03 146.03 145.71
R1 145.83 145.83 145.68 145.93
PP 145.63 145.63 145.63 145.68
S1 145.43 145.43 145.60 145.53
S2 145.23 145.23 145.57
S3 144.83 145.03 145.53
S4 144.43 144.63 145.42
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 148.96 148.50 146.30
R3 147.76 147.30 145.97
R2 146.56 146.56 145.86
R1 146.10 146.10 145.75 146.33
PP 145.36 145.36 145.36 145.48
S1 144.90 144.90 145.53 145.13
S2 144.16 144.16 145.42
S3 142.96 143.70 145.31
S4 141.76 142.50 144.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.82 143.80 2.02 1.4% 0.55 0.4% 91% True False 354,271
10 145.82 143.80 2.02 1.4% 0.55 0.4% 91% True False 438,179
20 146.17 143.75 2.42 1.7% 0.61 0.4% 78% False False 496,085
40 146.17 142.74 3.43 2.4% 0.57 0.4% 85% False False 253,057
60 146.17 140.95 5.22 3.6% 0.59 0.4% 90% False False 169,800
80 146.17 139.73 6.44 4.4% 0.63 0.4% 92% False False 127,909
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 3 trading days
Fibonacci Retracements and Extensions
4.250 147.52
2.618 146.87
1.618 146.47
1.000 146.22
0.618 146.07
HIGH 145.82
0.618 145.67
0.500 145.62
0.382 145.57
LOW 145.42
0.618 145.17
1.000 145.02
1.618 144.77
2.618 144.37
4.250 143.72
Fisher Pivots for day following 28-Dec-2012
Pivot 1 day 3 day
R1 145.63 145.47
PP 145.63 145.30
S1 145.62 145.13

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

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