Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 24-Jan-2013
Day Change Summary
Previous Current
23-Jan-2013 24-Jan-2013 Change Change % Previous Week
Open 143.17 143.55 0.38 0.3% 142.48
High 143.68 144.07 0.39 0.3% 143.64
Low 143.07 143.18 0.11 0.1% 142.38
Close 143.59 143.20 -0.39 -0.3% 143.32
Range 0.61 0.89 0.28 45.9% 1.26
ATR 0.74 0.75 0.01 1.5% 0.00
Volume 982,838 1,114,416 131,578 13.4% 3,935,696
Daily Pivots for day following 24-Jan-2013
Classic Woodie Camarilla DeMark
R4 146.15 145.57 143.69
R3 145.26 144.68 143.44
R2 144.37 144.37 143.36
R1 143.79 143.79 143.28 143.64
PP 143.48 143.48 143.48 143.41
S1 142.90 142.90 143.12 142.75
S2 142.59 142.59 143.04
S3 141.70 142.01 142.96
S4 140.81 141.12 142.71
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 146.89 146.37 144.01
R3 145.63 145.11 143.67
R2 144.37 144.37 143.55
R1 143.85 143.85 143.44 144.11
PP 143.11 143.11 143.11 143.25
S1 142.59 142.59 143.20 142.85
S2 141.85 141.85 143.09
S3 140.59 141.33 142.97
S4 139.33 140.07 142.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.07 142.38 1.69 1.2% 0.86 0.6% 49% True False 826,382
10 144.07 142.05 2.02 1.4% 0.79 0.5% 57% True False 836,537
20 145.82 142.05 3.77 2.6% 0.72 0.5% 31% False False 705,039
40 146.17 142.05 4.12 2.9% 0.65 0.5% 28% False False 569,267
60 146.17 141.40 4.77 3.3% 0.62 0.4% 38% False False 381,386
80 146.17 140.95 5.22 3.6% 0.62 0.4% 43% False False 286,886
100 146.17 139.73 6.44 4.5% 0.65 0.5% 54% False False 230,400
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 0.15
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 147.85
2.618 146.40
1.618 145.51
1.000 144.96
0.618 144.62
HIGH 144.07
0.618 143.73
0.500 143.63
0.382 143.52
LOW 143.18
0.618 142.63
1.000 142.29
1.618 141.74
2.618 140.85
4.250 139.40
Fisher Pivots for day following 24-Jan-2013
Pivot 1 day 3 day
R1 143.63 143.31
PP 143.48 143.27
S1 143.34 143.24

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

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