Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 05-Feb-2013
Day Change Summary
Previous Current
04-Feb-2013 05-Feb-2013 Change Change % Previous Week
Open 141.48 142.65 1.17 0.8% 142.21
High 142.82 142.93 0.11 0.1% 142.53
Low 141.47 141.94 0.47 0.3% 141.28
Close 142.64 142.20 -0.44 -0.3% 142.01
Range 1.35 0.99 -0.36 -26.7% 1.25
ATR 0.82 0.83 0.01 1.5% 0.00
Volume 928,846 832,699 -96,147 -10.4% 5,062,056
Daily Pivots for day following 05-Feb-2013
Classic Woodie Camarilla DeMark
R4 145.33 144.75 142.74
R3 144.34 143.76 142.47
R2 143.35 143.35 142.38
R1 142.77 142.77 142.29 142.57
PP 142.36 142.36 142.36 142.25
S1 141.78 141.78 142.11 141.58
S2 141.37 141.37 142.02
S3 140.38 140.79 141.93
S4 139.39 139.80 141.66
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
5 142.93 141.28 1.65 1.2% 0.91 0.6% 56% True False 955,240
10 144.07 141.28 2.79 2.0% 0.89 0.6% 33% False False 979,111
20 144.07 141.28 2.79 2.0% 0.82 0.6% 33% False False 884,088
40 146.17 141.28 4.89 3.4% 0.72 0.5% 19% False False 718,178
60 146.17 141.28 4.89 3.4% 0.67 0.5% 19% False False 509,359
80 146.17 140.95 5.22 3.7% 0.66 0.5% 24% False False 382,916
100 146.17 139.73 6.44 4.5% 0.66 0.5% 38% False False 306,760
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 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 147.14
2.618 145.52
1.618 144.53
1.000 143.92
0.618 143.54
HIGH 142.93
0.618 142.55
0.500 142.44
0.382 142.32
LOW 141.94
0.618 141.33
1.000 140.95
1.618 140.34
2.618 139.35
4.250 137.73
Fisher Pivots for day following 05-Feb-2013
Pivot 1 day 3 day
R1 142.44 142.20
PP 142.36 142.20
S1 142.28 142.20

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

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