Euro Bund Future June 2013


Trading Metrics calculated at close of trading on 16-Apr-2013
Day Change Summary
Previous Current
15-Apr-2013 16-Apr-2013 Change Change % Previous Week
Open 145.90 146.01 0.11 0.1% 146.31
High 146.22 146.11 -0.11 -0.1% 146.34
Low 145.63 145.55 -0.08 -0.1% 144.93
Close 146.04 145.73 -0.31 -0.2% 145.88
Range 0.59 0.56 -0.03 -5.1% 1.41
ATR 0.64 0.64 -0.01 -0.9% 0.00
Volume 689,466 975,692 286,226 41.5% 3,469,317
Daily Pivots for day following 16-Apr-2013
Classic Woodie Camarilla DeMark
R4 147.48 147.16 146.04
R3 146.92 146.60 145.88
R2 146.36 146.36 145.83
R1 146.04 146.04 145.78 145.92
PP 145.80 145.80 145.80 145.74
S1 145.48 145.48 145.68 145.36
S2 145.24 145.24 145.63
S3 144.68 144.92 145.58
S4 144.12 144.36 145.42
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 149.95 149.32 146.66
R3 148.54 147.91 146.27
R2 147.13 147.13 146.14
R1 146.50 146.50 146.01 146.11
PP 145.72 145.72 145.72 145.52
S1 145.09 145.09 145.75 144.70
S2 144.31 144.31 145.62
S3 142.90 143.68 145.49
S4 141.49 142.27 145.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146.22 144.93 1.29 0.9% 0.59 0.4% 62% False False 731,143
10 146.54 144.93 1.61 1.1% 0.59 0.4% 50% False False 735,971
20 146.54 143.87 2.67 1.8% 0.64 0.4% 70% False False 750,519
40 146.54 140.42 6.12 4.2% 0.61 0.4% 87% False False 579,694
60 146.54 139.50 7.04 4.8% 0.63 0.4% 88% False False 386,905
80 146.54 139.50 7.04 4.8% 0.60 0.4% 88% False False 290,222
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 148.49
2.618 147.58
1.618 147.02
1.000 146.67
0.618 146.46
HIGH 146.11
0.618 145.90
0.500 145.83
0.382 145.76
LOW 145.55
0.618 145.20
1.000 144.99
1.618 144.64
2.618 144.08
4.250 143.17
Fisher Pivots for day following 16-Apr-2013
Pivot 1 day 3 day
R1 145.83 145.75
PP 145.80 145.74
S1 145.76 145.74

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

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