Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 30-Apr-2013
Day Change Summary
Previous Current
29-Apr-2013 30-Apr-2013 Change Change % Previous Week
Open 146.80 146.90 0.10 0.1% 146.21
High 147.05 147.18 0.13 0.1% 147.09
Low 146.62 146.71 0.09 0.1% 145.90
Close 146.98 146.89 -0.09 -0.1% 146.85
Range 0.43 0.47 0.04 9.3% 1.19
ATR 0.57 0.56 -0.01 -1.3% 0.00
Volume 4,172 1,113 -3,059 -73.3% 9,490
Daily Pivots for day following 30-Apr-2013
Classic Woodie Camarilla DeMark
R4 148.34 148.08 147.15
R3 147.87 147.61 147.02
R2 147.40 147.40 146.98
R1 147.14 147.14 146.93 147.04
PP 146.93 146.93 146.93 146.87
S1 146.67 146.67 146.85 146.57
S2 146.46 146.46 146.80
S3 145.99 146.20 146.76
S4 145.52 145.73 146.63
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 150.18 149.71 147.50
R3 148.99 148.52 147.18
R2 147.80 147.80 147.07
R1 147.33 147.33 146.96 147.57
PP 146.61 146.61 146.61 146.73
S1 146.14 146.14 146.74 146.38
S2 145.42 145.42 146.63
S3 144.23 144.95 146.52
S4 143.04 143.76 146.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147.18 145.90 1.28 0.9% 0.45 0.3% 77% True False 2,342
10 147.18 145.69 1.49 1.0% 0.56 0.4% 81% True False 2,050
20 147.18 145.18 2.00 1.4% 0.57 0.4% 86% True False 1,184
40 147.18 142.40 4.78 3.3% 0.51 0.3% 94% True False 634
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 149.18
2.618 148.41
1.618 147.94
1.000 147.65
0.618 147.47
HIGH 147.18
0.618 147.00
0.500 146.95
0.382 146.89
LOW 146.71
0.618 146.42
1.000 146.24
1.618 145.95
2.618 145.48
4.250 144.71
Fisher Pivots for day following 30-Apr-2013
Pivot 1 day 3 day
R1 146.95 146.89
PP 146.93 146.89
S1 146.91 146.89

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

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