Euro Bund Future June 2013


Trading Metrics calculated at close of trading on 18-Mar-2013
Day Change Summary
Previous Current
15-Mar-2013 18-Mar-2013 Change Change % Previous Week
Open 143.10 144.41 1.31 0.9% 142.72
High 143.54 144.69 1.15 0.8% 143.54
Low 143.00 143.87 0.87 0.6% 142.51
Close 143.39 143.94 0.55 0.4% 143.39
Range 0.54 0.82 0.28 51.9% 1.03
ATR 0.63 0.68 0.05 7.6% 0.00
Volume 724,290 984,761 260,471 36.0% 3,128,754
Daily Pivots for day following 18-Mar-2013
Classic Woodie Camarilla DeMark
R4 146.63 146.10 144.39
R3 145.81 145.28 144.17
R2 144.99 144.99 144.09
R1 144.46 144.46 144.02 144.32
PP 144.17 144.17 144.17 144.09
S1 143.64 143.64 143.86 143.50
S2 143.35 143.35 143.79
S3 142.53 142.82 143.71
S4 141.71 142.00 143.49
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 146.24 145.84 143.96
R3 145.21 144.81 143.67
R2 144.18 144.18 143.58
R1 143.78 143.78 143.48 143.98
PP 143.15 143.15 143.15 143.25
S1 142.75 142.75 143.30 142.95
S2 142.12 142.12 143.20
S3 141.09 141.72 143.11
S4 140.06 140.69 142.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.69 142.52 2.17 1.5% 0.58 0.4% 65% True False 696,279
10 144.69 142.27 2.42 1.7% 0.55 0.4% 69% True False 721,289
20 144.69 140.42 4.27 3.0% 0.60 0.4% 82% True False 458,015
40 144.69 139.50 5.19 3.6% 0.64 0.4% 86% True False 229,713
60 144.69 139.50 5.19 3.6% 0.60 0.4% 86% True False 153,203
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 148.18
2.618 146.84
1.618 146.02
1.000 145.51
0.618 145.20
HIGH 144.69
0.618 144.38
0.500 144.28
0.382 144.18
LOW 143.87
0.618 143.36
1.000 143.05
1.618 142.54
2.618 141.72
4.250 140.39
Fisher Pivots for day following 18-Mar-2013
Pivot 1 day 3 day
R1 144.28 143.88
PP 144.17 143.82
S1 144.05 143.76

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

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