Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 11-Feb-2013
Day Change Summary
Previous Current
08-Feb-2013 11-Feb-2013 Change Change % Previous Week
Open 142.73 142.94 0.21 0.1% 141.48
High 143.11 143.11 0.00 0.0% 143.11
Low 142.62 142.63 0.01 0.0% 141.47
Close 142.83 142.85 0.02 0.0% 142.83
Range 0.49 0.48 -0.01 -2.0% 1.64
ATR 0.80 0.77 -0.02 -2.8% 0.00
Volume 529,456 723,656 194,200 36.7% 4,038,998
Daily Pivots for day following 11-Feb-2013
Classic Woodie Camarilla DeMark
R4 144.30 144.06 143.11
R3 143.82 143.58 142.98
R2 143.34 143.34 142.94
R1 143.10 143.10 142.89 142.98
PP 142.86 142.86 142.86 142.81
S1 142.62 142.62 142.81 142.50
S2 142.38 142.38 142.76
S3 141.90 142.14 142.72
S4 141.42 141.66 142.59
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 147.39 146.75 143.73
R3 145.75 145.11 143.28
R2 144.11 144.11 143.13
R1 143.47 143.47 142.98 143.79
PP 142.47 142.47 142.47 142.63
S1 141.83 141.83 142.68 142.15
S2 140.83 140.83 142.53
S3 139.19 140.19 142.38
S4 137.55 138.55 141.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.11 141.94 1.17 0.8% 0.68 0.5% 78% True False 766,761
10 143.11 141.28 1.83 1.3% 0.75 0.5% 86% True False 889,534
20 144.07 141.28 2.79 2.0% 0.78 0.5% 56% False False 876,097
40 146.17 141.28 4.89 3.4% 0.72 0.5% 32% False False 722,139
60 146.17 141.28 4.89 3.4% 0.66 0.5% 32% False False 558,893
80 146.17 140.95 5.22 3.7% 0.65 0.5% 36% False False 420,114
100 146.17 139.73 6.44 4.5% 0.65 0.5% 48% False False 336,762
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 145.15
2.618 144.37
1.618 143.89
1.000 143.59
0.618 143.41
HIGH 143.11
0.618 142.93
0.500 142.87
0.382 142.81
LOW 142.63
0.618 142.33
1.000 142.15
1.618 141.85
2.618 141.37
4.250 140.59
Fisher Pivots for day following 11-Feb-2013
Pivot 1 day 3 day
R1 142.87 142.78
PP 142.86 142.70
S1 142.86 142.63

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

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