Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 15-Feb-2013
Day Change Summary
Previous Current
14-Feb-2013 15-Feb-2013 Change Change % Previous Week
Open 142.03 142.70 0.67 0.5% 142.94
High 142.68 143.01 0.33 0.2% 143.11
Low 141.87 142.29 0.42 0.3% 141.84
Close 142.59 142.34 -0.25 -0.2% 142.34
Range 0.81 0.72 -0.09 -11.1% 1.27
ATR 0.77 0.77 0.00 -0.5% 0.00
Volume 770,754 355,006 -415,748 -53.9% 3,806,995
Daily Pivots for day following 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 144.71 144.24 142.74
R3 143.99 143.52 142.54
R2 143.27 143.27 142.47
R1 142.80 142.80 142.41 142.68
PP 142.55 142.55 142.55 142.48
S1 142.08 142.08 142.27 141.96
S2 141.83 141.83 142.21
S3 141.11 141.36 142.14
S4 140.39 140.64 141.94
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 146.24 145.56 143.04
R3 144.97 144.29 142.69
R2 143.70 143.70 142.57
R1 143.02 143.02 142.46 142.73
PP 142.43 142.43 142.43 142.28
S1 141.75 141.75 142.22 141.46
S2 141.16 141.16 142.11
S3 139.89 140.48 141.99
S4 138.62 139.21 141.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.11 141.84 1.27 0.9% 0.70 0.5% 39% False False 761,399
10 143.11 141.47 1.64 1.2% 0.77 0.5% 53% False False 784,599
20 144.07 141.28 2.79 2.0% 0.80 0.6% 38% False False 852,960
40 145.82 141.28 4.54 3.2% 0.73 0.5% 23% False False 744,944
60 146.17 141.28 4.89 3.4% 0.68 0.5% 22% False False 609,829
80 146.17 141.10 5.07 3.6% 0.66 0.5% 24% False False 458,595
100 146.17 140.95 5.22 3.7% 0.65 0.5% 27% False False 367,343
120 146.17 139.73 6.44 4.5% 0.68 0.5% 41% False False 306,874
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 True
Bear Hook False
Bull Hook True
Stretch 0.17
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 146.07
2.618 144.89
1.618 144.17
1.000 143.73
0.618 143.45
HIGH 143.01
0.618 142.73
0.500 142.65
0.382 142.57
LOW 142.29
0.618 141.85
1.000 141.57
1.618 141.13
2.618 140.41
4.250 139.23
Fisher Pivots for day following 15-Feb-2013
Pivot 1 day 3 day
R1 142.65 142.43
PP 142.55 142.40
S1 142.44 142.37

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

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