Euro Bund Future June 2013


Trading Metrics calculated at close of trading on 10-May-2013
Day Change Summary
Previous Current
09-May-2013 10-May-2013 Change Change % Previous Week
Open 145.82 145.65 -0.17 -0.1% 146.15
High 146.23 145.66 -0.57 -0.4% 146.36
Low 145.77 144.43 -1.34 -0.9% 144.43
Close 145.89 144.66 -1.23 -0.8% 144.66
Range 0.46 1.23 0.77 167.4% 1.93
ATR 0.64 0.70 0.06 9.1% 0.00
Volume 595,255 961,509 366,254 61.5% 3,708,539
Daily Pivots for day following 10-May-2013
Classic Woodie Camarilla DeMark
R4 148.61 147.86 145.34
R3 147.38 146.63 145.00
R2 146.15 146.15 144.89
R1 145.40 145.40 144.77 145.16
PP 144.92 144.92 144.92 144.80
S1 144.17 144.17 144.55 143.93
S2 143.69 143.69 144.43
S3 142.46 142.94 144.32
S4 141.23 141.71 143.98
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 150.94 149.73 145.72
R3 149.01 147.80 145.19
R2 147.08 147.08 145.01
R1 145.87 145.87 144.84 145.51
PP 145.15 145.15 145.15 144.97
S1 143.94 143.94 144.48 143.58
S2 143.22 143.22 144.31
S3 141.29 142.01 144.13
S4 139.36 140.08 143.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146.36 144.43 1.93 1.3% 0.69 0.5% 12% False True 741,707
10 147.20 144.43 2.77 1.9% 0.69 0.5% 8% False True 717,042
20 147.20 144.43 2.77 1.9% 0.66 0.5% 8% False True 721,324
40 147.20 142.82 4.38 3.0% 0.64 0.4% 42% False False 725,399
60 147.20 140.05 7.15 4.9% 0.63 0.4% 64% False False 589,232
80 147.20 139.50 7.70 5.3% 0.64 0.4% 67% False False 442,193
100 147.20 139.50 7.70 5.3% 0.60 0.4% 67% False False 353,765
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 150.89
2.618 148.88
1.618 147.65
1.000 146.89
0.618 146.42
HIGH 145.66
0.618 145.19
0.500 145.05
0.382 144.90
LOW 144.43
0.618 143.67
1.000 143.20
1.618 142.44
2.618 141.21
4.250 139.20
Fisher Pivots for day following 10-May-2013
Pivot 1 day 3 day
R1 145.05 145.33
PP 144.92 145.11
S1 144.79 144.88

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

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