Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 22-Feb-2013
Day Change Summary
Previous Current
21-Feb-2013 22-Feb-2013 Change Change % Previous Week
Open 142.71 143.40 0.69 0.5% 142.83
High 143.60 143.74 0.14 0.1% 143.74
Low 142.71 143.17 0.46 0.3% 142.23
Close 143.38 143.62 0.24 0.2% 143.62
Range 0.89 0.57 -0.32 -36.0% 1.51
ATR 0.78 0.76 -0.01 -1.9% 0.00
Volume 870,420 1,063,579 193,159 22.2% 3,879,340
Daily Pivots for day following 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 145.22 144.99 143.93
R3 144.65 144.42 143.78
R2 144.08 144.08 143.72
R1 143.85 143.85 143.67 143.97
PP 143.51 143.51 143.51 143.57
S1 143.28 143.28 143.57 143.40
S2 142.94 142.94 143.52
S3 142.37 142.71 143.46
S4 141.80 142.14 143.31
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 147.73 147.18 144.45
R3 146.22 145.67 144.04
R2 144.71 144.71 143.90
R1 144.16 144.16 143.76 144.44
PP 143.20 143.20 143.20 143.33
S1 142.65 142.65 143.48 142.93
S2 141.69 141.69 143.34
S3 140.18 141.14 143.20
S4 138.67 139.63 142.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.74 142.23 1.51 1.1% 0.61 0.4% 92% True False 846,869
10 143.74 141.84 1.90 1.3% 0.63 0.4% 94% True False 821,579
20 143.74 141.28 2.46 1.7% 0.75 0.5% 95% True False 882,882
40 145.82 141.28 4.54 3.2% 0.74 0.5% 52% False False 793,961
60 146.17 141.28 4.89 3.4% 0.68 0.5% 48% False False 673,805
80 146.17 141.28 4.89 3.4% 0.66 0.5% 48% False False 506,760
100 146.17 140.95 5.22 3.6% 0.65 0.4% 51% False False 406,085
120 146.17 139.73 6.44 4.5% 0.67 0.5% 60% False False 339,147
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 False
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146.16
2.618 145.23
1.618 144.66
1.000 144.31
0.618 144.09
HIGH 143.74
0.618 143.52
0.500 143.46
0.382 143.39
LOW 143.17
0.618 142.82
1.000 142.60
1.618 142.25
2.618 141.68
4.250 140.75
Fisher Pivots for day following 22-Feb-2013
Pivot 1 day 3 day
R1 143.57 143.41
PP 143.51 143.20
S1 143.46 142.99

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

View Archives - Comment on this page... - Back to Index of Symbols