Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 19-Feb-2013
Day Change Summary
Previous Current
15-Feb-2013 19-Feb-2013 Change Change % Previous Week
Open 142.70 142.83 0.13 0.1% 142.94
High 143.01 142.98 -0.03 0.0% 143.11
Low 142.29 142.61 0.32 0.2% 141.84
Close 142.34 142.82 0.48 0.3% 142.34
Range 0.72 0.37 -0.35 -48.6% 1.27
ATR 0.77 0.76 -0.01 -1.2% 0.00
Volume 355,006 848,004 492,998 138.9% 3,806,995
Daily Pivots for day following 19-Feb-2013
Classic Woodie Camarilla DeMark
R4 143.91 143.74 143.02
R3 143.54 143.37 142.92
R2 143.17 143.17 142.89
R1 143.00 143.00 142.85 142.90
PP 142.80 142.80 142.80 142.76
S1 142.63 142.63 142.79 142.53
S2 142.43 142.43 142.75
S3 142.06 142.26 142.72
S4 141.69 141.89 142.62
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
5 143.03 141.84 1.19 0.8% 0.67 0.5% 82% False False 786,268
10 143.11 141.84 1.27 0.9% 0.68 0.5% 77% False False 776,515
20 144.07 141.28 2.79 2.0% 0.77 0.5% 55% False False 875,879
40 145.82 141.28 4.54 3.2% 0.73 0.5% 34% False False 757,204
60 146.17 141.28 4.89 3.4% 0.68 0.5% 31% False False 623,878
80 146.17 141.10 5.07 3.5% 0.65 0.5% 34% False False 469,131
100 146.17 140.95 5.22 3.7% 0.65 0.5% 36% False False 375,820
120 146.17 139.73 6.44 4.5% 0.68 0.5% 48% False False 313,940
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 True
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 144.55
2.618 143.95
1.618 143.58
1.000 143.35
0.618 143.21
HIGH 142.98
0.618 142.84
0.500 142.80
0.382 142.75
LOW 142.61
0.618 142.38
1.000 142.24
1.618 142.01
2.618 141.64
4.250 141.04
Fisher Pivots for day following 19-Feb-2013
Pivot 1 day 3 day
R1 142.81 142.69
PP 142.80 142.57
S1 142.80 142.44

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

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