Euro Bund Future June 2013


Trading Metrics calculated at close of trading on 04-Mar-2013
Day Change Summary
Previous Current
01-Mar-2013 04-Mar-2013 Change Change % Previous Week
Open 143.33 143.94 0.61 0.4% 141.65
High 143.80 143.96 0.16 0.1% 143.80
Low 143.03 143.51 0.48 0.3% 141.03
Close 143.67 143.67 0.00 0.0% 143.67
Range 0.77 0.45 -0.32 -41.6% 2.77
ATR 0.74 0.72 -0.02 -2.8% 0.00
Volume 586,447 916,841 330,394 56.3% 996,118
Daily Pivots for day following 04-Mar-2013
Classic Woodie Camarilla DeMark
R4 145.06 144.82 143.92
R3 144.61 144.37 143.79
R2 144.16 144.16 143.75
R1 143.92 143.92 143.71 143.82
PP 143.71 143.71 143.71 143.66
S1 143.47 143.47 143.63 143.37
S2 143.26 143.26 143.59
S3 142.81 143.02 143.55
S4 142.36 142.57 143.42
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 151.14 150.18 145.19
R3 148.37 147.41 144.43
R2 145.60 145.60 144.18
R1 144.64 144.64 143.92 145.12
PP 142.83 142.83 142.83 143.08
S1 141.87 141.87 143.42 142.35
S2 140.06 140.06 143.16
S3 137.29 139.10 142.91
S4 134.52 136.33 142.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.96 142.61 1.35 0.9% 0.58 0.4% 79% True False 374,719
10 143.96 140.42 3.54 2.5% 0.66 0.5% 92% True False 194,741
20 143.96 140.05 3.91 2.7% 0.63 0.4% 93% True False 98,171
40 143.96 139.50 4.46 3.1% 0.63 0.4% 93% True False 49,472
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 0.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 145.87
2.618 145.14
1.618 144.69
1.000 144.41
0.618 144.24
HIGH 143.96
0.618 143.79
0.500 143.74
0.382 143.68
LOW 143.51
0.618 143.23
1.000 143.06
1.618 142.78
2.618 142.33
4.250 141.60
Fisher Pivots for day following 04-Mar-2013
Pivot 1 day 3 day
R1 143.74 143.60
PP 143.71 143.54
S1 143.69 143.47

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

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