Euro Bund Future June 2013


Trading Metrics calculated at close of trading on 06-Jun-2013
Day Change Summary
Previous Current
05-Jun-2013 06-Jun-2013 Change Change % Previous Week
Open 143.56 143.80 0.24 0.2% 144.15
High 143.91 144.02 0.11 0.1% 144.38
Low 143.32 143.78 0.46 0.3% 143.25
Close 143.79 143.84 0.05 0.0% 143.71
Range 0.59 0.24 -0.35 -59.3% 1.13
ATR 0.71 0.68 -0.03 -4.7% 0.00
Volume 30,344 30,344 0 0.0% 4,478,391
Daily Pivots for day following 06-Jun-2013
Classic Woodie Camarilla DeMark
R4 144.60 144.46 143.97
R3 144.36 144.22 143.91
R2 144.12 144.12 143.88
R1 143.98 143.98 143.86 144.05
PP 143.88 143.88 143.88 143.92
S1 143.74 143.74 143.82 143.81
S2 143.64 143.64 143.80
S3 143.40 143.50 143.77
S4 143.16 143.26 143.71
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 147.17 146.57 144.33
R3 146.04 145.44 144.02
R2 144.91 144.91 143.92
R1 144.31 144.31 143.81 144.05
PP 143.78 143.78 143.78 143.65
S1 143.18 143.18 143.61 142.92
S2 142.65 142.65 143.50
S3 141.52 142.05 143.40
S4 140.39 140.92 143.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.38 142.98 1.40 1.0% 0.61 0.4% 61% False False 653,964
10 145.15 142.98 2.17 1.5% 0.63 0.4% 40% False False 821,498
20 146.23 142.98 3.25 2.3% 0.69 0.5% 26% False False 816,258
40 147.20 142.98 4.22 2.9% 0.66 0.5% 20% False False 764,569
60 147.20 142.51 4.69 3.3% 0.65 0.4% 28% False False 751,103
80 147.20 140.05 7.15 5.0% 0.64 0.4% 53% False False 626,546
100 147.20 139.50 7.70 5.4% 0.64 0.4% 56% False False 501,441
120 147.20 139.50 7.70 5.4% 0.60 0.4% 56% False False 417,874
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 0.18
Narrowest range in 103 trading days
Fibonacci Retracements and Extensions
4.250 145.04
2.618 144.65
1.618 144.41
1.000 144.26
0.618 144.17
HIGH 144.02
0.618 143.93
0.500 143.90
0.382 143.87
LOW 143.78
0.618 143.63
1.000 143.54
1.618 143.39
2.618 143.15
4.250 142.76
Fisher Pivots for day following 06-Jun-2013
Pivot 1 day 3 day
R1 143.90 143.75
PP 143.88 143.66
S1 143.86 143.58

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

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