Euro Bund Future June 2013


Trading Metrics calculated at close of trading on 19-Feb-2013
Day Change Summary
Previous Current
18-Feb-2013 19-Feb-2013 Change Change % Previous Week
Open 140.74 141.00 0.26 0.2% 141.11
High 141.08 141.15 0.07 0.0% 141.25
Low 140.74 140.81 0.07 0.0% 140.05
Close 140.94 141.00 0.06 0.0% 140.52
Range 0.34 0.34 0.00 0.0% 1.20
ATR 0.65 0.63 -0.02 -3.4% 0.00
Volume 1,816 2,980 1,164 64.1% 8,899
Daily Pivots for day following 19-Feb-2013
Classic Woodie Camarilla DeMark
R4 142.01 141.84 141.19
R3 141.67 141.50 141.09
R2 141.33 141.33 141.06
R1 141.16 141.16 141.03 141.17
PP 140.99 140.99 140.99 140.99
S1 140.82 140.82 140.97 140.83
S2 140.65 140.65 140.94
S3 140.31 140.48 140.91
S4 139.97 140.14 140.81
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 144.21 143.56 141.18
R3 143.01 142.36 140.85
R2 141.81 141.81 140.74
R1 141.16 141.16 140.63 140.89
PP 140.61 140.61 140.61 140.47
S1 139.96 139.96 140.41 139.69
S2 139.41 139.41 140.30
S3 138.21 138.76 140.19
S4 137.01 137.56 139.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.18 140.05 1.13 0.8% 0.57 0.4% 84% False False 2,466
10 141.25 140.05 1.20 0.9% 0.54 0.4% 79% False False 1,763
20 142.22 139.50 2.72 1.9% 0.65 0.5% 55% False False 1,534
40 143.85 139.50 4.35 3.1% 0.59 0.4% 34% False False 868
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Fibonacci Retracements and Extensions
4.250 142.60
2.618 142.04
1.618 141.70
1.000 141.49
0.618 141.36
HIGH 141.15
0.618 141.02
0.500 140.98
0.382 140.94
LOW 140.81
0.618 140.60
1.000 140.47
1.618 140.26
2.618 139.92
4.250 139.37
Fisher Pivots for day following 19-Feb-2013
Pivot 1 day 3 day
R1 140.99 140.95
PP 140.99 140.90
S1 140.98 140.85

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

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