Euro Bund Future June 2013


Trading Metrics calculated at close of trading on 05-Feb-2013
Day Change Summary
Previous Current
04-Feb-2013 05-Feb-2013 Change Change % Previous Week
Open 139.77 140.79 1.02 0.7% 140.55
High 141.00 141.06 0.06 0.0% 140.62
Low 139.77 140.16 0.39 0.3% 139.50
Close 140.81 140.37 -0.44 -0.3% 140.19
Range 1.23 0.90 -0.33 -26.8% 1.12
ATR 0.68 0.70 0.02 2.3% 0.00
Volume 2,028 1,363 -665 -32.8% 5,101
Daily Pivots for day following 05-Feb-2013
Classic Woodie Camarilla DeMark
R4 143.23 142.70 140.87
R3 142.33 141.80 140.62
R2 141.43 141.43 140.54
R1 140.90 140.90 140.45 140.72
PP 140.53 140.53 140.53 140.44
S1 140.00 140.00 140.29 139.82
S2 139.63 139.63 140.21
S3 138.73 139.10 140.12
S4 137.83 138.20 139.88
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
5 141.06 139.50 1.56 1.1% 0.80 0.6% 56% True False 1,396
10 142.22 139.50 2.72 1.9% 0.77 0.5% 32% False False 1,306
20 142.22 139.50 2.72 1.9% 0.67 0.5% 32% False False 840
40 144.11 139.50 4.61 3.3% 0.53 0.4% 19% False False 433
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 0.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 144.89
2.618 143.42
1.618 142.52
1.000 141.96
0.618 141.62
HIGH 141.06
0.618 140.72
0.500 140.61
0.382 140.50
LOW 140.16
0.618 139.60
1.000 139.26
1.618 138.70
2.618 137.80
4.250 136.34
Fisher Pivots for day following 05-Feb-2013
Pivot 1 day 3 day
R1 140.61 140.42
PP 140.53 140.40
S1 140.45 140.39

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

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