Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 07-Jan-2013
Day Change Summary
Previous Current
04-Jan-2013 07-Jan-2013 Change Change % Previous Week
Open 143.17 142.95 -0.22 -0.2% 144.85
High 143.43 143.18 -0.25 -0.2% 144.90
Low 142.52 142.79 0.27 0.2% 142.52
Close 142.75 143.06 0.31 0.2% 142.75
Range 0.91 0.39 -0.52 -57.1% 2.38
ATR 0.72 0.70 -0.02 -2.9% 0.00
Volume 528,630 676,093 147,463 27.9% 2,091,270
Daily Pivots for day following 07-Jan-2013
Classic Woodie Camarilla DeMark
R4 144.18 144.01 143.27
R3 143.79 143.62 143.17
R2 143.40 143.40 143.13
R1 143.23 143.23 143.10 143.32
PP 143.01 143.01 143.01 143.05
S1 142.84 142.84 143.02 142.93
S2 142.62 142.62 142.99
S3 142.23 142.45 142.95
S4 141.84 142.06 142.85
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% 0.73 0.5% 16% False False 664,257
10 145.82 142.52 3.30 2.3% 0.67 0.5% 16% False False 516,046
20 146.17 142.52 3.65 2.6% 0.63 0.4% 15% False False 552,269
40 146.17 142.52 3.65 2.6% 0.60 0.4% 15% False False 321,994
60 146.17 140.95 5.22 3.6% 0.60 0.4% 40% False False 215,859
80 146.17 139.73 6.44 4.5% 0.62 0.4% 52% False False 162,428
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 0.16
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 144.84
2.618 144.20
1.618 143.81
1.000 143.57
0.618 143.42
HIGH 143.18
0.618 143.03
0.500 142.99
0.382 142.94
LOW 142.79
0.618 142.55
1.000 142.40
1.618 142.16
2.618 141.77
4.250 141.13
Fisher Pivots for day following 07-Jan-2013
Pivot 1 day 3 day
R1 143.04 143.35
PP 143.01 143.25
S1 142.99 143.16

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

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