Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 28-Jan-2013
Day Change Summary
Previous Current
25-Jan-2013 28-Jan-2013 Change Change % Previous Week
Open 143.27 142.21 -1.06 -0.7% 142.96
High 143.49 142.53 -0.96 -0.7% 144.07
Low 142.20 141.61 -0.59 -0.4% 142.20
Close 142.50 141.79 -0.71 -0.5% 142.50
Range 1.29 0.92 -0.37 -28.7% 1.87
ATR 0.79 0.79 0.01 1.2% 0.00
Volume 870,255 929,365 59,110 6.8% 3,761,541
Daily Pivots for day following 28-Jan-2013
Classic Woodie Camarilla DeMark
R4 144.74 144.18 142.30
R3 143.82 143.26 142.04
R2 142.90 142.90 141.96
R1 142.34 142.34 141.87 142.16
PP 141.98 141.98 141.98 141.89
S1 141.42 141.42 141.71 141.24
S2 141.06 141.06 141.62
S3 140.14 140.50 141.54
S4 139.22 139.58 141.28
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 148.53 147.39 143.53
R3 146.66 145.52 143.01
R2 144.79 144.79 142.84
R1 143.65 143.65 142.67 143.29
PP 142.92 142.92 142.92 142.74
S1 141.78 141.78 142.33 141.42
S2 141.05 141.05 142.16
S3 139.18 139.91 141.99
S4 137.31 138.04 141.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.07 141.61 2.46 1.7% 0.88 0.6% 7% False True 938,181
10 144.07 141.61 2.46 1.7% 0.81 0.6% 7% False True 862,660
20 145.82 141.61 4.21 3.0% 0.79 0.6% 4% False True 766,641
40 146.17 141.61 4.56 3.2% 0.69 0.5% 4% False True 613,474
60 146.17 141.61 4.56 3.2% 0.64 0.5% 4% False True 411,338
80 146.17 140.95 5.22 3.7% 0.64 0.4% 16% False False 309,372
100 146.17 139.73 6.44 4.5% 0.66 0.5% 32% False False 248,081
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 2 trading days
Fibonacci Retracements and Extensions
4.250 146.44
2.618 144.94
1.618 144.02
1.000 143.45
0.618 143.10
HIGH 142.53
0.618 142.18
0.500 142.07
0.382 141.96
LOW 141.61
0.618 141.04
1.000 140.69
1.618 140.12
2.618 139.20
4.250 137.70
Fisher Pivots for day following 28-Jan-2013
Pivot 1 day 3 day
R1 142.07 142.84
PP 141.98 142.49
S1 141.88 142.14

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

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