Euro Bund Future June 2013


Trading Metrics calculated at close of trading on 27-Mar-2013
Day Change Summary
Previous Current
26-Mar-2013 27-Mar-2013 Change Change % Previous Week
Open 144.65 144.93 0.28 0.2% 144.41
High 144.90 145.67 0.77 0.5% 144.83
Low 144.49 144.83 0.34 0.2% 143.87
Close 144.82 145.52 0.70 0.5% 144.37
Range 0.41 0.84 0.43 104.9% 0.96
ATR 0.69 0.70 0.01 1.7% 0.00
Volume 878,567 764,000 -114,567 -13.0% 4,147,277
Daily Pivots for day following 27-Mar-2013
Classic Woodie Camarilla DeMark
R4 147.86 147.53 145.98
R3 147.02 146.69 145.75
R2 146.18 146.18 145.67
R1 145.85 145.85 145.60 146.02
PP 145.34 145.34 145.34 145.42
S1 145.01 145.01 145.44 145.18
S2 144.50 144.50 145.37
S3 143.66 144.17 145.29
S4 142.82 143.33 145.06
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 147.24 146.76 144.90
R3 146.28 145.80 144.63
R2 145.32 145.32 144.55
R1 144.84 144.84 144.46 144.60
PP 144.36 144.36 144.36 144.24
S1 143.88 143.88 144.28 143.64
S2 143.40 143.40 144.19
S3 142.44 142.92 144.11
S4 141.48 141.96 143.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.67 143.91 1.76 1.2% 0.70 0.5% 91% True False 766,036
10 145.67 142.82 2.85 2.0% 0.68 0.5% 95% True False 779,718
20 145.67 142.27 3.40 2.3% 0.61 0.4% 96% True False 720,394
40 145.67 139.75 5.92 4.1% 0.64 0.4% 97% True False 367,707
60 145.67 139.50 6.17 4.2% 0.62 0.4% 98% True False 245,313
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 149.24
2.618 147.87
1.618 147.03
1.000 146.51
0.618 146.19
HIGH 145.67
0.618 145.35
0.500 145.25
0.382 145.15
LOW 144.83
0.618 144.31
1.000 143.99
1.618 143.47
2.618 142.63
4.250 141.26
Fisher Pivots for day following 27-Mar-2013
Pivot 1 day 3 day
R1 145.43 145.28
PP 145.34 145.03
S1 145.25 144.79

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

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