Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 22-Jan-2013
Day Change Summary
Previous Current
18-Jan-2013 22-Jan-2013 Change Change % Previous Week
Open 142.50 142.96 0.46 0.3% 142.48
High 143.38 143.23 -0.15 -0.1% 143.64
Low 142.38 142.54 0.16 0.1% 142.38
Close 143.32 143.12 -0.20 -0.1% 143.32
Range 1.00 0.69 -0.31 -31.0% 1.26
ATR 0.74 0.74 0.00 0.4% 0.00
Volume 389,614 794,032 404,418 103.8% 3,935,696
Daily Pivots for day following 22-Jan-2013
Classic Woodie Camarilla DeMark
R4 145.03 144.77 143.50
R3 144.34 144.08 143.31
R2 143.65 143.65 143.25
R1 143.39 143.39 143.18 143.52
PP 142.96 142.96 142.96 143.03
S1 142.70 142.70 143.06 142.83
S2 142.27 142.27 142.99
S3 141.58 142.01 142.93
S4 140.89 141.32 142.74
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 146.89 146.37 144.01
R3 145.63 145.11 143.67
R2 144.37 144.37 143.55
R1 143.85 143.85 143.44 144.11
PP 143.11 143.11 143.11 143.25
S1 142.59 142.59 143.20 142.85
S2 141.85 141.85 143.09
S3 140.59 141.33 142.97
S4 139.33 140.07 142.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.64 142.38 1.26 0.9% 0.78 0.5% 59% False False 774,691
10 143.77 142.05 1.72 1.2% 0.75 0.5% 62% False False 789,065
20 145.82 142.05 3.77 2.6% 0.71 0.5% 28% False False 652,555
40 146.17 142.05 4.12 2.9% 0.65 0.5% 26% False False 517,569
60 146.17 141.34 4.83 3.4% 0.62 0.4% 37% False False 346,715
80 146.17 140.95 5.22 3.6% 0.63 0.4% 42% False False 260,714
100 146.17 139.73 6.44 4.5% 0.65 0.5% 53% False False 209,493
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 146.16
2.618 145.04
1.618 144.35
1.000 143.92
0.618 143.66
HIGH 143.23
0.618 142.97
0.500 142.89
0.382 142.80
LOW 142.54
0.618 142.11
1.000 141.85
1.618 141.42
2.618 140.73
4.250 139.61
Fisher Pivots for day following 22-Jan-2013
Pivot 1 day 3 day
R1 143.04 143.08
PP 142.96 143.04
S1 142.89 143.00

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

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