Euro Bund Future June 2013


Trading Metrics calculated at close of trading on 16-May-2013
Day Change Summary
Previous Current
15-May-2013 16-May-2013 Change Change % Previous Week
Open 144.53 144.84 0.31 0.2% 146.15
High 145.01 145.36 0.35 0.2% 146.36
Low 144.33 144.53 0.20 0.1% 144.43
Close 144.64 145.31 0.67 0.5% 144.66
Range 0.68 0.83 0.15 22.1% 1.93
ATR 0.70 0.71 0.01 1.3% 0.00
Volume 914,896 919,615 4,719 0.5% 3,708,539
Daily Pivots for day following 16-May-2013
Classic Woodie Camarilla DeMark
R4 147.56 147.26 145.77
R3 146.73 146.43 145.54
R2 145.90 145.90 145.46
R1 145.60 145.60 145.39 145.75
PP 145.07 145.07 145.07 145.14
S1 144.77 144.77 145.23 144.92
S2 144.24 144.24 145.16
S3 143.41 143.94 145.08
S4 142.58 143.11 144.85
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 150.94 149.73 145.72
R3 149.01 147.80 145.19
R2 147.08 147.08 145.01
R1 145.87 145.87 144.84 145.51
PP 145.15 145.15 145.15 144.97
S1 143.94 143.94 144.48 143.58
S2 143.22 143.22 144.31
S3 141.29 142.01 144.13
S4 139.36 140.08 143.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.66 144.22 1.44 1.0% 0.83 0.6% 76% False False 846,203
10 147.11 144.22 2.89 2.0% 0.75 0.5% 38% False False 726,795
20 147.20 144.22 2.98 2.1% 0.66 0.5% 37% False False 737,062
40 147.20 143.91 3.29 2.3% 0.66 0.5% 43% False False 736,345
60 147.20 140.42 6.78 4.7% 0.64 0.4% 72% False False 643,568
80 147.20 139.50 7.70 5.3% 0.65 0.4% 75% False False 483,029
100 147.20 139.50 7.70 5.3% 0.62 0.4% 75% False False 386,459
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.12
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 148.89
2.618 147.53
1.618 146.70
1.000 146.19
0.618 145.87
HIGH 145.36
0.618 145.04
0.500 144.95
0.382 144.85
LOW 144.53
0.618 144.02
1.000 143.70
1.618 143.19
2.618 142.36
4.250 141.00
Fisher Pivots for day following 16-May-2013
Pivot 1 day 3 day
R1 145.19 145.14
PP 145.07 144.96
S1 144.95 144.79

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

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