Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 06-Feb-2013
Day Change Summary
Previous Current
05-Feb-2013 06-Feb-2013 Change Change % Previous Week
Open 142.65 142.29 -0.36 -0.3% 142.21
High 142.93 142.78 -0.15 -0.1% 142.53
Low 141.94 142.22 0.28 0.2% 141.28
Close 142.20 142.54 0.34 0.2% 142.01
Range 0.99 0.56 -0.43 -43.4% 1.25
ATR 0.83 0.82 -0.02 -2.2% 0.00
Volume 832,699 1,024,089 191,390 23.0% 5,062,056
Daily Pivots for day following 06-Feb-2013
Classic Woodie Camarilla DeMark
R4 144.19 143.93 142.85
R3 143.63 143.37 142.69
R2 143.07 143.07 142.64
R1 142.81 142.81 142.59 142.94
PP 142.51 142.51 142.51 142.58
S1 142.25 142.25 142.49 142.38
S2 141.95 141.95 142.44
S3 141.39 141.69 142.39
S4 140.83 141.13 142.23
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
5 142.93 141.47 1.46 1.0% 0.89 0.6% 73% False False 967,424
10 144.07 141.28 2.79 2.0% 0.88 0.6% 45% False False 983,236
20 144.07 141.28 2.79 2.0% 0.82 0.6% 45% False False 901,523
40 146.17 141.28 4.89 3.4% 0.73 0.5% 26% False False 719,201
60 146.17 141.28 4.89 3.4% 0.67 0.5% 26% False False 526,343
80 146.17 140.95 5.22 3.7% 0.66 0.5% 30% False False 395,706
100 146.17 139.73 6.44 4.5% 0.66 0.5% 44% False False 317,000
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 0.21
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 145.16
2.618 144.25
1.618 143.69
1.000 143.34
0.618 143.13
HIGH 142.78
0.618 142.57
0.500 142.50
0.382 142.43
LOW 142.22
0.618 141.87
1.000 141.66
1.618 141.31
2.618 140.75
4.250 139.84
Fisher Pivots for day following 06-Feb-2013
Pivot 1 day 3 day
R1 142.53 142.43
PP 142.51 142.31
S1 142.50 142.20

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

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