Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 04-Jan-2013
Day Change Summary
Previous Current
03-Jan-2013 04-Jan-2013 Change Change % Previous Week
Open 143.91 143.17 -0.74 -0.5% 144.85
High 144.17 143.43 -0.74 -0.5% 144.90
Low 143.19 142.52 -0.67 -0.5% 142.52
Close 143.57 142.75 -0.82 -0.6% 142.75
Range 0.98 0.91 -0.07 -7.1% 2.38
ATR 0.70 0.72 0.03 3.6% 0.00
Volume 899,521 528,630 -370,891 -41.2% 2,091,270
Daily Pivots for day following 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 145.63 145.10 143.25
R3 144.72 144.19 143.00
R2 143.81 143.81 142.92
R1 143.28 143.28 142.83 143.09
PP 142.90 142.90 142.90 142.81
S1 142.37 142.37 142.67 142.18
S2 141.99 141.99 142.58
S3 141.08 141.46 142.50
S4 140.17 140.55 142.25
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 150.53 149.02 144.06
R3 148.15 146.64 143.40
R2 145.77 145.77 143.19
R1 144.26 144.26 142.97 143.83
PP 143.39 143.39 143.39 143.17
S1 141.88 141.88 142.53 141.45
S2 141.01 141.01 142.31
S3 138.63 139.50 142.10
S4 136.25 137.12 141.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.82 142.52 3.30 2.3% 0.85 0.6% 7% False True 573,841
10 145.82 142.52 3.30 2.3% 0.68 0.5% 7% False True 499,786
20 146.17 142.52 3.65 2.6% 0.66 0.5% 6% False True 558,830
40 146.17 142.52 3.65 2.6% 0.60 0.4% 6% False True 305,208
60 146.17 140.95 5.22 3.7% 0.60 0.4% 34% False False 204,607
80 146.17 139.73 6.44 4.5% 0.62 0.4% 47% False False 153,978
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 0.16
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 147.30
2.618 145.81
1.618 144.90
1.000 144.34
0.618 143.99
HIGH 143.43
0.618 143.08
0.500 142.98
0.382 142.87
LOW 142.52
0.618 141.96
1.000 141.61
1.618 141.05
2.618 140.14
4.250 138.65
Fisher Pivots for day following 04-Jan-2013
Pivot 1 day 3 day
R1 142.98 143.71
PP 142.90 143.39
S1 142.83 143.07

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

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