Euro Bund Future June 2013


Trading Metrics calculated at close of trading on 14-May-2013
Day Change Summary
Previous Current
13-May-2013 14-May-2013 Change Change % Previous Week
Open 144.43 144.84 0.41 0.3% 146.15
High 145.07 144.99 -0.08 -0.1% 146.36
Low 144.43 144.22 -0.21 -0.1% 144.43
Close 144.89 144.74 -0.15 -0.1% 144.66
Range 0.64 0.77 0.13 20.3% 1.93
ATR 0.69 0.70 0.01 0.8% 0.00
Volume 755,893 679,104 -76,789 -10.2% 3,708,539
Daily Pivots for day following 14-May-2013
Classic Woodie Camarilla DeMark
R4 146.96 146.62 145.16
R3 146.19 145.85 144.95
R2 145.42 145.42 144.88
R1 145.08 145.08 144.81 144.87
PP 144.65 144.65 144.65 144.54
S1 144.31 144.31 144.67 144.10
S2 143.88 143.88 144.60
S3 143.11 143.54 144.53
S4 142.34 142.77 144.32
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
5 146.23 144.22 2.01 1.4% 0.72 0.5% 26% False True 729,486
10 147.20 144.22 2.98 2.1% 0.75 0.5% 17% False True 728,207
20 147.20 144.22 2.98 2.1% 0.67 0.5% 17% False True 728,467
40 147.20 143.00 4.20 2.9% 0.65 0.5% 41% False False 733,208
60 147.20 140.42 6.78 4.7% 0.63 0.4% 64% False False 613,055
80 147.20 139.50 7.70 5.3% 0.64 0.4% 68% False False 460,129
100 147.20 139.50 7.70 5.3% 0.61 0.4% 68% False False 368,114
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 148.26
2.618 147.01
1.618 146.24
1.000 145.76
0.618 145.47
HIGH 144.99
0.618 144.70
0.500 144.61
0.382 144.51
LOW 144.22
0.618 143.74
1.000 143.45
1.618 142.97
2.618 142.20
4.250 140.95
Fisher Pivots for day following 14-May-2013
Pivot 1 day 3 day
R1 144.70 144.94
PP 144.65 144.87
S1 144.61 144.81

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

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