Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 03-May-2013
Day Change Summary
Previous Current
02-May-2013 03-May-2013 Change Change % Previous Week
Open 147.02 147.34 0.32 0.2% 146.80
High 147.53 147.42 -0.11 -0.1% 147.53
Low 146.48 146.27 -0.21 -0.1% 146.27
Close 147.49 146.42 -1.07 -0.7% 146.42
Range 1.05 1.15 0.10 9.5% 1.26
ATR 0.60 0.64 0.04 7.4% 0.00
Volume 2,314 2,544 230 9.9% 10,143
Daily Pivots for day following 03-May-2013
Classic Woodie Camarilla DeMark
R4 150.15 149.44 147.05
R3 149.00 148.29 146.74
R2 147.85 147.85 146.63
R1 147.14 147.14 146.53 146.92
PP 146.70 146.70 146.70 146.60
S1 145.99 145.99 146.31 145.77
S2 145.55 145.55 146.21
S3 144.40 144.84 146.10
S4 143.25 143.69 145.79
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 150.52 149.73 147.11
R3 149.26 148.47 146.77
R2 148.00 148.00 146.65
R1 147.21 147.21 146.54 146.98
PP 146.74 146.74 146.74 146.62
S1 145.95 145.95 146.30 145.72
S2 145.48 145.48 146.19
S3 144.22 144.69 146.07
S4 142.96 143.43 145.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147.53 146.27 1.26 0.9% 0.68 0.5% 12% False True 2,300
10 147.53 145.90 1.63 1.1% 0.63 0.4% 32% False False 2,207
20 147.53 145.18 2.35 1.6% 0.61 0.4% 53% False False 1,405
40 147.53 142.40 5.13 3.5% 0.55 0.4% 78% False False 755
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 152.31
2.618 150.43
1.618 149.28
1.000 148.57
0.618 148.13
HIGH 147.42
0.618 146.98
0.500 146.85
0.382 146.71
LOW 146.27
0.618 145.56
1.000 145.12
1.618 144.41
2.618 143.26
4.250 141.38
Fisher Pivots for day following 03-May-2013
Pivot 1 day 3 day
R1 146.85 146.90
PP 146.70 146.74
S1 146.56 146.58

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

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