Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 28-May-2013
Day Change Summary
Previous Current
24-May-2013 28-May-2013 Change Change % Previous Week
Open 144.64 144.21 -0.43 -0.3% 145.08
High 144.93 144.44 -0.49 -0.3% 145.47
Low 144.24 143.63 -0.61 -0.4% 144.24
Close 144.69 143.89 -0.80 -0.6% 144.69
Range 0.69 0.81 0.12 17.4% 1.23
ATR 0.71 0.73 0.03 3.5% 0.00
Volume 10,659 53,944 43,285 406.1% 63,732
Daily Pivots for day following 28-May-2013
Classic Woodie Camarilla DeMark
R4 146.42 145.96 144.34
R3 145.61 145.15 144.11
R2 144.80 144.80 144.04
R1 144.34 144.34 143.96 144.17
PP 143.99 143.99 143.99 143.90
S1 143.53 143.53 143.82 143.36
S2 143.18 143.18 143.74
S3 142.37 142.72 143.67
S4 141.56 141.91 143.44
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 148.49 147.82 145.37
R3 147.26 146.59 145.03
R2 146.03 146.03 144.92
R1 145.36 145.36 144.80 145.08
PP 144.80 144.80 144.80 144.66
S1 144.13 144.13 144.58 143.85
S2 143.57 143.57 144.46
S3 142.34 142.90 144.35
S4 141.11 141.67 144.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.30 143.63 1.67 1.2% 0.78 0.5% 16% False True 22,363
10 145.93 143.63 2.30 1.6% 0.74 0.5% 11% False True 14,533
20 147.53 143.63 3.90 2.7% 0.72 0.5% 7% False True 8,836
40 147.53 143.63 3.90 2.7% 0.64 0.4% 7% False True 4,886
60 147.53 142.40 5.13 3.6% 0.57 0.4% 29% False False 3,280
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 0.21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 147.88
2.618 146.56
1.618 145.75
1.000 145.25
0.618 144.94
HIGH 144.44
0.618 144.13
0.500 144.04
0.382 143.94
LOW 143.63
0.618 143.13
1.000 142.82
1.618 142.32
2.618 141.51
4.250 140.19
Fisher Pivots for day following 28-May-2013
Pivot 1 day 3 day
R1 144.04 144.44
PP 143.99 144.26
S1 143.94 144.07

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

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