Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 12-Mar-2013
Day Change Summary
Previous Current
11-Mar-2013 12-Mar-2013 Change Change % Previous Week
Open 142.79 142.80 0.01 0.0% 144.00
High 142.89 143.14 0.25 0.2% 144.00
Low 142.62 142.80 0.18 0.1% 142.40
Close 142.76 143.11 0.35 0.2% 142.49
Range 0.27 0.34 0.07 25.9% 1.60
ATR
Volume 3 11 8 266.7% 103
Daily Pivots for day following 12-Mar-2013
Classic Woodie Camarilla DeMark
R4 144.04 143.91 143.30
R3 143.70 143.57 143.20
R2 143.36 143.36 143.17
R1 143.23 143.23 143.14 143.30
PP 143.02 143.02 143.02 143.05
S1 142.89 142.89 143.08 142.96
S2 142.68 142.68 143.05
S3 142.34 142.55 143.02
S4 142.00 142.21 142.92
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 147.76 146.73 143.37
R3 146.16 145.13 142.93
R2 144.56 144.56 142.78
R1 143.53 143.53 142.64 143.25
PP 142.96 142.96 142.96 142.82
S1 141.93 141.93 142.34 141.65
S2 141.36 141.36 142.20
S3 139.76 140.33 142.05
S4 138.16 138.73 141.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.40 142.40 1.00 0.7% 0.36 0.3% 71% False False 13
10 144.00 142.40 1.60 1.1% 0.33 0.2% 44% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 144.59
2.618 144.03
1.618 143.69
1.000 143.48
0.618 143.35
HIGH 143.14
0.618 143.01
0.500 142.97
0.382 142.93
LOW 142.80
0.618 142.59
1.000 142.46
1.618 142.25
2.618 141.91
4.250 141.36
Fisher Pivots for day following 12-Mar-2013
Pivot 1 day 3 day
R1 143.06 143.00
PP 143.02 142.88
S1 142.97 142.77

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

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