Euro Bund Future June 2013


Trading Metrics calculated at close of trading on 04-Feb-2013
Day Change Summary
Previous Current
01-Feb-2013 04-Feb-2013 Change Change % Previous Week
Open 139.80 139.77 -0.03 0.0% 140.55
High 140.60 141.00 0.40 0.3% 140.62
Low 139.79 139.77 -0.02 0.0% 139.50
Close 140.19 140.81 0.62 0.4% 140.19
Range 0.81 1.23 0.42 51.9% 1.12
ATR 0.64 0.68 0.04 6.6% 0.00
Volume 1,122 2,028 906 80.7% 5,101
Daily Pivots for day following 04-Feb-2013
Classic Woodie Camarilla DeMark
R4 144.22 143.74 141.49
R3 142.99 142.51 141.15
R2 141.76 141.76 141.04
R1 141.28 141.28 140.92 141.52
PP 140.53 140.53 140.53 140.65
S1 140.05 140.05 140.70 140.29
S2 139.30 139.30 140.58
S3 138.07 138.82 140.47
S4 136.84 137.59 140.13
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 143.46 142.95 140.81
R3 142.34 141.83 140.50
R2 141.22 141.22 140.40
R1 140.71 140.71 140.29 140.41
PP 140.10 140.10 140.10 139.95
S1 139.59 139.59 140.09 139.29
S2 138.98 138.98 139.98
S3 137.86 138.47 139.88
S4 136.74 137.35 139.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.00 139.50 1.50 1.1% 0.68 0.5% 87% True False 1,139
10 142.22 139.50 2.72 1.9% 0.74 0.5% 48% False False 1,222
20 142.22 139.50 2.72 1.9% 0.64 0.5% 48% False False 772
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 146.23
2.618 144.22
1.618 142.99
1.000 142.23
0.618 141.76
HIGH 141.00
0.618 140.53
0.500 140.39
0.382 140.24
LOW 139.77
0.618 139.01
1.000 138.54
1.618 137.78
2.618 136.55
4.250 134.54
Fisher Pivots for day following 04-Feb-2013
Pivot 1 day 3 day
R1 140.67 140.67
PP 140.53 140.52
S1 140.39 140.38

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

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