Euro Bund Future June 2013


Trading Metrics calculated at close of trading on 24-May-2013
Day Change Summary
Previous Current
23-May-2013 24-May-2013 Change Change % Previous Week
Open 144.61 144.54 -0.07 0.0% 145.09
High 145.15 144.83 -0.32 -0.2% 145.33
Low 144.31 144.12 -0.19 -0.1% 144.12
Close 144.39 144.58 0.19 0.1% 144.58
Range 0.84 0.71 -0.13 -15.5% 1.21
ATR 0.73 0.73 0.00 -0.2% 0.00
Volume 1,092,607 872,381 -220,226 -20.2% 4,471,824
Daily Pivots for day following 24-May-2013
Classic Woodie Camarilla DeMark
R4 146.64 146.32 144.97
R3 145.93 145.61 144.78
R2 145.22 145.22 144.71
R1 144.90 144.90 144.65 145.06
PP 144.51 144.51 144.51 144.59
S1 144.19 144.19 144.51 144.35
S2 143.80 143.80 144.45
S3 143.09 143.48 144.38
S4 142.38 142.77 144.19
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 148.31 147.65 145.25
R3 147.10 146.44 144.91
R2 145.89 145.89 144.80
R1 145.23 145.23 144.69 144.96
PP 144.68 144.68 144.68 144.54
S1 144.02 144.02 144.47 143.75
S2 143.47 143.47 144.36
S3 142.26 142.81 144.25
S4 141.05 141.60 143.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.33 144.12 1.21 0.8% 0.77 0.5% 38% False True 894,364
10 145.74 144.12 1.62 1.1% 0.74 0.5% 28% False True 851,840
20 147.20 144.12 3.08 2.1% 0.71 0.5% 15% False True 784,441
40 147.20 144.12 3.08 2.1% 0.66 0.5% 15% False True 748,497
60 147.20 142.27 4.93 3.4% 0.64 0.4% 47% False False 728,657
80 147.20 139.50 7.70 5.3% 0.65 0.4% 66% False False 548,558
100 147.20 139.50 7.70 5.3% 0.65 0.4% 66% False False 438,947
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 0.21
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 147.85
2.618 146.69
1.618 145.98
1.000 145.54
0.618 145.27
HIGH 144.83
0.618 144.56
0.500 144.48
0.382 144.39
LOW 144.12
0.618 143.68
1.000 143.41
1.618 142.97
2.618 142.26
4.250 141.10
Fisher Pivots for day following 24-May-2013
Pivot 1 day 3 day
R1 144.55 144.66
PP 144.51 144.63
S1 144.48 144.61

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

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