Euro Bund Future June 2013


Trading Metrics calculated at close of trading on 29-May-2013
Day Change Summary
Previous Current
28-May-2013 29-May-2013 Change Change % Previous Week
Open 144.15 143.30 -0.85 -0.6% 145.09
High 144.38 143.73 -0.65 -0.5% 145.33
Low 143.58 143.25 -0.33 -0.2% 144.12
Close 143.82 143.41 -0.41 -0.3% 144.58
Range 0.80 0.48 -0.32 -40.0% 1.21
ATR 0.75 0.74 -0.01 -1.7% 0.00
Volume 1,003,880 770,208 -233,672 -23.3% 4,471,824
Daily Pivots for day following 29-May-2013
Classic Woodie Camarilla DeMark
R4 144.90 144.64 143.67
R3 144.42 144.16 143.54
R2 143.94 143.94 143.50
R1 143.68 143.68 143.45 143.81
PP 143.46 143.46 143.46 143.53
S1 143.20 143.20 143.37 143.33
S2 142.98 142.98 143.32
S3 142.50 142.72 143.28
S4 142.02 142.24 143.15
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
5 145.20 143.25 1.95 1.4% 0.75 0.5% 8% False True 971,211
10 145.74 143.25 2.49 1.7% 0.72 0.5% 6% False True 885,749
20 147.20 143.25 3.95 2.8% 0.74 0.5% 4% False True 806,978
40 147.20 143.25 3.95 2.8% 0.66 0.5% 4% False True 759,188
60 147.20 142.27 4.93 3.4% 0.65 0.5% 23% False False 753,216
80 147.20 139.77 7.43 5.2% 0.65 0.5% 49% False False 570,703
100 147.20 139.50 7.70 5.4% 0.64 0.4% 51% False False 456,686
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.22
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 145.77
2.618 144.99
1.618 144.51
1.000 144.21
0.618 144.03
HIGH 143.73
0.618 143.55
0.500 143.49
0.382 143.43
LOW 143.25
0.618 142.95
1.000 142.77
1.618 142.47
2.618 141.99
4.250 141.21
Fisher Pivots for day following 29-May-2013
Pivot 1 day 3 day
R1 143.49 144.04
PP 143.46 143.83
S1 143.44 143.62

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

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