Euro Bund Future September 2013


Trading Metrics calculated at close of trading on 12-Jun-2013
Day Change Summary
Previous Current
11-Jun-2013 12-Jun-2013 Change Change % Previous Week
Open 142.73 142.65 -0.08 -0.1% 143.74
High 142.87 142.95 0.08 0.1% 144.18
Low 142.02 142.47 0.45 0.3% 142.93
Close 142.74 142.79 0.05 0.0% 143.39
Range 0.85 0.48 -0.37 -43.5% 1.25
ATR 0.78 0.76 -0.02 -2.8% 0.00
Volume 702,299 824,449 122,150 17.4% 4,423,549
Daily Pivots for day following 12-Jun-2013
Classic Woodie Camarilla DeMark
R4 144.18 143.96 143.05
R3 143.70 143.48 142.92
R2 143.22 143.22 142.88
R1 143.00 143.00 142.83 143.11
PP 142.74 142.74 142.74 142.79
S1 142.52 142.52 142.75 142.63
S2 142.26 142.26 142.70
S3 141.78 142.04 142.66
S4 141.30 141.56 142.53
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% 0.88 0.6% 36% False False 855,049
10 144.44 142.02 2.42 1.7% 0.77 0.5% 32% False False 793,605
20 145.93 142.02 3.91 2.7% 0.74 0.5% 20% False False 406,967
40 147.53 142.02 5.51 3.9% 0.69 0.5% 14% False False 204,753
60 147.53 142.02 5.51 3.9% 0.65 0.5% 14% False False 136,578
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.25
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 144.99
2.618 144.21
1.618 143.73
1.000 143.43
0.618 143.25
HIGH 142.95
0.618 142.77
0.500 142.71
0.382 142.65
LOW 142.47
0.618 142.17
1.000 141.99
1.618 141.69
2.618 141.21
4.250 140.43
Fisher Pivots for day following 12-Jun-2013
Pivot 1 day 3 day
R1 142.76 142.86
PP 142.74 142.83
S1 142.71 142.81

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

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