Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 10-Jan-2013
Day Change Summary
Previous Current
09-Jan-2013 10-Jan-2013 Change Change % Previous Week
Open 143.26 143.53 0.27 0.2% 144.85
High 143.77 143.66 -0.11 -0.1% 144.90
Low 143.19 142.43 -0.76 -0.5% 142.52
Close 143.58 142.70 -0.88 -0.6% 142.75
Range 0.58 1.23 0.65 112.1% 2.38
ATR 0.68 0.72 0.04 5.8% 0.00
Volume 947,158 933,428 -13,730 -1.4% 2,091,270
Daily Pivots for day following 10-Jan-2013
Classic Woodie Camarilla DeMark
R4 146.62 145.89 143.38
R3 145.39 144.66 143.04
R2 144.16 144.16 142.93
R1 143.43 143.43 142.81 143.18
PP 142.93 142.93 142.93 142.81
S1 142.20 142.20 142.59 141.95
S2 141.70 141.70 142.47
S3 140.47 140.97 142.36
S4 139.24 139.74 142.02
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
5 143.77 142.43 1.34 0.9% 0.72 0.5% 20% False True 752,137
10 145.82 142.43 3.39 2.4% 0.74 0.5% 8% False True 631,140
20 146.17 142.43 3.74 2.6% 0.64 0.4% 7% False True 565,625
40 146.17 142.43 3.74 2.6% 0.60 0.4% 7% False True 385,443
60 146.17 140.95 5.22 3.7% 0.61 0.4% 34% False False 258,059
80 146.17 139.73 6.44 4.5% 0.62 0.4% 46% False False 194,374
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 79 trading days
Fibonacci Retracements and Extensions
4.250 148.89
2.618 146.88
1.618 145.65
1.000 144.89
0.618 144.42
HIGH 143.66
0.618 143.19
0.500 143.05
0.382 142.90
LOW 142.43
0.618 141.67
1.000 141.20
1.618 140.44
2.618 139.21
4.250 137.20
Fisher Pivots for day following 10-Jan-2013
Pivot 1 day 3 day
R1 143.05 143.10
PP 142.93 142.97
S1 142.82 142.83

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

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