Euro Bund Future June 2013


Trading Metrics calculated at close of trading on 14-Jan-2013
Day Change Summary
Previous Current
11-Jan-2013 14-Jan-2013 Change Change % Previous Week
Open 140.47 140.86 0.39 0.3% 141.01
High 140.84 141.06 0.22 0.2% 141.89
Low 140.47 140.77 0.30 0.2% 140.47
Close 140.48 140.95 0.47 0.3% 140.48
Range 0.37 0.29 -0.08 -21.6% 1.42
ATR 0.55 0.55 0.00 0.4% 0.00
Volume 302 187 -115 -38.1% 365
Daily Pivots for day following 14-Jan-2013
Classic Woodie Camarilla DeMark
R4 141.80 141.66 141.11
R3 141.51 141.37 141.03
R2 141.22 141.22 141.00
R1 141.08 141.08 140.98 141.15
PP 140.93 140.93 140.93 140.96
S1 140.79 140.79 140.92 140.86
S2 140.64 140.64 140.90
S3 140.35 140.50 140.87
S4 140.06 140.21 140.79
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 145.21 144.26 141.26
R3 143.79 142.84 140.87
R2 142.37 142.37 140.74
R1 141.42 141.42 140.61 141.19
PP 140.95 140.95 140.95 140.83
S1 140.00 140.00 140.35 139.77
S2 139.53 139.53 140.22
S3 138.11 138.58 140.09
S4 136.69 137.16 139.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.89 140.47 1.42 1.0% 0.48 0.3% 34% False False 108
10 143.85 140.47 3.38 2.4% 0.57 0.4% 14% False False 81
20 143.85 140.47 3.38 2.4% 0.42 0.3% 14% False False 52
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 0.03
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 142.29
2.618 141.82
1.618 141.53
1.000 141.35
0.618 141.24
HIGH 141.06
0.618 140.95
0.500 140.92
0.382 140.88
LOW 140.77
0.618 140.59
1.000 140.48
1.618 140.30
2.618 140.01
4.250 139.54
Fisher Pivots for day following 14-Jan-2013
Pivot 1 day 3 day
R1 140.94 141.10
PP 140.93 141.05
S1 140.92 141.00

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

View Archives - Comment on this page... - Back to Index of Symbols