Euro Bund Future June 2013


Trading Metrics calculated at close of trading on 08-Mar-2013
Day Change Summary
Previous Current
07-Mar-2013 08-Mar-2013 Change Change % Previous Week
Open 143.28 142.78 -0.50 -0.3% 143.94
High 143.45 142.95 -0.50 -0.3% 143.96
Low 142.64 142.27 -0.37 -0.3% 142.27
Close 142.83 142.46 -0.37 -0.3% 142.46
Range 0.81 0.68 -0.13 -16.0% 1.69
ATR 0.69 0.69 0.00 -0.1% 0.00
Volume 760,912 426,552 -334,360 -43.9% 4,016,221
Daily Pivots for day following 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 144.60 144.21 142.83
R3 143.92 143.53 142.65
R2 143.24 143.24 142.58
R1 142.85 142.85 142.52 142.71
PP 142.56 142.56 142.56 142.49
S1 142.17 142.17 142.40 142.03
S2 141.88 141.88 142.34
S3 141.20 141.49 142.27
S4 140.52 140.81 142.09
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 147.97 146.90 143.39
R3 146.28 145.21 142.92
R2 144.59 144.59 142.77
R1 143.52 143.52 142.61 143.21
PP 142.90 142.90 142.90 142.74
S1 141.83 141.83 142.31 141.52
S2 141.21 141.21 142.15
S3 139.52 140.14 142.00
S4 137.83 138.45 141.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.96 142.27 1.69 1.2% 0.54 0.4% 11% False True 803,244
10 143.96 141.03 2.93 2.1% 0.67 0.5% 49% False False 501,233
20 143.96 140.05 3.91 2.7% 0.62 0.4% 62% False False 252,875
40 143.96 139.50 4.46 3.1% 0.64 0.4% 66% False False 126,947
60 143.96 139.50 4.46 3.1% 0.56 0.4% 66% False False 84,646
Crabel Price Patterns
NR True
NR4 False
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 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 145.84
2.618 144.73
1.618 144.05
1.000 143.63
0.618 143.37
HIGH 142.95
0.618 142.69
0.500 142.61
0.382 142.53
LOW 142.27
0.618 141.85
1.000 141.59
1.618 141.17
2.618 140.49
4.250 139.38
Fisher Pivots for day following 08-Mar-2013
Pivot 1 day 3 day
R1 142.61 142.86
PP 142.56 142.73
S1 142.51 142.59

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

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