Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 12-Feb-2013
Day Change Summary
Previous Current
11-Feb-2013 12-Feb-2013 Change Change % Previous Week
Open 142.94 142.92 -0.02 0.0% 141.48
High 143.11 143.03 -0.08 -0.1% 143.11
Low 142.63 142.41 -0.22 -0.2% 141.47
Close 142.85 142.55 -0.30 -0.2% 142.83
Range 0.48 0.62 0.14 29.2% 1.64
ATR 0.77 0.76 -0.01 -1.4% 0.00
Volume 723,656 937,667 214,011 29.6% 4,038,998
Daily Pivots for day following 12-Feb-2013
Classic Woodie Camarilla DeMark
R4 144.52 144.16 142.89
R3 143.90 143.54 142.72
R2 143.28 143.28 142.66
R1 142.92 142.92 142.61 142.79
PP 142.66 142.66 142.66 142.60
S1 142.30 142.30 142.49 142.17
S2 142.04 142.04 142.44
S3 141.42 141.68 142.38
S4 140.80 141.06 142.21
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
5 143.11 142.14 0.97 0.7% 0.60 0.4% 42% False False 787,755
10 143.11 141.28 1.83 1.3% 0.76 0.5% 69% False False 871,498
20 144.07 141.28 2.79 2.0% 0.79 0.6% 46% False False 880,167
40 145.82 141.28 4.54 3.2% 0.72 0.5% 28% False False 731,134
60 146.17 141.28 4.89 3.4% 0.67 0.5% 26% False False 574,460
80 146.17 140.95 5.22 3.7% 0.66 0.5% 31% False False 431,820
100 146.17 140.37 5.80 4.1% 0.65 0.5% 38% False False 345,997
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 145.67
2.618 144.65
1.618 144.03
1.000 143.65
0.618 143.41
HIGH 143.03
0.618 142.79
0.500 142.72
0.382 142.65
LOW 142.41
0.618 142.03
1.000 141.79
1.618 141.41
2.618 140.79
4.250 139.78
Fisher Pivots for day following 12-Feb-2013
Pivot 1 day 3 day
R1 142.72 142.76
PP 142.66 142.69
S1 142.61 142.62

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

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