Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 04-Jun-2013
Day Change Summary
Previous Current
03-Jun-2013 04-Jun-2013 Change Change % Previous Week
Open 143.74 143.30 -0.44 -0.3% 144.21
High 143.87 143.50 -0.37 -0.3% 144.44
Low 142.93 143.10 0.17 0.1% 143.24
Close 143.53 143.31 -0.22 -0.2% 143.75
Range 0.94 0.40 -0.54 -57.4% 1.20
ATR 0.74 0.72 -0.02 -3.0% 0.00
Volume 779,023 1,017,434 238,411 30.6% 930,075
Daily Pivots for day following 04-Jun-2013
Classic Woodie Camarilla DeMark
R4 144.50 144.31 143.53
R3 144.10 143.91 143.42
R2 143.70 143.70 143.38
R1 143.51 143.51 143.35 143.61
PP 143.30 143.30 143.30 143.35
S1 143.11 143.11 143.27 143.21
S2 142.90 142.90 143.24
S3 142.50 142.71 143.20
S4 142.10 142.31 143.09
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 147.41 146.78 144.41
R3 146.21 145.58 144.08
R2 145.01 145.01 143.97
R1 144.38 144.38 143.86 144.10
PP 143.81 143.81 143.81 143.67
S1 143.18 143.18 143.64 142.90
S2 142.61 142.61 143.53
S3 141.41 141.98 143.42
S4 140.21 140.78 143.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.44 142.93 1.51 1.1% 0.64 0.4% 25% False False 534,517
10 145.30 142.93 2.37 1.7% 0.71 0.5% 16% False False 278,440
20 146.53 142.93 3.60 2.5% 0.70 0.5% 11% False False 141,810
40 147.53 142.93 4.60 3.2% 0.65 0.5% 8% False False 71,659
60 147.53 142.40 5.13 3.6% 0.60 0.4% 18% False False 47,822
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 145.20
2.618 144.55
1.618 144.15
1.000 143.90
0.618 143.75
HIGH 143.50
0.618 143.35
0.500 143.30
0.382 143.25
LOW 143.10
0.618 142.85
1.000 142.70
1.618 142.45
2.618 142.05
4.250 141.40
Fisher Pivots for day following 04-Jun-2013
Pivot 1 day 3 day
R1 143.31 143.69
PP 143.30 143.56
S1 143.30 143.44

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

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