Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 29-Jan-2013
Day Change Summary
Previous Current
28-Jan-2013 29-Jan-2013 Change Change % Previous Week
Open 142.21 141.87 -0.34 -0.2% 142.96
High 142.53 142.27 -0.26 -0.2% 144.07
Low 141.61 141.70 0.09 0.1% 142.20
Close 141.79 141.82 0.03 0.0% 142.50
Range 0.92 0.57 -0.35 -38.0% 1.87
ATR 0.79 0.78 -0.02 -2.0% 0.00
Volume 929,365 1,118,032 188,667 20.3% 3,761,541
Daily Pivots for day following 29-Jan-2013
Classic Woodie Camarilla DeMark
R4 143.64 143.30 142.13
R3 143.07 142.73 141.98
R2 142.50 142.50 141.92
R1 142.16 142.16 141.87 142.05
PP 141.93 141.93 141.93 141.87
S1 141.59 141.59 141.77 141.48
S2 141.36 141.36 141.72
S3 140.79 141.02 141.66
S4 140.22 140.45 141.51
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% 0.86 0.6% 9% False False 1,002,981
10 144.07 141.61 2.46 1.7% 0.82 0.6% 9% False False 888,836
20 145.82 141.61 4.21 3.0% 0.77 0.5% 5% False False 811,342
40 146.17 141.61 4.56 3.2% 0.69 0.5% 5% False False 640,793
60 146.17 141.61 4.56 3.2% 0.64 0.4% 5% False False 429,937
80 146.17 140.95 5.22 3.7% 0.64 0.4% 17% False False 323,347
100 146.17 139.73 6.44 4.5% 0.66 0.5% 32% False False 259,259
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 0.18
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 144.69
2.618 143.76
1.618 143.19
1.000 142.84
0.618 142.62
HIGH 142.27
0.618 142.05
0.500 141.99
0.382 141.92
LOW 141.70
0.618 141.35
1.000 141.13
1.618 140.78
2.618 140.21
4.250 139.28
Fisher Pivots for day following 29-Jan-2013
Pivot 1 day 3 day
R1 141.99 142.55
PP 141.93 142.31
S1 141.88 142.06

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

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