Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 20-May-2013
Day Change Summary
Previous Current
17-May-2013 20-May-2013 Change Change % Previous Week
Open 145.40 145.08 -0.32 -0.2% 144.71
High 145.93 145.47 -0.46 -0.3% 145.93
Low 145.32 144.83 -0.49 -0.3% 144.38
Close 145.63 145.01 -0.62 -0.4% 145.63
Range 0.61 0.64 0.03 4.9% 1.55
ATR 0.68 0.69 0.01 1.3% 0.00
Volume 8,056 5,861 -2,195 -27.2% 30,174
Daily Pivots for day following 20-May-2013
Classic Woodie Camarilla DeMark
R4 147.02 146.66 145.36
R3 146.38 146.02 145.19
R2 145.74 145.74 145.13
R1 145.38 145.38 145.07 145.24
PP 145.10 145.10 145.10 145.04
S1 144.74 144.74 144.95 144.60
S2 144.46 144.46 144.89
S3 143.82 144.10 144.83
S4 143.18 143.46 144.66
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 149.96 149.35 146.48
R3 148.41 147.80 146.06
R2 146.86 146.86 145.91
R1 146.25 146.25 145.77 146.56
PP 145.31 145.31 145.31 145.47
S1 144.70 144.70 145.49 145.01
S2 143.76 143.76 145.35
S3 142.21 143.15 145.20
S4 140.66 141.60 144.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.93 144.38 1.55 1.1% 0.70 0.5% 41% False False 6,703
10 146.53 144.38 2.15 1.5% 0.69 0.5% 29% False False 5,180
20 147.53 144.38 3.15 2.2% 0.67 0.5% 20% False False 3,720
40 147.53 144.10 3.43 2.4% 0.62 0.4% 27% False False 2,115
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 0.11
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 148.19
2.618 147.15
1.618 146.51
1.000 146.11
0.618 145.87
HIGH 145.47
0.618 145.23
0.500 145.15
0.382 145.07
LOW 144.83
0.618 144.43
1.000 144.19
1.618 143.79
2.618 143.15
4.250 142.11
Fisher Pivots for day following 20-May-2013
Pivot 1 day 3 day
R1 145.15 145.31
PP 145.10 145.21
S1 145.06 145.11

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

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