Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 11-Jun-2013
Day Change Summary
Previous Current
10-Jun-2013 11-Jun-2013 Change Change % Previous Week
Open 143.24 142.73 -0.51 -0.4% 143.74
High 143.69 142.87 -0.82 -0.6% 144.18
Low 142.60 142.02 -0.58 -0.4% 142.93
Close 142.85 142.74 -0.11 -0.1% 143.39
Range 1.09 0.85 -0.24 -22.0% 1.25
ATR 0.78 0.78 0.01 0.7% 0.00
Volume 1,171,600 702,299 -469,301 -40.1% 4,423,549
Daily Pivots for day following 11-Jun-2013
Classic Woodie Camarilla DeMark
R4 145.09 144.77 143.21
R3 144.24 143.92 142.97
R2 143.39 143.39 142.90
R1 143.07 143.07 142.82 143.23
PP 142.54 142.54 142.54 142.63
S1 142.22 142.22 142.66 142.38
S2 141.69 141.69 142.58
S3 140.84 141.37 142.51
S4 139.99 140.52 142.27
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
5 144.18 142.02 2.16 1.5% 0.91 0.6% 33% False True 900,198
10 144.44 142.02 2.42 1.7% 0.77 0.5% 30% False True 717,357
20 145.93 142.02 3.91 2.7% 0.75 0.5% 18% False True 365,945
40 147.53 142.02 5.51 3.9% 0.69 0.5% 13% False True 184,149
60 147.53 142.02 5.51 3.9% 0.65 0.5% 13% False True 122,837
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.23
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 146.48
2.618 145.10
1.618 144.25
1.000 143.72
0.618 143.40
HIGH 142.87
0.618 142.55
0.500 142.45
0.382 142.34
LOW 142.02
0.618 141.49
1.000 141.17
1.618 140.64
2.618 139.79
4.250 138.41
Fisher Pivots for day following 11-Jun-2013
Pivot 1 day 3 day
R1 142.64 143.09
PP 142.54 142.97
S1 142.45 142.86

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

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