Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 31-Jan-2013
Day Change Summary
Previous Current
30-Jan-2013 31-Jan-2013 Change Change % Previous Week
Open 141.75 141.88 0.13 0.1% 142.96
High 141.98 142.17 0.19 0.1% 144.07
Low 141.28 141.55 0.27 0.2% 142.20
Close 141.43 141.90 0.47 0.3% 142.50
Range 0.70 0.62 -0.08 -11.4% 1.87
ATR 0.77 0.77 0.00 -0.3% 0.00
Volume 963,172 1,020,721 57,549 6.0% 3,761,541
Daily Pivots for day following 31-Jan-2013
Classic Woodie Camarilla DeMark
R4 143.73 143.44 142.24
R3 143.11 142.82 142.07
R2 142.49 142.49 142.01
R1 142.20 142.20 141.96 142.35
PP 141.87 141.87 141.87 141.95
S1 141.58 141.58 141.84 141.73
S2 141.25 141.25 141.79
S3 140.63 140.96 141.73
S4 140.01 140.34 141.56
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
5 143.49 141.28 2.21 1.6% 0.82 0.6% 28% False False 980,309
10 144.07 141.28 2.79 2.0% 0.84 0.6% 22% False False 903,345
20 144.17 141.28 2.89 2.0% 0.77 0.5% 21% False False 849,684
40 146.17 141.28 4.89 3.4% 0.69 0.5% 13% False False 687,772
60 146.17 141.28 4.89 3.4% 0.64 0.4% 13% False False 462,964
80 146.17 140.95 5.22 3.7% 0.64 0.5% 18% False False 348,047
100 146.17 139.73 6.44 4.5% 0.66 0.5% 34% False False 278,842
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 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 144.81
2.618 143.79
1.618 143.17
1.000 142.79
0.618 142.55
HIGH 142.17
0.618 141.93
0.500 141.86
0.382 141.79
LOW 141.55
0.618 141.17
1.000 140.93
1.618 140.55
2.618 139.93
4.250 138.92
Fisher Pivots for day following 31-Jan-2013
Pivot 1 day 3 day
R1 141.89 141.86
PP 141.87 141.82
S1 141.86 141.78

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

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