Euro Bund Future June 2013


Trading Metrics calculated at close of trading on 24-Jan-2013
Day Change Summary
Previous Current
23-Jan-2013 24-Jan-2013 Change Change % Previous Week
Open 141.44 141.64 0.20 0.1% 140.86
High 141.83 142.22 0.39 0.3% 141.81
Low 141.32 141.36 0.04 0.0% 140.70
Close 141.77 141.36 -0.41 -0.3% 141.50
Range 0.51 0.86 0.35 68.6% 1.11
ATR 0.57 0.59 0.02 3.6% 0.00
Volume 164 960 796 485.4% 2,719
Daily Pivots for day following 24-Jan-2013
Classic Woodie Camarilla DeMark
R4 144.23 143.65 141.83
R3 143.37 142.79 141.60
R2 142.51 142.51 141.52
R1 141.93 141.93 141.44 141.79
PP 141.65 141.65 141.65 141.58
S1 141.07 141.07 141.28 140.93
S2 140.79 140.79 141.20
S3 139.93 140.21 141.12
S4 139.07 139.35 140.89
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 144.67 144.19 142.11
R3 143.56 143.08 141.81
R2 142.45 142.45 141.70
R1 141.97 141.97 141.60 142.21
PP 141.34 141.34 141.34 141.46
S1 140.86 140.86 141.40 141.10
S2 140.23 140.23 141.30
S3 139.12 139.75 141.19
S4 138.01 138.64 140.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.22 140.77 1.45 1.0% 0.60 0.4% 41% True False 823
10 142.22 140.47 1.75 1.2% 0.57 0.4% 51% True False 482
20 143.85 140.47 3.38 2.4% 0.59 0.4% 26% False False 258
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 145.88
2.618 144.47
1.618 143.61
1.000 143.08
0.618 142.75
HIGH 142.22
0.618 141.89
0.500 141.79
0.382 141.69
LOW 141.36
0.618 140.83
1.000 140.50
1.618 139.97
2.618 139.11
4.250 137.71
Fisher Pivots for day following 24-Jan-2013
Pivot 1 day 3 day
R1 141.79 141.50
PP 141.65 141.45
S1 141.50 141.41

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

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