Euro Bund Future June 2013


Trading Metrics calculated at close of trading on 28-Mar-2013
Day Change Summary
Previous Current
27-Mar-2013 28-Mar-2013 Change Change % Previous Week
Open 144.93 145.67 0.74 0.5% 144.41
High 145.67 145.87 0.20 0.1% 144.83
Low 144.83 145.34 0.51 0.4% 143.87
Close 145.52 145.49 -0.03 0.0% 144.37
Range 0.84 0.53 -0.31 -36.9% 0.96
ATR 0.70 0.69 -0.01 -1.7% 0.00
Volume 764,000 582,435 -181,565 -23.8% 4,147,277
Daily Pivots for day following 28-Mar-2013
Classic Woodie Camarilla DeMark
R4 147.16 146.85 145.78
R3 146.63 146.32 145.64
R2 146.10 146.10 145.59
R1 145.79 145.79 145.54 145.68
PP 145.57 145.57 145.57 145.51
S1 145.26 145.26 145.44 145.15
S2 145.04 145.04 145.39
S3 144.51 144.73 145.34
S4 143.98 144.20 145.20
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
5 145.87 143.91 1.96 1.3% 0.68 0.5% 81% True False 735,934
10 145.87 143.00 2.87 2.0% 0.69 0.5% 87% True False 781,829
20 145.87 142.27 3.60 2.5% 0.62 0.4% 89% True False 741,271
40 145.87 139.77 6.10 4.2% 0.64 0.4% 94% True False 382,217
60 145.87 139.50 6.37 4.4% 0.62 0.4% 94% True False 255,018
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
4.250 148.12
2.618 147.26
1.618 146.73
1.000 146.40
0.618 146.20
HIGH 145.87
0.618 145.67
0.500 145.61
0.382 145.54
LOW 145.34
0.618 145.01
1.000 144.81
1.618 144.48
2.618 143.95
4.250 143.09
Fisher Pivots for day following 28-Mar-2013
Pivot 1 day 3 day
R1 145.61 145.39
PP 145.57 145.28
S1 145.53 145.18

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

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