Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 07-Feb-2013
Day Change Summary
Previous Current
06-Feb-2013 07-Feb-2013 Change Change % Previous Week
Open 142.29 142.54 0.25 0.2% 142.21
High 142.78 143.01 0.23 0.2% 142.53
Low 142.22 142.14 -0.08 -0.1% 141.28
Close 142.54 142.82 0.28 0.2% 142.01
Range 0.56 0.87 0.31 55.4% 1.25
ATR 0.82 0.82 0.00 0.5% 0.00
Volume 1,024,089 723,908 -300,181 -29.3% 5,062,056
Daily Pivots for day following 07-Feb-2013
Classic Woodie Camarilla DeMark
R4 145.27 144.91 143.30
R3 144.40 144.04 143.06
R2 143.53 143.53 142.98
R1 143.17 143.17 142.90 143.35
PP 142.66 142.66 142.66 142.75
S1 142.30 142.30 142.74 142.48
S2 141.79 141.79 142.66
S3 140.92 141.43 142.58
S4 140.05 140.56 142.34
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 145.69 145.10 142.70
R3 144.44 143.85 142.35
R2 143.19 143.19 142.24
R1 142.60 142.60 142.12 142.27
PP 141.94 141.94 141.94 141.78
S1 141.35 141.35 141.90 141.02
S2 140.69 140.69 141.78
S3 139.44 140.10 141.67
S4 138.19 138.85 141.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.01 141.47 1.54 1.1% 0.94 0.7% 88% True False 908,061
10 143.49 141.28 2.21 1.5% 0.88 0.6% 70% False False 944,185
20 144.07 141.28 2.79 2.0% 0.83 0.6% 55% False False 890,361
40 146.17 141.28 4.89 3.4% 0.72 0.5% 31% False False 720,155
60 146.17 141.28 4.89 3.4% 0.67 0.5% 31% False False 538,248
80 146.17 140.95 5.22 3.7% 0.66 0.5% 36% False False 404,498
100 146.17 139.73 6.44 4.5% 0.66 0.5% 48% False False 324,238
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146.71
2.618 145.29
1.618 144.42
1.000 143.88
0.618 143.55
HIGH 143.01
0.618 142.68
0.500 142.58
0.382 142.47
LOW 142.14
0.618 141.60
1.000 141.27
1.618 140.73
2.618 139.86
4.250 138.44
Fisher Pivots for day following 07-Feb-2013
Pivot 1 day 3 day
R1 142.74 142.71
PP 142.66 142.59
S1 142.58 142.48

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

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