Euro Bund Future June 2013


Trading Metrics calculated at close of trading on 05-Mar-2013
Day Change Summary
Previous Current
04-Mar-2013 05-Mar-2013 Change Change % Previous Week
Open 143.94 143.50 -0.44 -0.3% 141.65
High 143.96 143.59 -0.37 -0.3% 143.80
Low 143.51 143.19 -0.32 -0.2% 141.03
Close 143.67 143.21 -0.46 -0.3% 143.67
Range 0.45 0.40 -0.05 -11.1% 2.77
ATR 0.72 0.71 -0.02 -2.4% 0.00
Volume 916,841 973,874 57,033 6.2% 996,118
Daily Pivots for day following 05-Mar-2013
Classic Woodie Camarilla DeMark
R4 144.53 144.27 143.43
R3 144.13 143.87 143.32
R2 143.73 143.73 143.28
R1 143.47 143.47 143.25 143.40
PP 143.33 143.33 143.33 143.30
S1 143.07 143.07 143.17 143.00
S2 142.93 142.93 143.14
S3 142.53 142.67 143.10
S4 142.13 142.27 142.99
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
5 143.96 142.97 0.99 0.7% 0.52 0.4% 24% False False 555,548
10 143.96 140.42 3.54 2.5% 0.66 0.5% 79% False False 291,831
20 143.96 140.05 3.91 2.7% 0.60 0.4% 81% False False 146,797
40 143.96 139.50 4.46 3.1% 0.64 0.4% 83% False False 73,818
60 144.11 139.50 4.61 3.2% 0.55 0.4% 80% False False 49,221
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 0.16
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 145.29
2.618 144.64
1.618 144.24
1.000 143.99
0.618 143.84
HIGH 143.59
0.618 143.44
0.500 143.39
0.382 143.34
LOW 143.19
0.618 142.94
1.000 142.79
1.618 142.54
2.618 142.14
4.250 141.49
Fisher Pivots for day following 05-Mar-2013
Pivot 1 day 3 day
R1 143.39 143.50
PP 143.33 143.40
S1 143.27 143.31

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

View Archives - Comment on this page... - Back to Index of Symbols