Euro Bund Future June 2013


Trading Metrics calculated at close of trading on 11-Jan-2013
Day Change Summary
Previous Current
10-Jan-2013 11-Jan-2013 Change Change % Previous Week
Open 141.73 140.47 -1.26 -0.9% 141.01
High 141.73 140.84 -0.89 -0.6% 141.89
Low 140.62 140.47 -0.15 -0.1% 140.47
Close 140.86 140.48 -0.38 -0.3% 140.48
Range 1.11 0.37 -0.74 -66.7% 1.42
ATR 0.56 0.55 -0.01 -2.2% 0.00
Volume 29 302 273 941.4% 365
Daily Pivots for day following 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 141.71 141.46 140.68
R3 141.34 141.09 140.58
R2 140.97 140.97 140.55
R1 140.72 140.72 140.51 140.85
PP 140.60 140.60 140.60 140.66
S1 140.35 140.35 140.45 140.48
S2 140.23 140.23 140.41
S3 139.86 139.98 140.38
S4 139.49 139.61 140.28
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 145.21 144.26 141.26
R3 143.79 142.84 140.87
R2 142.37 142.37 140.74
R1 141.42 141.42 140.61 141.19
PP 140.95 140.95 140.95 140.83
S1 140.00 140.00 140.35 139.77
S2 139.53 139.53 140.22
S3 138.11 138.58 140.09
S4 136.69 137.16 139.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.89 140.47 1.42 1.0% 0.48 0.3% 1% False True 73
10 143.85 140.47 3.38 2.4% 0.62 0.4% 0% False True 64
20 143.85 140.47 3.38 2.4% 0.40 0.3% 0% False True 43
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 0.03
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 142.41
2.618 141.81
1.618 141.44
1.000 141.21
0.618 141.07
HIGH 140.84
0.618 140.70
0.500 140.66
0.382 140.61
LOW 140.47
0.618 140.24
1.000 140.10
1.618 139.87
2.618 139.50
4.250 138.90
Fisher Pivots for day following 11-Jan-2013
Pivot 1 day 3 day
R1 140.66 141.18
PP 140.60 140.95
S1 140.54 140.71

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

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