Euro Bund Future June 2013


Trading Metrics calculated at close of trading on 06-May-2013
Day Change Summary
Previous Current
03-May-2013 06-May-2013 Change Change % Previous Week
Open 146.95 146.15 -0.80 -0.5% 146.59
High 147.11 146.36 -0.75 -0.5% 147.20
Low 146.00 145.97 -0.03 0.0% 146.00
Close 146.15 146.16 0.01 0.0% 146.15
Range 1.11 0.39 -0.72 -64.9% 1.20
ATR 0.67 0.65 -0.02 -3.0% 0.00
Volume 289,903 840,435 550,532 189.9% 2,818,023
Daily Pivots for day following 06-May-2013
Classic Woodie Camarilla DeMark
R4 147.33 147.14 146.37
R3 146.94 146.75 146.27
R2 146.55 146.55 146.23
R1 146.36 146.36 146.20 146.46
PP 146.16 146.16 146.16 146.21
S1 145.97 145.97 146.12 146.07
S2 145.77 145.77 146.09
S3 145.38 145.58 146.05
S4 144.99 145.19 145.95
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 150.05 149.30 146.81
R3 148.85 148.10 146.48
R2 147.65 147.65 146.37
R1 146.90 146.90 146.26 146.68
PP 146.45 146.45 146.45 146.34
S1 145.70 145.70 146.04 145.48
S2 145.25 145.25 145.93
S3 144.05 144.50 145.82
S4 142.85 143.30 145.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147.20 145.97 1.23 0.8% 0.70 0.5% 15% False True 731,691
10 147.20 145.62 1.58 1.1% 0.64 0.4% 34% False False 734,596
20 147.20 144.93 2.27 1.6% 0.61 0.4% 54% False False 721,252
40 147.20 142.27 4.93 3.4% 0.63 0.4% 79% False False 715,429
60 147.20 140.05 7.15 4.9% 0.62 0.4% 85% False False 541,504
80 147.20 139.50 7.70 5.3% 0.63 0.4% 86% False False 406,349
100 147.20 139.50 7.70 5.3% 0.57 0.4% 86% False False 325,084
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.23
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 148.02
2.618 147.38
1.618 146.99
1.000 146.75
0.618 146.60
HIGH 146.36
0.618 146.21
0.500 146.17
0.382 146.12
LOW 145.97
0.618 145.73
1.000 145.58
1.618 145.34
2.618 144.95
4.250 144.31
Fisher Pivots for day following 06-May-2013
Pivot 1 day 3 day
R1 146.17 146.59
PP 146.16 146.44
S1 146.16 146.30

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

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