Euro Bund Future June 2013


Trading Metrics calculated at close of trading on 13-Mar-2013
Day Change Summary
Previous Current
12-Mar-2013 13-Mar-2013 Change Change % Previous Week
Open 142.60 143.00 0.40 0.3% 143.94
High 143.21 143.37 0.16 0.1% 143.96
Low 142.52 142.92 0.40 0.3% 142.27
Close 143.04 143.14 0.10 0.1% 142.46
Range 0.69 0.45 -0.24 -34.8% 1.69
ATR 0.67 0.66 -0.02 -2.4% 0.00
Volume 649,714 561,306 -88,408 -13.6% 4,016,221
Daily Pivots for day following 13-Mar-2013
Classic Woodie Camarilla DeMark
R4 144.49 144.27 143.39
R3 144.04 143.82 143.26
R2 143.59 143.59 143.22
R1 143.37 143.37 143.18 143.48
PP 143.14 143.14 143.14 143.20
S1 142.92 142.92 143.10 143.03
S2 142.69 142.69 143.06
S3 142.24 142.47 143.02
S4 141.79 142.02 142.89
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 147.97 146.90 143.39
R3 146.28 145.21 142.92
R2 144.59 144.59 142.77
R1 143.52 143.52 142.61 143.21
PP 142.90 142.90 142.90 142.74
S1 141.83 141.83 142.31 141.52
S2 141.21 141.21 142.15
S3 139.52 140.14 142.00
S4 137.83 138.45 141.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.45 142.27 1.18 0.8% 0.60 0.4% 74% False False 606,120
10 143.96 142.27 1.69 1.2% 0.54 0.4% 51% False False 661,070
20 143.96 140.09 3.87 2.7% 0.60 0.4% 79% False False 344,914
40 143.96 139.50 4.46 3.1% 0.64 0.5% 82% False False 173,018
60 143.96 139.50 4.46 3.1% 0.58 0.4% 82% False False 115,365
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 0.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 145.28
2.618 144.55
1.618 144.10
1.000 143.82
0.618 143.65
HIGH 143.37
0.618 143.20
0.500 143.15
0.382 143.09
LOW 142.92
0.618 142.64
1.000 142.47
1.618 142.19
2.618 141.74
4.250 141.01
Fisher Pivots for day following 13-Mar-2013
Pivot 1 day 3 day
R1 143.15 143.07
PP 143.14 143.01
S1 143.14 142.94

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

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