Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 23-Jan-2013
Day Change Summary
Previous Current
22-Jan-2013 23-Jan-2013 Change Change % Previous Week
Open 142.96 143.17 0.21 0.1% 142.48
High 143.23 143.68 0.45 0.3% 143.64
Low 142.54 143.07 0.53 0.4% 142.38
Close 143.12 143.59 0.47 0.3% 143.32
Range 0.69 0.61 -0.08 -11.6% 1.26
ATR 0.74 0.74 -0.01 -1.3% 0.00
Volume 794,032 982,838 188,806 23.8% 3,935,696
Daily Pivots for day following 23-Jan-2013
Classic Woodie Camarilla DeMark
R4 145.28 145.04 143.93
R3 144.67 144.43 143.76
R2 144.06 144.06 143.70
R1 143.82 143.82 143.65 143.94
PP 143.45 143.45 143.45 143.51
S1 143.21 143.21 143.53 143.33
S2 142.84 142.84 143.48
S3 142.23 142.60 143.42
S4 141.62 141.99 143.25
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
5 143.68 142.38 1.30 0.9% 0.78 0.5% 93% True False 807,777
10 143.77 142.05 1.72 1.2% 0.76 0.5% 90% False False 819,811
20 145.82 142.05 3.77 2.6% 0.70 0.5% 41% False False 670,610
40 146.17 142.05 4.12 2.9% 0.64 0.4% 37% False False 541,974
60 146.17 141.40 4.77 3.3% 0.62 0.4% 46% False False 362,935
80 146.17 140.95 5.22 3.6% 0.62 0.4% 51% False False 272,966
100 146.17 139.73 6.44 4.5% 0.65 0.4% 60% False False 219,319
Crabel Price Patterns
NR True
NR4 True
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 0.12
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 146.27
2.618 145.28
1.618 144.67
1.000 144.29
0.618 144.06
HIGH 143.68
0.618 143.45
0.500 143.38
0.382 143.30
LOW 143.07
0.618 142.69
1.000 142.46
1.618 142.08
2.618 141.47
4.250 140.48
Fisher Pivots for day following 23-Jan-2013
Pivot 1 day 3 day
R1 143.52 143.40
PP 143.45 143.22
S1 143.38 143.03

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

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