Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 04-Feb-2013
Day Change Summary
Previous Current
01-Feb-2013 04-Feb-2013 Change Change % Previous Week
Open 141.67 141.48 -0.19 -0.1% 142.21
High 142.45 142.82 0.37 0.3% 142.53
Low 141.54 141.47 -0.07 0.0% 141.28
Close 142.01 142.64 0.63 0.4% 142.01
Range 0.91 1.35 0.44 48.4% 1.25
ATR 0.78 0.82 0.04 5.2% 0.00
Volume 1,030,766 928,846 -101,920 -9.9% 5,062,056
Daily Pivots for day following 04-Feb-2013
Classic Woodie Camarilla DeMark
R4 146.36 145.85 143.38
R3 145.01 144.50 143.01
R2 143.66 143.66 142.89
R1 143.15 143.15 142.76 143.41
PP 142.31 142.31 142.31 142.44
S1 141.80 141.80 142.52 142.06
S2 140.96 140.96 142.39
S3 139.61 140.45 142.27
S4 138.26 139.10 141.90
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
5 142.82 141.28 1.54 1.1% 0.83 0.6% 88% True False 1,012,307
10 144.07 141.28 2.79 2.0% 0.86 0.6% 49% False False 975,244
20 144.07 141.28 2.79 2.0% 0.79 0.6% 49% False False 876,257
40 146.17 141.28 4.89 3.4% 0.72 0.5% 28% False False 717,544
60 146.17 141.28 4.89 3.4% 0.66 0.5% 28% False False 495,558
80 146.17 140.95 5.22 3.7% 0.65 0.5% 32% False False 372,519
100 146.17 139.73 6.44 4.5% 0.66 0.5% 45% False False 298,434
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 108 trading days
Fibonacci Retracements and Extensions
4.250 148.56
2.618 146.35
1.618 145.00
1.000 144.17
0.618 143.65
HIGH 142.82
0.618 142.30
0.500 142.15
0.382 141.99
LOW 141.47
0.618 140.64
1.000 140.12
1.618 139.29
2.618 137.94
4.250 135.73
Fisher Pivots for day following 04-Feb-2013
Pivot 1 day 3 day
R1 142.48 142.48
PP 142.31 142.31
S1 142.15 142.15

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

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