Euro Bund Future March 2013


Trading Metrics calculated at close of trading on 06-Mar-2013
Day Change Summary
Previous Current
05-Mar-2013 06-Mar-2013 Change Change % Previous Week
Open 145.36 145.10 -0.26 -0.2% 143.52
High 145.43 145.25 -0.18 -0.1% 145.64
Low 145.01 144.86 -0.15 -0.1% 142.85
Close 145.03 145.12 0.09 0.1% 145.51
Range 0.42 0.39 -0.03 -7.1% 2.79
ATR 0.78 0.75 -0.03 -3.6% 0.00
Volume 496,794 43,559 -453,235 -91.2% 5,020,559
Daily Pivots for day following 06-Mar-2013
Classic Woodie Camarilla DeMark
R4 146.25 146.07 145.33
R3 145.86 145.68 145.23
R2 145.47 145.47 145.19
R1 145.29 145.29 145.16 145.38
PP 145.08 145.08 145.08 145.12
S1 144.90 144.90 145.08 144.99
S2 144.69 144.69 145.05
S3 144.30 144.51 145.01
S4 143.91 144.12 144.91
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 153.04 152.06 147.04
R3 150.25 149.27 146.28
R2 147.46 147.46 146.02
R1 146.48 146.48 145.77 146.97
PP 144.67 144.67 144.67 144.91
S1 143.69 143.69 145.25 144.18
S2 141.88 141.88 145.00
S3 139.09 140.90 144.74
S4 136.30 138.11 143.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.80 144.81 0.99 0.7% 0.49 0.3% 31% False False 780,372
10 145.80 142.71 3.09 2.1% 0.68 0.5% 78% False False 884,414
20 145.80 141.84 3.96 2.7% 0.66 0.5% 83% False False 843,696
40 145.80 141.28 4.52 3.1% 0.74 0.5% 85% False False 863,892
60 146.17 141.28 4.89 3.4% 0.70 0.5% 79% False False 760,018
80 146.17 141.28 4.89 3.4% 0.67 0.5% 79% False False 592,943
100 146.17 140.95 5.22 3.6% 0.66 0.5% 80% False False 475,072
120 146.17 139.73 6.44 4.4% 0.66 0.5% 84% False False 396,249
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 146.91
2.618 146.27
1.618 145.88
1.000 145.64
0.618 145.49
HIGH 145.25
0.618 145.10
0.500 145.06
0.382 145.01
LOW 144.86
0.618 144.62
1.000 144.47
1.618 144.23
2.618 143.84
4.250 143.20
Fisher Pivots for day following 06-Mar-2013
Pivot 1 day 3 day
R1 145.10 145.33
PP 145.08 145.26
S1 145.06 145.19

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

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