Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 01-Feb-2013
Day Change Summary
Previous Current
31-Jan-2013 01-Feb-2013 Change Change % Previous Week
Open 141.88 141.67 -0.21 -0.1% 142.21
High 142.17 142.45 0.28 0.2% 142.53
Low 141.55 141.54 -0.01 0.0% 141.28
Close 141.90 142.01 0.11 0.1% 142.01
Range 0.62 0.91 0.29 46.8% 1.25
ATR 0.77 0.78 0.01 1.3% 0.00
Volume 1,020,721 1,030,766 10,045 1.0% 5,062,056
Daily Pivots for day following 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 144.73 144.28 142.51
R3 143.82 143.37 142.26
R2 142.91 142.91 142.18
R1 142.46 142.46 142.09 142.69
PP 142.00 142.00 142.00 142.11
S1 141.55 141.55 141.93 141.78
S2 141.09 141.09 141.84
S3 140.18 140.64 141.76
S4 139.27 139.73 141.51
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 145.69 145.10 142.70
R3 144.44 143.85 142.35
R2 143.19 143.19 142.24
R1 142.60 142.60 142.12 142.27
PP 141.94 141.94 141.94 141.78
S1 141.35 141.35 141.90 141.02
S2 140.69 140.69 141.78
S3 139.44 140.10 141.67
S4 138.19 138.85 141.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.53 141.28 1.25 0.9% 0.74 0.5% 58% False False 1,012,411
10 144.07 141.28 2.79 2.0% 0.82 0.6% 26% False False 921,321
20 144.07 141.28 2.79 2.0% 0.76 0.5% 26% False False 856,246
40 146.17 141.28 4.89 3.4% 0.70 0.5% 15% False False 708,269
60 146.17 141.28 4.89 3.4% 0.65 0.5% 15% False False 480,123
80 146.17 140.95 5.22 3.7% 0.64 0.5% 20% False False 360,923
100 146.17 139.73 6.44 4.5% 0.66 0.5% 35% False False 289,147
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 146.32
2.618 144.83
1.618 143.92
1.000 143.36
0.618 143.01
HIGH 142.45
0.618 142.10
0.500 142.00
0.382 141.89
LOW 141.54
0.618 140.98
1.000 140.63
1.618 140.07
2.618 139.16
4.250 137.67
Fisher Pivots for day following 01-Feb-2013
Pivot 1 day 3 day
R1 142.01 141.96
PP 142.00 141.91
S1 142.00 141.87

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

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