Euro Bund Future June 2013


Trading Metrics calculated at close of trading on 21-May-2013
Day Change Summary
Previous Current
20-May-2013 21-May-2013 Change Change % Previous Week
Open 145.09 144.86 -0.23 -0.2% 144.43
High 145.33 144.92 -0.41 -0.3% 145.74
Low 144.65 144.25 -0.40 -0.3% 144.22
Close 144.86 144.33 -0.53 -0.4% 145.45
Range 0.68 0.67 -0.01 -1.5% 1.52
ATR 0.71 0.71 0.00 -0.4% 0.00
Volume 518,659 871,196 352,537 68.0% 4,046,581
Daily Pivots for day following 21-May-2013
Classic Woodie Camarilla DeMark
R4 146.51 146.09 144.70
R3 145.84 145.42 144.51
R2 145.17 145.17 144.45
R1 144.75 144.75 144.39 144.63
PP 144.50 144.50 144.50 144.44
S1 144.08 144.08 144.27 143.96
S2 143.83 143.83 144.21
S3 143.16 143.41 144.15
S4 142.49 142.74 143.96
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 149.70 149.09 146.29
R3 148.18 147.57 145.87
R2 146.66 146.66 145.73
R1 146.05 146.05 145.59 146.36
PP 145.14 145.14 145.14 145.29
S1 144.53 144.53 145.31 144.84
S2 143.62 143.62 145.17
S3 142.10 143.01 145.03
S4 140.58 141.49 144.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.74 144.25 1.49 1.0% 0.69 0.5% 5% False True 800,287
10 146.23 144.22 2.01 1.4% 0.71 0.5% 5% False False 764,887
20 147.20 144.22 2.98 2.1% 0.68 0.5% 4% False False 731,252
40 147.20 143.91 3.29 2.3% 0.65 0.5% 13% False False 729,779
60 147.20 141.03 6.17 4.3% 0.65 0.4% 53% False False 679,356
80 147.20 139.50 7.70 5.3% 0.65 0.4% 63% False False 510,095
100 147.20 139.50 7.70 5.3% 0.63 0.4% 63% False False 408,128
Crabel Price Patterns
NR True
NR4 False
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 0.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 147.77
2.618 146.67
1.618 146.00
1.000 145.59
0.618 145.33
HIGH 144.92
0.618 144.66
0.500 144.59
0.382 144.51
LOW 144.25
0.618 143.84
1.000 143.58
1.618 143.17
2.618 142.50
4.250 141.40
Fisher Pivots for day following 21-May-2013
Pivot 1 day 3 day
R1 144.59 145.00
PP 144.50 144.77
S1 144.42 144.55

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

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