Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 05-Mar-2013
Day Change Summary
Previous Current
04-Mar-2013 05-Mar-2013 Change Change % Previous Week
Open 145.77 145.36 -0.41 -0.3% 143.52
High 145.80 145.43 -0.37 -0.3% 145.64
Low 145.35 145.01 -0.34 -0.2% 142.85
Close 145.51 145.03 -0.48 -0.3% 145.51
Range 0.45 0.42 -0.03 -6.7% 2.79
ATR 0.80 0.78 -0.02 -2.7% 0.00
Volume 1,349,237 496,794 -852,443 -63.2% 5,020,559
Daily Pivots for day following 05-Mar-2013
Classic Woodie Camarilla DeMark
R4 146.42 146.14 145.26
R3 146.00 145.72 145.15
R2 145.58 145.58 145.11
R1 145.30 145.30 145.07 145.23
PP 145.16 145.16 145.16 145.12
S1 144.88 144.88 144.99 144.81
S2 144.74 144.74 144.95
S3 144.32 144.46 144.91
S4 143.90 144.04 144.80
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 153.04 152.06 147.04
R3 150.25 149.27 146.28
R2 147.46 147.46 146.02
R1 146.48 146.48 145.77 146.97
PP 144.67 144.67 144.67 144.91
S1 143.69 143.69 145.25 144.18
S2 141.88 141.88 145.00
S3 139.09 140.90 144.74
S4 136.30 138.11 143.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.80 144.80 1.00 0.7% 0.53 0.4% 23% False False 944,820
10 145.80 142.23 3.57 2.5% 0.69 0.5% 78% False False 989,792
20 145.80 141.84 3.96 2.7% 0.69 0.5% 81% False False 883,153
40 145.80 141.28 4.52 3.1% 0.74 0.5% 83% False False 879,705
60 146.17 141.28 4.89 3.4% 0.71 0.5% 77% False False 772,747
80 146.17 141.28 4.89 3.4% 0.67 0.5% 77% False False 592,457
100 146.17 140.95 5.22 3.6% 0.66 0.5% 78% False False 474,646
120 146.17 139.73 6.44 4.4% 0.66 0.5% 82% False False 395,887
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 0.19
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 147.22
2.618 146.53
1.618 146.11
1.000 145.85
0.618 145.69
HIGH 145.43
0.618 145.27
0.500 145.22
0.382 145.17
LOW 145.01
0.618 144.75
1.000 144.59
1.618 144.33
2.618 143.91
4.250 143.23
Fisher Pivots for day following 05-Mar-2013
Pivot 1 day 3 day
R1 145.22 145.33
PP 145.16 145.23
S1 145.09 145.13

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

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