Euro Bund Future June 2013


Trading Metrics calculated at close of trading on 20-May-2013
Day Change Summary
Previous Current
17-May-2013 20-May-2013 Change Change % Previous Week
Open 145.25 145.09 -0.16 -0.1% 144.43
High 145.74 145.33 -0.41 -0.3% 145.74
Low 145.13 144.65 -0.48 -0.3% 144.22
Close 145.45 144.86 -0.59 -0.4% 145.45
Range 0.61 0.68 0.07 11.5% 1.52
ATR 0.70 0.71 0.01 1.0% 0.00
Volume 777,073 518,659 -258,414 -33.3% 4,046,581
Daily Pivots for day following 20-May-2013
Classic Woodie Camarilla DeMark
R4 146.99 146.60 145.23
R3 146.31 145.92 145.05
R2 145.63 145.63 144.98
R1 145.24 145.24 144.92 145.10
PP 144.95 144.95 144.95 144.87
S1 144.56 144.56 144.80 144.42
S2 144.27 144.27 144.74
S3 143.59 143.88 144.67
S4 142.91 143.20 144.49
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 149.70 149.09 146.29
R3 148.18 147.57 145.87
R2 146.66 146.66 145.73
R1 146.05 146.05 145.59 146.36
PP 145.14 145.14 145.14 145.29
S1 144.53 144.53 145.31 144.84
S2 143.62 143.62 145.17
S3 142.10 143.01 145.03
S4 140.58 141.49 144.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.74 144.22 1.52 1.0% 0.71 0.5% 42% False False 761,869
10 146.27 144.22 2.05 1.4% 0.73 0.5% 31% False False 743,334
20 147.20 144.22 2.98 2.1% 0.68 0.5% 21% False False 738,965
40 147.20 143.91 3.29 2.3% 0.65 0.4% 29% False False 726,322
60 147.20 140.95 6.25 4.3% 0.65 0.4% 63% False False 665,081
80 147.20 139.50 7.70 5.3% 0.65 0.4% 70% False False 499,217
100 147.20 139.50 7.70 5.3% 0.63 0.4% 70% False False 399,416
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 148.22
2.618 147.11
1.618 146.43
1.000 146.01
0.618 145.75
HIGH 145.33
0.618 145.07
0.500 144.99
0.382 144.91
LOW 144.65
0.618 144.23
1.000 143.97
1.618 143.55
2.618 142.87
4.250 141.76
Fisher Pivots for day following 20-May-2013
Pivot 1 day 3 day
R1 144.99 145.14
PP 144.95 145.04
S1 144.90 144.95

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

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