Euro Bund Future June 2013


Trading Metrics calculated at close of trading on 30-May-2013
Day Change Summary
Previous Current
29-May-2013 30-May-2013 Change Change % Previous Week
Open 143.30 143.60 0.30 0.2% 145.09
High 143.73 143.86 0.13 0.1% 145.33
Low 143.25 143.47 0.22 0.2% 144.12
Close 143.41 143.73 0.32 0.2% 144.58
Range 0.48 0.39 -0.09 -18.8% 1.21
ATR 0.74 0.72 -0.02 -2.8% 0.00
Volume 770,208 1,206,083 435,875 56.6% 4,471,824
Daily Pivots for day following 30-May-2013
Classic Woodie Camarilla DeMark
R4 144.86 144.68 143.94
R3 144.47 144.29 143.84
R2 144.08 144.08 143.80
R1 143.90 143.90 143.77 143.99
PP 143.69 143.69 143.69 143.73
S1 143.51 143.51 143.69 143.60
S2 143.30 143.30 143.66
S3 142.91 143.12 143.62
S4 142.52 142.73 143.52
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
5 145.15 143.25 1.90 1.3% 0.64 0.4% 25% False False 989,031
10 145.74 143.25 2.49 1.7% 0.70 0.5% 19% False False 914,868
20 147.20 143.25 3.95 2.7% 0.73 0.5% 12% False False 819,692
40 147.20 143.25 3.95 2.7% 0.66 0.5% 12% False False 775,424
60 147.20 142.27 4.93 3.4% 0.64 0.4% 30% False False 763,543
80 147.20 139.77 7.43 5.2% 0.65 0.4% 53% False False 585,765
100 147.20 139.50 7.70 5.4% 0.64 0.4% 55% False False 468,746
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 145.52
2.618 144.88
1.618 144.49
1.000 144.25
0.618 144.10
HIGH 143.86
0.618 143.71
0.500 143.67
0.382 143.62
LOW 143.47
0.618 143.23
1.000 143.08
1.618 142.84
2.618 142.45
4.250 141.81
Fisher Pivots for day following 30-May-2013
Pivot 1 day 3 day
R1 143.71 143.82
PP 143.69 143.79
S1 143.67 143.76

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

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