Euro Bund Future June 2013


Trading Metrics calculated at close of trading on 02-May-2013
Day Change Summary
Previous Current
30-Apr-2013 02-May-2013 Change Change % Previous Week
Open 146.55 146.73 0.18 0.1% 145.95
High 146.87 147.20 0.33 0.2% 146.77
Low 146.39 146.17 -0.22 -0.2% 145.62
Close 146.58 147.16 0.58 0.4% 146.54
Range 0.48 1.03 0.55 114.6% 1.15
ATR 0.60 0.63 0.03 5.1% 0.00
Volume 951,796 896,835 -54,961 -5.8% 3,687,506
Daily Pivots for day following 02-May-2013
Classic Woodie Camarilla DeMark
R4 149.93 149.58 147.73
R3 148.90 148.55 147.44
R2 147.87 147.87 147.35
R1 147.52 147.52 147.25 147.70
PP 146.84 146.84 146.84 146.93
S1 146.49 146.49 147.07 146.67
S2 145.81 145.81 146.97
S3 144.78 145.46 146.88
S4 143.75 144.43 146.59
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 149.76 149.30 147.17
R3 148.61 148.15 146.86
R2 147.46 147.46 146.75
R1 147.00 147.00 146.65 147.23
PP 146.31 146.31 146.31 146.43
S1 145.85 145.85 146.43 146.08
S2 145.16 145.16 146.33
S3 144.01 144.70 146.22
S4 142.86 143.55 145.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147.20 146.04 1.16 0.8% 0.53 0.4% 97% True False 740,837
10 147.20 145.62 1.58 1.1% 0.58 0.4% 97% True False 747,330
20 147.20 144.93 2.27 1.5% 0.61 0.4% 98% True False 736,796
40 147.20 142.27 4.93 3.4% 0.61 0.4% 99% True False 734,968
60 147.20 140.05 7.15 4.9% 0.61 0.4% 99% True False 522,703
80 147.20 139.50 7.70 5.2% 0.62 0.4% 99% True False 392,220
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 151.58
2.618 149.90
1.618 148.87
1.000 148.23
0.618 147.84
HIGH 147.20
0.618 146.81
0.500 146.69
0.382 146.56
LOW 146.17
0.618 145.53
1.000 145.14
1.618 144.50
2.618 143.47
4.250 141.79
Fisher Pivots for day following 02-May-2013
Pivot 1 day 3 day
R1 147.00 147.00
PP 146.84 146.84
S1 146.69 146.69

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

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