Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 07-Mar-2013
Day Change Summary
Previous Current
06-Mar-2013 07-Mar-2013 Change Change % Previous Week
Open 145.10 145.14 0.04 0.0% 143.52
High 145.25 145.29 0.04 0.0% 145.64
Low 144.86 144.92 0.06 0.0% 142.85
Close 145.12 145.27 0.15 0.1% 145.51
Range 0.39 0.37 -0.02 -5.1% 2.79
ATR 0.75 0.72 -0.03 -3.6% 0.00
Volume 43,559 43,559 0 0.0% 5,020,559
Daily Pivots for day following 07-Mar-2013
Classic Woodie Camarilla DeMark
R4 146.27 146.14 145.47
R3 145.90 145.77 145.37
R2 145.53 145.53 145.34
R1 145.40 145.40 145.30 145.47
PP 145.16 145.16 145.16 145.19
S1 145.03 145.03 145.24 145.10
S2 144.79 144.79 145.20
S3 144.42 144.66 145.17
S4 144.05 144.29 145.07
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
5 145.80 144.86 0.94 0.6% 0.48 0.3% 44% False False 604,410
10 145.80 142.85 2.95 2.0% 0.63 0.4% 82% False False 801,728
20 145.80 141.84 3.96 2.7% 0.65 0.4% 87% False False 794,670
40 145.80 141.28 4.52 3.1% 0.73 0.5% 88% False False 848,097
60 146.17 141.28 4.89 3.4% 0.70 0.5% 82% False False 744,358
80 146.17 141.28 4.89 3.4% 0.66 0.5% 82% False False 593,425
100 146.17 140.95 5.22 3.6% 0.65 0.5% 83% False False 475,498
120 146.17 139.73 6.44 4.4% 0.66 0.5% 86% False False 396,612
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 146.86
2.618 146.26
1.618 145.89
1.000 145.66
0.618 145.52
HIGH 145.29
0.618 145.15
0.500 145.11
0.382 145.06
LOW 144.92
0.618 144.69
1.000 144.55
1.618 144.32
2.618 143.95
4.250 143.35
Fisher Pivots for day following 07-Mar-2013
Pivot 1 day 3 day
R1 145.22 145.23
PP 145.16 145.19
S1 145.11 145.15

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

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