Euro Bund Future June 2013


Trading Metrics calculated at close of trading on 08-Jan-2013
Day Change Summary
Previous Current
07-Jan-2013 08-Jan-2013 Change Change % Previous Week
Open 141.01 141.37 0.36 0.3% 143.70
High 141.29 141.61 0.32 0.2% 143.70
Low 141.00 141.37 0.37 0.3% 140.87
Close 141.21 141.59 0.38 0.3% 140.89
Range 0.29 0.24 -0.05 -17.2% 2.83
ATR 0.54 0.53 -0.01 -1.8% 0.00
Volume 9 14 5 55.6% 235
Daily Pivots for day following 08-Jan-2013
Classic Woodie Camarilla DeMark
R4 142.24 142.16 141.72
R3 142.00 141.92 141.66
R2 141.76 141.76 141.63
R1 141.68 141.68 141.61 141.72
PP 141.52 141.52 141.52 141.55
S1 141.44 141.44 141.57 141.48
S2 141.28 141.28 141.55
S3 141.04 141.20 141.52
S4 140.80 140.96 141.46
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 150.31 148.43 142.45
R3 147.48 145.60 141.67
R2 144.65 144.65 141.41
R1 142.77 142.77 141.15 142.30
PP 141.82 141.82 141.82 141.58
S1 139.94 139.94 140.63 139.47
S2 138.99 138.99 140.37
S3 136.16 137.11 140.11
S4 133.33 134.28 139.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.70 140.87 2.83 2.0% 0.65 0.5% 25% False False 51
10 143.85 140.87 2.98 2.1% 0.48 0.3% 24% False False 31
20 144.11 140.87 3.24 2.3% 0.39 0.3% 22% False False 26
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.03
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 142.63
2.618 142.24
1.618 142.00
1.000 141.85
0.618 141.76
HIGH 141.61
0.618 141.52
0.500 141.49
0.382 141.46
LOW 141.37
0.618 141.22
1.000 141.13
1.618 140.98
2.618 140.74
4.250 140.35
Fisher Pivots for day following 08-Jan-2013
Pivot 1 day 3 day
R1 141.56 141.47
PP 141.52 141.36
S1 141.49 141.24

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

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