Euro Bund Future June 2013


Trading Metrics calculated at close of trading on 25-Feb-2013
Day Change Summary
Previous Current
22-Feb-2013 25-Feb-2013 Change Change % Previous Week
Open 141.51 141.65 0.14 0.1% 140.74
High 141.88 142.62 0.74 0.5% 141.88
Low 141.37 141.03 -0.34 -0.2% 140.42
Close 141.78 141.68 -0.10 -0.1% 141.78
Range 0.51 1.59 1.08 211.8% 1.46
ATR 0.65 0.72 0.07 10.2% 0.00
Volume 14,797 39,363 24,566 166.0% 36,274
Daily Pivots for day following 25-Feb-2013
Classic Woodie Camarilla DeMark
R4 146.55 145.70 142.55
R3 144.96 144.11 142.12
R2 143.37 143.37 141.97
R1 142.52 142.52 141.83 142.95
PP 141.78 141.78 141.78 141.99
S1 140.93 140.93 141.53 141.36
S2 140.19 140.19 141.39
S3 138.60 139.34 141.24
S4 137.01 137.75 140.81
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 145.74 145.22 142.58
R3 144.28 143.76 142.18
R2 142.82 142.82 142.05
R1 142.30 142.30 141.91 142.56
PP 141.36 141.36 141.36 141.49
S1 140.84 140.84 141.65 141.10
S2 139.90 139.90 141.51
S3 138.44 139.38 141.38
S4 136.98 137.92 140.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.62 140.42 2.20 1.6% 0.74 0.5% 57% True False 14,764
10 142.62 140.05 2.57 1.8% 0.68 0.5% 63% True False 8,410
20 142.62 139.50 3.12 2.2% 0.65 0.5% 70% True False 4,776
40 143.85 139.50 4.35 3.1% 0.64 0.5% 50% False False 2,639
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 149.38
2.618 146.78
1.618 145.19
1.000 144.21
0.618 143.60
HIGH 142.62
0.618 142.01
0.500 141.83
0.382 141.64
LOW 141.03
0.618 140.05
1.000 139.44
1.618 138.46
2.618 136.87
4.250 134.27
Fisher Pivots for day following 25-Feb-2013
Pivot 1 day 3 day
R1 141.83 141.79
PP 141.78 141.75
S1 141.73 141.72

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

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