Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 10-Jun-2013
Day Change Summary
Previous Current
07-Jun-2013 10-Jun-2013 Change Change % Previous Week
Open 143.88 143.24 -0.64 -0.4% 143.74
High 144.15 143.69 -0.46 -0.3% 144.18
Low 143.19 142.60 -0.59 -0.4% 142.93
Close 143.39 142.85 -0.54 -0.4% 143.39
Range 0.96 1.09 0.13 13.5% 1.25
ATR 0.75 0.78 0.02 3.2% 0.00
Volume 697,124 1,171,600 474,476 68.1% 4,423,549
Daily Pivots for day following 10-Jun-2013
Classic Woodie Camarilla DeMark
R4 146.32 145.67 143.45
R3 145.23 144.58 143.15
R2 144.14 144.14 143.05
R1 143.49 143.49 142.95 143.27
PP 143.05 143.05 143.05 142.94
S1 142.40 142.40 142.75 142.18
S2 141.96 141.96 142.65
S3 140.87 141.31 142.55
S4 139.78 140.22 142.25
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 147.25 146.57 144.08
R3 146.00 145.32 143.73
R2 144.75 144.75 143.62
R1 144.07 144.07 143.50 143.79
PP 143.50 143.50 143.50 143.36
S1 142.82 142.82 143.28 142.54
S2 142.25 142.25 143.16
S3 141.00 141.57 143.05
S4 139.75 140.32 142.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.18 142.60 1.58 1.1% 0.82 0.6% 16% False True 963,225
10 144.44 142.60 1.84 1.3% 0.77 0.5% 14% False True 652,522
20 145.93 142.60 3.33 2.3% 0.74 0.5% 8% False True 330,956
40 147.53 142.60 4.93 3.5% 0.69 0.5% 5% False True 166,598
60 147.53 142.60 4.93 3.5% 0.64 0.4% 5% False True 111,133
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 0.24
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 148.32
2.618 146.54
1.618 145.45
1.000 144.78
0.618 144.36
HIGH 143.69
0.618 143.27
0.500 143.15
0.382 143.02
LOW 142.60
0.618 141.93
1.000 141.51
1.618 140.84
2.618 139.75
4.250 137.97
Fisher Pivots for day following 10-Jun-2013
Pivot 1 day 3 day
R1 143.15 143.39
PP 143.05 143.21
S1 142.95 143.03

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

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